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rsi-indicator.ts
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/* eslint-disable jsdoc/require-returns */
/* eslint-disable @typescript-eslint/no-inferrable-types */
/* eslint-disable valid-jsdoc */
/* eslint-disable jsdoc/require-param */
import { Series, Points } from '../series/chart-series';
import { TechnicalIndicator } from './technical-indicator';
import { TechnicalAnalysis } from './indicator-base';
import { Chart } from '../chart';
/**
* `RsiIndicator` module is used to render RSI indicator.
*/
export class RsiIndicator extends TechnicalAnalysis {
/**
* Initializes the series collection to represent the RSI Indicator
*
* @private
*/
public initSeriesCollection(indicator: TechnicalIndicator, chart: Chart): void {
super.initSeriesCollection(indicator, chart);
if (indicator.showZones) {
const lowerLine: Series = new Series(indicator, 'targetSeries', {}, true);
super.setSeriesProperties(
lowerLine, indicator, 'LowerLine', indicator.lowerLine.color, indicator.lowerLine.width, chart);
const upperLine: Series = new Series(indicator, 'targetSeries', {}, true);
super.setSeriesProperties(
upperLine, indicator, 'UpperLine', indicator.upperLine.color, indicator.upperLine.width, chart);
}
}
/**
* Defines the predictions using RSI approach
*
* @private
*/
public initDataSource(indicator: TechnicalIndicator, chart: Chart): void {
const signalCollection: Points[] = [];
const lowerCollection: Points[] = [];
const upperCollection: Points[] = [];
const signalSeries: Series = indicator.targetSeries[0];
//prepare data
const validData: Points[] = indicator.points;
if (validData.length && validData.length >= indicator.period) {
//Find upper band and lower band values
if (indicator.showZones) {
for (let i: number = 0; i < validData.length; i++) {
upperCollection.push(this.getDataPoint(
validData[i].x, indicator.overBought, validData[i], indicator.targetSeries[1],
upperCollection.length));
lowerCollection.push(this.getDataPoint(
validData[i].x, indicator.overSold, validData[i], indicator.targetSeries[2],
lowerCollection.length));
}
}
//Find signal line value
let prevClose: number = Number(validData[0].close);
let gain: number = 0;
let loss: number = 0;
for (let i: number = 1; i <= indicator.period; i++) {
const close: number = Number(validData[i].close);
if (close > prevClose) {
gain += close - prevClose;
} else {
loss += prevClose - close;
}
prevClose = close;
}
gain = gain / indicator.period;
loss = loss / indicator.period;
signalCollection.push(this.getDataPoint(
validData[indicator.period].x, 100 - (100 / (1 + gain / loss)), validData[indicator.period],
signalSeries, signalCollection.length));
for (let j: number = indicator.period + 1; j < validData.length; j++) {
const close: number = Number(validData[j].close);
if (close > prevClose) {
gain = (gain * (indicator.period - 1) + (close - prevClose)) / indicator.period;
loss = (loss * (indicator.period - 1)) / indicator.period;
} else if (close < prevClose) {
loss = (loss * (indicator.period - 1) + (prevClose - close)) / indicator.period;
gain = (gain * (indicator.period - 1)) / indicator.period;
}
prevClose = close;
signalCollection.push(this.getDataPoint(
validData[j].x, 100 - (100 / (1 + gain / loss)), validData[j], signalSeries,
signalCollection.length));
}
}
this.setSeriesRange(signalCollection, indicator, indicator.targetSeries[0]);
if (indicator.showZones) {
this.setSeriesRange(upperCollection, indicator, indicator.targetSeries[1]);
this.setSeriesRange(lowerCollection, indicator, indicator.targetSeries[2]);
}
}
/**
* To destroy the RSI Indicator.
*
* @returns {void}
* @private
*/
public destroy(): void {
/**
* Destroys the RSI Indicator
*/
}
/**
* Get module name.
*/
protected getModuleName(): string {
/**
* Returns the module name of the indicator.
*/
return 'RsiIndicator';
}
}