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66b7a93 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 | /**
* @module trendDetector
* Multi-factor trend analysis combining EMA alignment, slope,
* market structure, and price position.
* Operates on arrays of candle objects: { time, open, high, low, close, volume }
*/
import { ema } from './indicators.js';
import { detectStructure } from './marketStructure.js';
/**
* @typedef {Object} TrendAnalysis
* @property {'strong_bullish'|'bullish'|'ranging'|'bearish'|'strong_bearish'} direction
* @property {number} strength - 0-100
* @property {'bullish'|'bearish'|'mixed'} emaAlignment
* @property {'bullish'|'bearish'|'ranging'} structureTrend
* @property {'increasing'|'decreasing'|'neutral'} momentum
* @property {string} details - Human-readable summary
*/
/**
* Analyse trend on the given candle data.
*
* Scoring (100 total):
* 25 pts β EMA alignment (perfect stack = full marks)
* 25 pts β EMA slope (last 5 values directional)
* 25 pts β Market structure (HH+HL / LH+LL)
* 25 pts β Price position vs EMA 200
*
* @param {{ time: number, open: number, high: number, low: number, close: number, volume: number }[]} candles
* @returns {TrendAnalysis}
*/
export function analyzeTrend(candles) {
const defaultResult = {
direction: /** @type {const} */ ('ranging'),
strength: 0,
emaAlignment: /** @type {const} */ ('mixed'),
structureTrend: /** @type {const} */ ('ranging'),
momentum: /** @type {const} */ ('neutral'),
details: 'Insufficient data for trend analysis.',
};
if (!candles || candles.length < 200) {
// We need at least 200 candles for EMA 200
// Gracefully degrade: try with what we have
if (!candles || candles.length < 50) return defaultResult;
}
const closes = candles.map(c => c.close);
const lastClose = closes[closes.length - 1];
// --- 1. EMA calculations ---
const ema9 = ema(closes, 9);
const ema21 = ema(closes, 21);
const ema50 = ema(closes, 50);
const ema200 = candles.length >= 200 ? ema(closes, 200) : null;
const lastIdx = closes.length - 1;
const e9 = ema9[lastIdx];
const e21 = ema21[lastIdx];
const e50 = ema50[lastIdx];
const e200 = ema200 ? ema200[lastIdx] : null;
// --- Score tracking: positive = bullish, negative = bearish ---
let bullScore = 0;
let bearScore = 0;
// --- Factor 1: EMA alignment (25 pts) ---
let emaAlignment = /** @type {'bullish'|'bearish'|'mixed'} */ ('mixed');
if (!isNaN(e9) && !isNaN(e21) && !isNaN(e50)) {
let bullAlignCount = 0;
let bearAlignCount = 0;
// Check pairwise ordering
if (e9 > e21) bullAlignCount++; else if (e9 < e21) bearAlignCount++;
if (e21 > e50) bullAlignCount++; else if (e21 < e50) bearAlignCount++;
if (e200 !== null && !isNaN(e200)) {
if (e50 > e200) bullAlignCount++; else if (e50 < e200) bearAlignCount++;
// Perfect alignment = 3 pairs correct
if (bullAlignCount === 3) {
emaAlignment = 'bullish';
bullScore += 25;
} else if (bearAlignCount === 3) {
emaAlignment = 'bearish';
bearScore += 25;
} else {
// Partial
bullScore += Math.round((bullAlignCount / 3) * 25);
bearScore += Math.round((bearAlignCount / 3) * 25);
}
} else {
// No EMA200 β score from 2 pairs
if (bullAlignCount === 2) {
emaAlignment = 'bullish';
bullScore += 20;
} else if (bearAlignCount === 2) {
emaAlignment = 'bearish';
bearScore += 20;
} else {
bullScore += Math.round((bullAlignCount / 2) * 20);
bearScore += Math.round((bearAlignCount / 2) * 20);
}
}
}
// --- Factor 2: EMA slope β last 5 values of EMA21 (25 pts) ---
let momentum = /** @type {'increasing'|'decreasing'|'neutral'} */ ('neutral');
if (lastIdx >= 5) {
const slopeWindow = 5;
const recentEma = ema21.slice(lastIdx - slopeWindow + 1, lastIdx + 1);
const validEma = recentEma.filter(v => !isNaN(v));
if (validEma.length >= 3) {
let rising = 0;
let falling = 0;
for (let i = 1; i < validEma.length; i++) {
if (validEma[i] > validEma[i - 1]) rising++;
else if (validEma[i] < validEma[i - 1]) falling++;
}
const total = validEma.length - 1;
if (rising / total >= 0.7) {
momentum = 'increasing';
bullScore += 25;
} else if (falling / total >= 0.7) {
momentum = 'decreasing';
bearScore += 25;
} else {
// Partial credit
bullScore += Math.round((rising / total) * 25);
bearScore += Math.round((falling / total) * 25);
}
}
}
// --- Factor 3: Market structure (25 pts) ---
const structure = detectStructure(candles);
const structureTrend = structure.trend;
if (structureTrend === 'bullish') {
bullScore += 25;
} else if (structureTrend === 'bearish') {
bearScore += 25;
} else {
// Partial based on individual flags
if (structure.higherHighs) bullScore += 8;
if (structure.higherLows) bullScore += 8;
if (structure.lowerHighs) bearScore += 8;
if (structure.lowerLows) bearScore += 8;
}
// --- Factor 4: Price position vs EMA200 (25 pts) ---
if (e200 !== null && !isNaN(e200)) {
if (lastClose > e200) {
// Distance matters: the further above, the more bullish
const distPct = ((lastClose - e200) / e200) * 100;
bullScore += Math.min(25, Math.round(Math.min(distPct, 5) / 5 * 25));
} else {
const distPct = ((e200 - lastClose) / e200) * 100;
bearScore += Math.min(25, Math.round(Math.min(distPct, 5) / 5 * 25));
}
}
// --- Final direction and strength ---
const netScore = bullScore - bearScore; // positive = bullish, negative = bearish
const totalScore = Math.abs(netScore);
const strength = Math.min(100, totalScore);
let direction = /** @type {'strong_bullish'|'bullish'|'ranging'|'bearish'|'strong_bearish'} */ ('ranging');
if (netScore > 0) {
if (strength >= 80) direction = 'strong_bullish';
else if (strength >= 55) direction = 'bullish';
else direction = 'ranging';
} else if (netScore < 0) {
if (strength >= 80) direction = 'strong_bearish';
else if (strength >= 55) direction = 'bearish';
else direction = 'ranging';
}
// --- Build details string ---
const details = [
`Trend: ${direction} (strength ${strength}/100)`,
`EMA alignment: ${emaAlignment} | EMA9=${e9?.toFixed(2)} EMA21=${e21?.toFixed(2)} EMA50=${e50?.toFixed(2)}${e200 !== null ? ' EMA200=' + e200?.toFixed(2) : ''}`,
`Market structure: ${structureTrend} (HH:${structure.higherHighs} HL:${structure.higherLows} LH:${structure.lowerHighs} LL:${structure.lowerLows})`,
`Momentum: ${momentum}`,
`Bull score: ${bullScore} | Bear score: ${bearScore}`,
].join('\n');
return {
direction,
strength,
emaAlignment,
structureTrend,
momentum,
details,
};
}
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