93 lines
4.2 KiB
JavaScript
93 lines
4.2 KiB
JavaScript
/**
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* Indicator Definition Object for Bollinger Bands (BB).
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* This object is used by the indicator manager to create and control the indicator.
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*/
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const BB_INDICATOR = {
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name: 'BB',
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label: 'Bollinger Bands (3 Sets)',
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usesBaseData: true, // This indicator needs the raw 1m data for its own aggregation
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params: [
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{ name: 'timeframe', type: 'number', defaultValue: 1440, min: 1, label: 'Timeframe (min)' },
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],
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// Hardcoded internal parameters, no longer exposed to the user.
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internalParams: {
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bb1_len_upper: 20, bb1_std_upper: 1.6, bb1_len_lower: 20, bb1_std_lower: 1.6,
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bb2_len_upper: 20, bb2_std_upper: 2.4, bb2_len_lower: 20, bb2_std_lower: 2.4,
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bb3_len_upper: 20, bb3_std_upper: 3.3, bb3_len_lower: 20, bb3_std_lower: 3.3,
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},
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calculateFull: calculateFullBollingerBands,
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};
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/**
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* Calculates all three sets of Bollinger Bands for the entire dataset.
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* @param {Array<Object>} data An array of candle objects with 'close' and 'time' properties.
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* @param {Object} params An object containing the indicator's parameters (only timeframe from UI).
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* @returns {Object} An object containing arrays of data points for each band.
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*/
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function calculateFullBollingerBands(data, params) {
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const { timeframe } = params;
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const internal = BB_INDICATOR.internalParams;
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// First, aggregate the base data into the desired timeframe for the BB calculation.
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const aggregatedData = aggregateCandles(data, timeframe);
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if (aggregatedData.length === 0) {
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return { bb1_upper: [], bb1_lower: [], bb2_upper: [], bb2_lower: [], bb3_upper: [], bb3_lower: [] };
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}
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// Calculate each set of bands using the aggregated data
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const bb1 = calculateBands(aggregatedData, internal.bb1_len_upper, internal.bb1_std_upper, internal.bb1_len_lower, internal.bb1_std_lower);
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const bb2 = calculateBands(aggregatedData, internal.bb2_len_upper, internal.bb2_std_upper, internal.bb2_len_lower, internal.bb2_std_lower);
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const bb3 = calculateBands(aggregatedData, internal.bb3_len_upper, internal.bb3_std_upper, internal.bb3_len_lower, internal.bb3_std_lower);
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// Extend the last point of each band to the latest candle time
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const lastCandleTime = data[data.length - 1].time;
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const extendLine = (bandData) => {
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if (bandData.length > 0) {
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const lastPoint = bandData[bandData.length - 1];
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if (lastPoint.time < lastCandleTime) {
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bandData.push({ ...lastPoint, time: lastCandleTime });
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}
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}
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return bandData;
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};
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return {
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bb1_upper: extendLine(bb1.upper), bb1_lower: extendLine(bb1.lower),
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bb2_upper: extendLine(bb2.upper), bb2_lower: extendLine(bb2.lower),
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bb3_upper: extendLine(bb3.upper), bb3_lower: extendLine(bb3.lower),
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};
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}
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/**
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* Helper function to calculate a single set of upper and lower Bollinger Bands.
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* @returns {{upper: Array<Object>, lower: Array<Object>}}
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*/
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function calculateBands(data, upperLength, upperStdDev, lowerLength, lowerStdDev) {
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const upperBand = [];
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const lowerBand = [];
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// Calculate Upper Band
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for (let i = upperLength - 1; i < data.length; i++) {
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const slice = data.slice(i - upperLength + 1, i + 1);
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const sma = slice.reduce((sum, candle) => sum + candle.close, 0) / upperLength;
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const stdDev = Math.sqrt(slice.reduce((sum, candle) => sum + Math.pow(candle.close - sma, 2), 0) / upperLength);
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upperBand.push({
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time: slice[slice.length - 1].time,
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value: sma + (stdDev * upperStdDev)
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});
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}
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// Calculate Lower Band
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for (let i = lowerLength - 1; i < data.length; i++) {
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const slice = data.slice(i - lowerLength + 1, i + 1);
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const sma = slice.reduce((sum, candle) => sum + candle.close, 0) / lowerLength;
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const stdDev = Math.sqrt(slice.reduce((sum, candle) => sum + Math.pow(candle.close - sma, 2), 0) / lowerLength);
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lowerBand.push({
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time: slice[slice.length - 1].time,
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value: sma - (stdDev * lowerStdDev)
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});
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}
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return { upper: upperBand, lower: lowerBand };
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}
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