chore: add AGENTS.md with build, lint, test commands and style guidelines
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118
js/indicators/atr.js
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118
js/indicators/atr.js
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// Self-contained ATR indicator
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// Includes math, metadata, signal calculation, and base class
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// Signal constants (defined in each indicator file)
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const SIGNAL_TYPES = {
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BUY: 'buy',
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SELL: 'sell',
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HOLD: 'hold'
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};
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const SIGNAL_COLORS = {
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buy: '#26a69a',
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hold: '#787b86',
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sell: '#ef5350'
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};
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// Base class (inline replacement for BaseIndicator)
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class BaseIndicator {
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constructor(config) {
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this.id = config.id;
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this.type = config.type;
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this.name = config.name;
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this.params = config.params || {};
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this.timeframe = config.timeframe || '1m';
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this.series = [];
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this.visible = config.visible !== false;
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this.cachedResults = null;
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this.cachedMeta = null;
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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}
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// Signal calculation for ATR
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function calculateATRSignal(indicator, lastCandle, prevCandle, values) {
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const atr = values?.atr;
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const close = lastCandle.close;
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const prevClose = prevCandle?.close;
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if (!atr || atr === null || !prevClose) {
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return null;
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}
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const atrPercent = atr / close * 100;
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const priceChange = Math.abs(close - prevClose);
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const atrRatio = priceChange / atr;
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if (atrRatio > 1.5) {
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return {
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type: SIGNAL_TYPES.HOLD,
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strength: 70,
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value: atr,
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reasoning: `High volatility: ATR (${atr.toFixed(2)}, ${atrPercent.toFixed(2)}%)`
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};
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}
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return null;
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}
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// ATR Indicator class
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export class ATRIndicator extends BaseIndicator {
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constructor(config) {
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super(config);
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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calculate(candles) {
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const period = this.params.period || 14;
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const results = new Array(candles.length).fill(null);
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const tr = new Array(candles.length).fill(0);
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for (let i = 1; i < candles.length; i++) {
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const h_l = candles[i].high - candles[i].low;
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const h_pc = Math.abs(candles[i].high - candles[i-1].close);
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const l_pc = Math.abs(candles[i].low - candles[i-1].close);
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tr[i] = Math.max(h_l, h_pc, l_pc);
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}
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let atr = 0;
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let sum = 0;
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for (let i = 1; i <= period; i++) sum += tr[i];
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atr = sum / period;
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results[period] = atr;
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for (let i = period + 1; i < candles.length; i++) {
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atr = (atr * (period - 1) + tr[i]) / period;
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results[i] = atr;
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}
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return results.map(atr => ({ atr }));
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}
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getMetadata() {
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return {
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name: 'ATR',
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description: 'Average True Range - measures market volatility',
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inputs: [{
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name: 'period',
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label: 'Period',
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type: 'number',
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default: 14,
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min: 1,
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max: 100,
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description: 'Period for ATR calculation'
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}],
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plots: [{
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id: 'value',
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color: '#795548',
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title: 'ATR',
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lineWidth: 1
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}],
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displayMode: 'pane'
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};
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}
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}
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export { calculateATRSignal };
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