super trend ohlc technicalindicators

supertrend.js

//fork of https://gist.github.com/sedhuait/985f84afba07e170357a8b8fa0129ebb
const ATR = require('technicalindicators').ATR;
const HA = require('technicalindicators').HeikinAshi;
const moment = require('moment');
const _ = require('lodash');


const Super = function(result, { multiplier = 3, period = 7, is_ha = true } = {}) {
	let open = [], close = [], high = [], low = [], volume=[], timestamp=[];

	_.each(result, function(item) {
		open.push( Number( item.open ));
		close.push( Number( item.close ));
		high.push( Number( item.high ));
		low.push( Number( item.low ));
		volume.push( Number( item.volume ));
		timestamp.push(item.date)
	});


	let atr_result=[];
	if (is_ha) {
		let ha_results_arr = HA.calculate({ high: high, low: low, close: close, open: open, volume: volume, timestamp: timestamp });
		let ha_open = ha_results_arr.open;
		let ha_high = ha_results_arr.high;
		let ha_low = ha_results_arr.low;
		let ha_close = ha_results_arr.close;
		let ha_final_results = [];

		atr_result = ATR.calculate({ high: ha_high, low: ha_low, close: ha_close, period: period });
		_.each(result, function(item, i) {
			ha_final_results.push({
				open: Number(ha_open[i]),
				high: Number(ha_high[i]),
				low: Number(ha_low[i]),
				close: Number(ha_close[i]),
				date: new Date(item.date).getTime(),
				timestamp: new Date(item.date).getTime()
			});
		});
		result = ha_final_results;
	} else {
		atr_result = ATR.calculate({ high: high, low: low, close: close, period: period,volume:volume, timestamp: timestamp});		
	}

	let previous_final_upper = 0, previous_final_low = 0, previous_st, finalres;

	for (let i = 0; i < atr_result.length; i++) {
		let result_counter = i + period,
		tdata = result[result_counter],
		atr = atr_result[i],
		high = Number(tdata.high),
		low = Number(tdata.low),
		base_upper = (((high + low) / 2) + (multiplier * atr)),
		base_lower = (((high + low) / 2) - (multiplier * atr)),
		final_upper = 0,
		final_lower = 0,
		previous_close = 0,
		previous_data = result[result_counter - 1];

		previous_final_upper = 0;
		previous_final_low = 0;
		previous_final_upper = previous_data.fup || 0;
		previous_final_low = previous_data.flow || 0;
		previous_close = previous_data.close || 0;
		previous_st = previous_data.st || 0;

		let st,
		result_action;

		final_upper = (base_upper < previous_final_upper || previous_close > previous_final_upper) ? base_upper : previous_final_upper;
		final_lower = (base_lower > previous_final_low || previous_close < previous_final_low) ? base_lower : previous_final_low;


		if (previous_st == previous_final_upper && tdata.close <= final_upper) {
			st = final_upper;
		} else if (previous_st == previous_final_upper && tdata.close >= final_upper) {
			st = final_lower;
		} else if (previous_st == previous_final_low && tdata.close >= final_lower) {
			st = final_lower;
		} else if (previous_st == previous_final_low && tdata.close <= final_lower) {
			st = final_upper;
		} else {
			st = 0;
		}

		result[result_counter].fup = final_upper;
		result[result_counter].flow = final_lower;
		result[result_counter].st = st;


		if (tdata.close > st) {
			result_action = "Buy";

		} else if (tdata.close < st) {
			result_action = "Sell";
		}
		finalres = { 
			timestamp: tdata.date, 
			open: Number(tdata.open).toFixed(2), 
			high: Number(tdata.high).toFixed(2), 
			low: Number(tdata.low).toFixed(2), 
			close: Number(tdata.close).toFixed(2), 
			pclose: Number(previous_close).toFixed(2), 
			atr: Number(atr).toFixed(2), 
			bu: Number(base_upper).toFixed(2), 
			bl: Number(base_lower).toFixed(2), 
			fu: Number(final_upper).toFixed(2), 
			fl: Number(final_lower).toFixed(2),
			st: Number(st).toFixed(2),
			action: result_action
		};
	}
	console.log("HA ST Indicator", finalres);

	return finalres;
};



export default Super