stocks indicators

atr_indicator.js

/*
1)The minimum price for the same period(extremum) is subtracted from the maximum price for a certain period(extremum).
2)The closing price for the previous period(ma) is subtracted from the absolute value of the maximum price(extremum).
3)The closing price for the previous period(ma) is subtracted from the absolute value of the minimum price(extremum).
4)Calculate the arithmetic mean rate(ATR)
*/
import sma from './sma_indicator.js';
import findExtremum from './findExtremum.js';

function atr(arr, gap = 2) {
  const extremums = findExtremum(arr, gap);
  const maCLose = sma(arr, gap, 'close');
  const atr = ((Math.abs(extremums.max - extremums.min) +
    Math.abs(extremums.max - maCLose) +
    Math.abs(extremums.min - maCLose)) / 3).toFixed(1);
  return atr;
};

findExtremum.js

/**
findExtremum find min and max in the bars row, where length = gap 
@param {number} [gap=9] Number - quantity of the first type bars
**/

function findExtremum (arr, gap = 9) {
  let result = [];
  try {
    if (!Array.isArray(arr) || arr.length === 0) throw 'not empty Array expected as first argument';
    if (gap > arr.lenght || gap < 0) gap = arr.length;
  
    result = arr.slice(0, gap).reduce((prev, cur) => {
      if(!cur.hasOwnProperty('max') && cur.hasOwnProperty('min'))  throw 'min or max properties expected';
      if(cur.max < 0 || cur.min < 0)  throw 'min or max wrong value';
      if (cur.max > prev.max) prev.max = cur.max;
      if (cur.min < prev.min) prev.min = cur.min;
      return prev;
    },{max: 0, min: 0});
  }
  catch(err) {
    console.error(err);
  }
   return result;
}

const arr = [
  {min: 1, max:11, close: 11},
  {min: 2, max:12, close: 12},
  {min: 3, max:13, close: 13},
  {min: 4, max:14, close: 14},
  {min: 5, max:15, close: 15},
  {min: 2, max:23, close: 16},
  {min: 4, max:11, close: 17},
  {min: 0, max:0, close: 18},
  {min: 0, max:5, close: 19},
];
console.log(findExtremum(arr));

sma_indicator.js

//Simple Moving Average (SMA) 
function sma(arr, gap = 2, type = 'close') {
  if (!Array.isArray(arr) || arr.length === 0) throw new Error ('Array expected as first argument');
  const result = [];
  arr.forEach((elem, i) => {
    let subarr = arr.slice(i, gap + i);
    if (subarr.length < gap) return; // erase incomplite data
    result.push(subarr.reduce((prev, cur) => {
      return cur[type] ? prev + cur[type]: null; // if obj doesn't have property  - just null returned
    }, 0) / gap);
  });
  return result;
}

const arr = [
  {close: 11},
  {close: 12},
  {close: 13},
  {close: 14},
  {close: 15},
  {close: 16},
  {close: 17},
  {close: 18},
  {close: 19},
];
console.log(sma(arr, 5, 'close'));