/**
* Ichimoku Cloud Indicator
* Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span calculations
*/
export function calculateIchimokuCloud(highs, lows, closes, tenkanPeriod = 9, kijunPeriod = 26, senkouSpanBPeriod = 52, currentPrice) {
// Minimum 5 data points required
if (highs.length < 5 || lows.length < 5 || closes.length < 5) {
return {
tenkanSen: null,
kijunSen: null,
senkouSpanA: null,
senkouSpanB: null,
chikouSpan: null,
cloudColor: null,
priceVsCloud: null,
signals: {
tkCross: null,
priceVsTk: null,
priceVsKj: null,
cloudBreakout: null,
},
};
}
// Use adaptive periods
const dataRatio = Math.min(1, highs.length / senkouSpanBPeriod);
const effectiveTenkanPeriod = Math.max(3, Math.floor(tenkanPeriod * dataRatio));
const effectiveKijunPeriod = Math.max(5, Math.floor(kijunPeriod * dataRatio));
const effectiveSenkouSpanBPeriod = Math.max(7, Math.floor(senkouSpanBPeriod * dataRatio));
const currentIndex = closes.length - 1;
const price = currentPrice || closes[currentIndex];
// Tenkan-sen (Conversion Line): (tenkanPeriod high + tenkanPeriod low) / 2
const tenkanHigh = Math.max(...highs.slice(-effectiveTenkanPeriod));
const tenkanLow = Math.min(...lows.slice(-effectiveTenkanPeriod));
const tenkanSen = (tenkanHigh + tenkanLow) / 2;
// Kijun-sen (Base Line): (kijunPeriod high + kijunPeriod low) / 2
const kijunHigh = Math.max(...highs.slice(-effectiveKijunPeriod));
const kijunLow = Math.min(...lows.slice(-effectiveKijunPeriod));
const kijunSen = (kijunHigh + kijunLow) / 2;
// Senkou Span A: (Tenkan-sen + Kijun-sen) / 2, plotted 26 periods ahead
const senkouSpanA = (tenkanSen + kijunSen) / 2;
// Senkou Span B: (senkouSpanBPeriod high + senkouSpanBPeriod low) / 2, plotted kijunPeriod periods ahead
const senkouBHigh = Math.max(...highs.slice(-effectiveSenkouSpanBPeriod));
const senkouBLow = Math.min(...lows.slice(-effectiveSenkouSpanBPeriod));
const senkouSpanB = (senkouBHigh + senkouBLow) / 2;
// Chikou Span: Current close plotted kijunPeriod periods back
// For current candle, Chikou Span is current close
// For historical analysis, we can show it as current close
const chikouSpan = closes[currentIndex];
// Cloud color: Bullish when Span A > Span B, Bearish when Span B > Span A
let cloudColor = null;
if (senkouSpanA > senkouSpanB) {
cloudColor = 'bullish';
}
else if (senkouSpanB > senkouSpanA) {
cloudColor = 'bearish';
}
else {
cloudColor = 'neutral';
}
// Price vs Cloud position
let priceVsCloud = null;
const cloudTop = Math.max(senkouSpanA, senkouSpanB);
const cloudBottom = Math.min(senkouSpanA, senkouSpanB);
if (price > cloudTop) {
priceVsCloud = 'above';
}
else if (price < cloudBottom) {
priceVsCloud = 'below';
}
else {
priceVsCloud = 'inside';
}
// Calculate signals
const signals = {
tkCross: null,
priceVsTk: null,
priceVsKj: null,
cloudBreakout: null,
};
// Price vs Tenkan/Kijun
signals.priceVsTk = price > tenkanSen ? 'above' : 'below';
signals.priceVsKj = price > kijunSen ? 'above' : 'below';
// Cloud breakout signals
if (priceVsCloud === 'above' && cloudColor === 'bullish') {
signals.cloudBreakout = 'bullish'; // Price above bullish cloud
}
else if (priceVsCloud === 'below' && cloudColor === 'bearish') {
signals.cloudBreakout = 'bearish'; // Price below bearish cloud
}
else {
signals.cloudBreakout = 'neutral';
}
// Tenkan-Kijun crossover (basic signal, would need historical data for proper crossover)
if (tenkanSen > kijunSen) {
signals.tkCross = 'bullish';
}
else if (kijunSen > tenkanSen) {
signals.tkCross = 'bearish';
}
else {
signals.tkCross = 'neutral';
}
return {
tenkanSen,
kijunSen,
senkouSpanA,
senkouSpanB,
chikouSpan,
cloudColor,
priceVsCloud,
signals,
};
}
