Package Exports

indicator-max-intersection-prices
indicator-max-intersection-prices/index.js

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Readme

indicator-max-intersection-prices

Given a set of OHLCV candles, find the 'most intersected prices'.

This function finds the most-visited price, adds that prices to a list, removes the candles that include that price, then repeats until there are no candles left and gives you the resulting list of prices, sorted by number-of-intersections.

Installation

npm i indicator-max-intersection-prices

Usage

In this example we plot the top 5 most-intersected prices

var candlesFull = [...];

//candles format 
// [ 
//     {   
//         close: 144.889892578125,
//         open: 144.99000549316406,
//         high: 145.1300048828125,
//         low: 144.86000061035156,
//         volume: 185934,
//     }, ...
// ]

//get max intersection lines for these candles

var maxLines = require('indicator-max-intersection-prices').maxIntersectionLines(candlesFull).slice(0,5);
//maxIntersectionLines(candles, isVolumeWeighted=false, priceStep=0.01, priceDigits=2)
//isVolumeWeighted=true causes "ints" to be multiplied by volume / candle height for each intersection -- much larger values 

// [
//   { price: 145.46, ints: 59 }, //price, intersections 
//   { price: 146.18, ints: 48 },
//   { price: 144.99, ints: 39 },
//   { price: 146.82, ints: 34 },
//   { price: 145.86, ints: 33 }
// ]

//plot result

var {drawChartForCandles,saveChartForCandles} = require('ohlc-chart-simple');
var config = {
    lines:
    maxLines.map(function(row,i){
        var thickness = Math.floor(( row.ints)/20); //thickness proportional to number of intersections
        return {startPrice: row.price, endPrice: row.price, startIndex:1, endIndex: 1000, color: [0,0,255], thickness:thickness}
    }),
    w: 512,
    h: 350,
    profileBucketsWidth: 0,
    volumeBarsHeight: 16,
    bgColor: [255,255,255],
    title: "AAPL",
    filename: `./candlestick-chart-top5B.png`,
}

saveChartForCandles(candlesFull, config);

Result, top 5:

chart

Result, top 15 [isVolumeWeighted=true, thickness reduced by factor of 1M]

chart

Result, top 25

chart