indicator-hi-low-trailing

given an array of ohlcv candles, efficiently add trailing hi-low values for the previous [3,5,15,30,60,120,240,390,1440] candles

experimental, use at your own risk

Installation

npm i indicator-hi-low-trailing

Usage

var candles = require('candles-sample-aapl').loadNMinuteCandles(60).slice(50);

//calculateHiLowsTrailing(candles, _periods=[3,5,15,30,60,120,240,390,1440])
require('indicator-hi-low-trailing').calculateHiLowsTrailing(candles);

//to push a new candle to candles with existing high/low data 
//updateHiLowsTrailing(candles, newCandle, _periods=null)

console.log(candles.slice(-1)[0]);

// {
//     date: '2022-12-02T20:00:00.000Z',
//     open: 146.9572,
//     high: 147.96,
//     low: 146.91,
//     close: 147.96,
//     bid: 146.95,
//     ask: 146.96,
//     volume: 4031053,
//     nSrcCandles: 17,
//     hiLowsTrailing: {
//         highs: {
//                 '3': 147.96,
//                 '5': 147.96,
//                 '15': 148.9805,
//                 '30': 148.9805,
//                 '60': 151.74,
//                 '120': 153.55,
//                 '240': 153.55,
//                 '390': 153.55,
//                 '1440': 153.55
//         },
//         lows: {
//                 '3': 146.07,
//                 '5': 145.9307,
//                 '15': 145.79,
//                 '30': 140.39,
//                 '60': 140.39,
//                 '120': 134.63,
//                 '240': 134.46,
//                 '390': 134.46,
//                 '1440': 134.46
//         }
//        relative: { //relative position of thsi candle's close within the span of lo...hi ==> 0...1 
//                '3': 0.38648648648647416, //your values will be different than this
//                '5': 0.3994708994708939,
//                '15': 0.3244005641748917,
//                '30': 0.7490832896804595,
//                '60': 0.5669603524229065,
//                '120': 0.6445560253699779,
//                '240': 0.647721320062859,
//                '390': 0.647721320062859,
//                '1440': 0.647721320062859
//        }
//     }
// }


//the rest of the code is just for charting...

var {drawChartForCandles,saveChartForCandles} = require('ohlc-chart-simple');

candles = candles.map(function(candle,index){
    candle.indicators = {
        "hi15": candle.hiLowsTrailing.highs['15'],
        "hi15_color": [128,0,0],
        "hi15_thickness": 0,

        "hi60": candle.hiLowsTrailing.highs['60'],
        "hi60_color": [128,0,0],
        "hi60_thickness": 1,

        "hi390": candle.hiLowsTrailing.highs['390'],
        "hi390_color": [128,0,0],
        "hi390_thickness": 2,

        "lo15": candle.hiLowsTrailing.lows['15'],
        "lo15_color": [0,128,0],
        "lo15_thickness" : 0,

        "lo60": candle.hiLowsTrailing.lows['60'],
        "lo60_color": [0,128,0],
        "lo60_thickness": 1,

        "lo390": candle.hiLowsTrailing.lows['390'],
        "lo390_color": [0,128,0],
        "lo390_thickness": 2,
    }
    return candle;
});

var config = {
    w: Math.floor(1024/2),
    h: Math.floor(700/2),
    profileBucketsTotal: 64,
    profileBucketsWidth: 16,
    volumeBarsHeight: 64,
    bgColor: [255,255,255],

    //alternative to volume profile: arbitrary kernel density histogram
    kdePrices: candles.map(c=>[c.low, 1]), //[value, weight]
    // kdeBandwidthDollars: 0.01,
    kdeBandwidthPercent: 1.00,
    kdeIsGaussian: true, //false == kernel is triangular
    kdeColor: [0,0,255],

    skipDrawOhlcBars: false,
    skipDrawIndicators: false,
    skipDrawLegend: false,
    expandLegendText: false,
    expandTitle: false,
    expandPrice: false,
    skipDrawDate: true,
    skipDrawPrice: false,
    skipDrawPriceBars: false,
    title: "AAPL",
    filename: "./candlestick-chart.png",
}

saveChartForCandles(candles, config);