first hurst

static/hurst.js

@@ -0,0 +1,165 @@
+/**
+ * Indicator Definition Object for Hurst Bands.
+ * This object is used by the indicator manager to create and control the indicator.
+ * It defines the parameters and the calculation functions.
+ */
+const HURST_INDICATOR = {
+    name: 'Hurst',
+    label: 'Hurst Bands',
+    params: [
+        { name: 'cycle', type: 'number', defaultValue: 30, min: 2 },
+        { name: 'atr_mult', type: 'number', defaultValue: 1.8, min: 0.1, step: 0.1 },
+    ],
+    // This indicator returns multiple lines, so the manager will need to handle an object of arrays.
+    calculateFull: calculateFullHurst,
+    createRealtime: createRealtimeHurstCalculator,
+};
+
+// --- Helper Functions (private to this file) ---
+
+/**
+ * Calculates RMA (Relative Moving Average), a type of EMA.
+ * @param {number[]} series - An array of numbers.
+ * @param {number} period - The smoothing period.
+ * @returns {number[]} The calculated RMA series.
+ */
+function _calculateRMA(series, period) {
+    const alpha = 1 / period;
+    let rma = [];
+    if (series.length < period) return rma;
+
+    // Initial SMA
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        sum += series[i];
+    }
+    rma.push(sum / period);
+
+    // Subsequent RMAs
+    for (let i = period; i < series.length; i++) {
+        const val = alpha * series[i] + (1 - alpha) * rma[rma.length - 1];
+        rma.push(val);
+    }
+    return rma;
+}
+
+/**
+ * Calculates ATR (Average True Range).
+ * @param {Array<Object>} data - The full candle data.
+ * @param {number} period - The ATR period.
+ * @returns {number[]} The calculated ATR series.
+ */
+function _calculateATR(data, period) {
+    if (data.length < period) return [];
+
+    let tr_series = [];
+    tr_series.push(data[0].high - data[0].low); // First TR is just High - Low
+
+    for (let i = 1; i < data.length; i++) {
+        const h = data[i].high;
+        const l = data[i].low;
+        const prev_c = data[i - 1].close;
+        const tr = Math.max(h - l, Math.abs(h - prev_c), Math.abs(l - prev_c));
+        tr_series.push(tr);
+    }
+
+    // Smooth the True Range series with RMA to get ATR
+    return _calculateRMA(tr_series, period);
+}
+
+
+// --- Main Calculation Functions ---
+
+/**
+ * Calculates the Hurst Bands for an entire dataset.
+ * @param {Array<Object>} data - An array of candle objects.
+ * @param {Object} params - An object with { cycle, atr_mult }.
+ * @returns {Object} An object containing two arrays: { topBand: [...], bottomBand: [...] }.
+ */
+function calculateFullHurst(data, params) {
+    const { cycle, atr_mult } = params;
+    const mcl = Math.floor(cycle / 2);
+    const mcl_2 = Math.floor(mcl / 2);
+
+    // Ensure there's enough data for all calculations, including the lookback.
+    if (data.length < cycle + mcl_2) {
+        return { topBand: [], bottomBand: [] };
+    }
+
+    const closePrices = data.map(d => d.close);
+    
+    // 1. Calculate RMA of close prices
+    const ma_mcl_full = _calculateRMA(closePrices, mcl);
+    
+    // 2. Calculate ATR
+    const atr_full = _calculateATR(data, mcl);
+
+    const topBand = [];
+    const bottomBand = [];
+
+    // Loop through the data to construct the bands.
+    // We start the loop where the first valid calculation can occur.
+    const startIndex = mcl - 1 + mcl_2;
+
+    for (let i = startIndex; i < data.length; i++) {
+        // Align indices: the result of RMA/ATR at index `j` corresponds to the original data at index `j + mcl - 1`.
+        const rma_atr_base_index = i - (mcl - 1);
+        
+        const center_ma_index = rma_atr_base_index - mcl_2;
+        
+        if (center_ma_index >= 0 && rma_atr_base_index >= 0) {
+            const center = ma_mcl_full[center_ma_index];
+            const offset = atr_full[rma_atr_base_index] * atr_mult;
+
+            topBand.push({
+                time: data[i].time,
+                value: center + offset
+            });
+            bottomBand.push({
+                time: data[i].time,
+                value: center - offset
+            });
+        }
+    }
+
+    return { topBand, bottomBand };
+}
+
+/**
+ * Creates a stateful Hurst calculator for real-time updates.
+ * Note: Due to the lookback (`[mcl_2]`), a truly efficient real-time version is complex.
+ * This version recalculates on a rolling buffer for simplicity and correctness.
+ * @param {Object} params - An object with { cycle, atr_mult }.
+ * @returns {Object} A calculator object with `update` and `prime` methods.
+ */
+function createRealtimeHurstCalculator(params) {
+    const bufferSize = params.cycle * 2; // Use a buffer to handle lookbacks
+    let buffer = [];
+
+    return {
+        update: function(candle) {
+            buffer.push(candle);
+            if (buffer.length > bufferSize) {
+                buffer.shift();
+            }
+            if (buffer.length < params.cycle + Math.floor(params.cycle / 4)) {
+                return null;
+            }
+
+            // Recalculate on the small buffer
+            const result = calculateFullHurst(buffer, params);
+            if (result.topBand.length > 0) {
+                // Return the last calculated point for each band
+                const lastTop = result.topBand[result.topBand.length - 1];
+                const lastBottom = result.bottomBand[result.bottomBand.length - 1];
+                // The manager will expect an object matching the keys from calculateFull
+                return { topBand: lastTop, bottomBand: lastBottom };
+            }
+            return null;
+        },
+        prime: function(historicalCandles) {
+            // Prime the buffer with the last N candles from history
+            buffer = historicalCandles.slice(-bufferSize);
+        }
+    };
+}

static/indicators.js

@@ -9,5 +9,5 @@ const AVAILABLE_INDICATORS = [
     SMA_INDICATOR,
     EMA_INDICATOR,
     BB_INDICATOR, // Added the new Bollinger Bands indicator
-    // Add other indicators here, e.g., RSI_INDICATOR
-];
+    HURST_INDICATOR, // Added the new Hurst Bands indicator
+    // Add other indicators here as needed];