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Luis Fernando Molina committed
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@@ -481,11 +481,11 @@
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let pBArray = [];
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let numberOfPeriodsBB = 20;
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let numberOfStandardDeviations = 2;
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let numberOfPeriodsPB = 10;
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/* Building bands */
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let band;
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let previousBand;
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for (let i = numberOfPeriodsBB - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
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@@ -503,6 +503,7 @@
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}
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standardDeviation = standardDeviation / numberOfPeriodsBB;
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standardDeviation = Math.sqrt(standardDeviation);
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if (standardDeviation === 0) { standardDeviation = 0.000000001; } // This is to prevent a division by zero later.
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band = {
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begin: candles[i].begin,
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@@ -524,22 +525,7 @@
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lowerBB = band.movingAverage - band.deviation;
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upperBB = band.movingAverage + band.deviation;
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let currentPercentBandwidth = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
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let previousPercentBandwidth;
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if (previousBand !== undefined) {
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lowerBB = previousBand.movingAverage - previousBand.deviation;
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upperBB = previousBand.movingAverage + previousBand.deviation;
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previousPercentBandwidth = (candles[i - 1].close - lowerBB) / (upperBB - lowerBB) * 100;
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} else {
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previousPercentBandwidth = currentPercentBandwidth;
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}
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previousBand = band;
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let value = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
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/* Moving Average Calculation */
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@@ -554,22 +540,21 @@
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movingAverage = 0;
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for (let j = currentPosition - numberOfPreviousPeriods; j < currentPosition; j++) { // go through the last numberOfPeriodsPBs to calculate the moving average.
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movingAverage = movingAverage + pBArray[j].currentPercentBandwidth;
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movingAverage = movingAverage + pBArray[j].value;
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}
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movingAverage = movingAverage + currentPercentBandwidth;
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movingAverage = movingAverage + value;
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movingAverage = movingAverage / (numberOfPreviousPeriods + 1);
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let percentageBandwidth = {
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begin: candles[i].begin,
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end: candles[i].end,
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previousPercentBandwidth: previousPercentBandwidth,
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currentPercentBandwidth: currentPercentBandwidth,
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value: value,
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movingAverage: movingAverage
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};
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/* Will only add to the array the pBs of the current day */
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if (pB.begin >= processDate.valueOf()) { pBArray.push(percentageBandwidth); }
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if (percentageBandwidth.begin >= processDate.valueOf()) { pBArray.push(percentageBandwidth); }
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}
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writeBandsFile(bandsArray, pBArray);
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@@ -670,8 +655,7 @@
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fileContent = fileContent + separator + '[' +
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pB.begin + "," +
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pB.end + "," +
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pB.previousPercentBandwidth + "," +
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pB.currentPercentBandwidth + "," +
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pB.value + "," +
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pB.movingAverage + "]";
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if (separator === "") { separator = ","; }
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@@ -207,12 +207,11 @@
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let pBArray = [];
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let numberOfPeriodsBB = 20;
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let numberOfStandardDeviations = 2;
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let numberOfPeriodsPB = 10;
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let numberOfPeriodsPB = 5;
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/* Building bands */
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let band;
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let previousBand;
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for (let i = numberOfPeriodsBB - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
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@@ -228,6 +227,7 @@
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}
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standardDeviation = standardDeviation / numberOfPeriodsBB;
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standardDeviation = Math.sqrt(standardDeviation);
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if (standardDeviation === 0) { standardDeviation = 0.000000001; } // This is to prevent a division by zero later.
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band = {
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begin: candles[i].begin,
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@@ -247,22 +247,7 @@
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lowerBB = band.movingAverage - band.deviation;
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upperBB = band.movingAverage + band.deviation;
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let currentPercentBandwidth = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
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let previousPercentBandwidth;
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if (previousBand !== undefined) {
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lowerBB = previousBand.movingAverage - previousBand.deviation;
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upperBB = previousBand.movingAverage + previousBand.deviation;
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previousPercentBandwidth = (candles[i-1].close - lowerBB) / (upperBB - lowerBB) * 100;
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} else {
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previousPercentBandwidth = currentPercentBandwidth;
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}
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previousBand = band;
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let value = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
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/* Moving Average Calculation */
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@@ -277,16 +262,15 @@
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movingAverage = 0;
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for (let j = currentPosition - numberOfPreviousPeriods; j < currentPosition; j++) { // go through the last numberOfPeriodsPBs to calculate the moving average.
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movingAverage = movingAverage + pBArray[j].currentPercentBandwidth;
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movingAverage = movingAverage + pBArray[j].value;
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}
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movingAverage = movingAverage + currentPercentBandwidth;
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movingAverage = movingAverage + value;
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movingAverage = movingAverage / (numberOfPreviousPeriods + 1);
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let percentageBandwidth = {
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begin: candles[i].begin,
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end: candles[i].end,
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previousPercentBandwidth: previousPercentBandwidth,
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currentPercentBandwidth: currentPercentBandwidth,
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value: value,
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movingAverage: movingAverage
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};
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@@ -392,8 +376,7 @@
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fileContent = fileContent + separator + '[' +
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pB.begin + "," +
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pB.end + "," +
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pB.previousPercentBandwidth + "," +
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pB.currentPercentBandwidth + "," +
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pB.value + "," +
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pB.movingAverage + "]";
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if (separator === "") { separator = ","; }
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