/**
* Ichimoku Cloud Indicator
* Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span calculations
*/
export interface IchimokuCloud {
tenkanSen: number | null // Conversion Line (9-period)
kijunSen: number | null // Base Line (26-period)
senkouSpanA: number | null // Leading Span A (26 periods ahead)
senkouSpanB: number | null // Leading Span B (26 periods ahead)
chikouSpan: number | null // Lagging Span (26 periods back)
cloudColor: 'bullish' | 'bearish' | 'neutral' | null // Cloud color based on Span A vs B
priceVsCloud: 'above' | 'below' | 'inside' | null // Current price position vs cloud
signals: {
tkCross: 'bullish' | 'bearish' | 'neutral' | null // Tenkan vs Kijun crossover
priceVsTk: 'above' | 'below' | null // Price vs Tenkan
priceVsKj: 'above' | 'below' | null // Price vs Kijun
cloudBreakout: 'bullish' | 'bearish' | 'neutral' | null // Price breaking cloud
}
}
export function calculateIchimokuCloud(
highs: number[],
lows: number[],
closes: number[],
tenkanPeriod: number = 9,
kijunPeriod: number = 26,
senkouSpanBPeriod: number = 52,
currentPrice?: number | null
): IchimokuCloud {
// 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: 'bullish' | 'bearish' | 'neutral' | null = null
if (senkouSpanA > senkouSpanB) {
cloudColor = 'bullish'
} else if (senkouSpanB > senkouSpanA) {
cloudColor = 'bearish'
} else {
cloudColor = 'neutral'
}
// Price vs Cloud position
let priceVsCloud: 'above' | 'below' | 'inside' | null = 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 as 'bullish' | 'bearish' | 'neutral' | null,
priceVsTk: null as 'above' | 'below' | null,
priceVsKj: null as 'above' | 'below' | null,
cloudBreakout: null as 'bullish' | 'bearish' | 'neutral' | 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,
}
}
