/**
* Multi-Timeframe Utilities
* calculateMultiTimeframeIndicators, checkTrendAlignment functions
*/
import { HistoricalDataPoint } from '../types'
import { calculateTechnicalIndicators, TechnicalIndicators } from '../technical-indicators/aggregator'
export function calculateMultiTimeframeIndicators(
multiTimeframeData: Record<string, HistoricalDataPoint[]>,
currentPrice: number
): Record<string, TechnicalIndicators> {
const indicators: Record<string, TechnicalIndicators> = {}
for (const [timeframe, historicalData] of Object.entries(multiTimeframeData)) {
if (historicalData && historicalData.length >= 14) {
const tfIndicators = calculateTechnicalIndicators(historicalData, currentPrice)
if (tfIndicators) {
indicators[timeframe] = tfIndicators
}
}
}
return indicators
}
export interface TrendAlignment {
aligned: boolean
dailyTrend: 'uptrend' | 'downtrend' | 'neutral'
h4Aligned: boolean
h1Aligned: boolean
alignmentScore: number
reason: string
}
export function checkTrendAlignment(
multiTimeframeIndicators: Record<string, TechnicalIndicators>
): TrendAlignment {
if (!multiTimeframeIndicators || !multiTimeframeIndicators['1d']) {
return {
aligned: false,
dailyTrend: 'neutral',
h4Aligned: false,
h1Aligned: false,
alignmentScore: 0,
reason: 'Daily timeframe data not available'
}
}
const dailyIndicators = multiTimeframeIndicators['1d']
const dailyPrice = dailyIndicators.price
const dailyEMA20 = dailyIndicators.ema20
const dailyEMA50 = dailyIndicators.ema50
if (!dailyEMA20 || !dailyEMA50 || !dailyPrice) {
return {
aligned: false,
dailyTrend: 'neutral',
h4Aligned: false,
h1Aligned: false,
alignmentScore: 0,
reason: 'Daily EMA data not available'
}
}
// Determine daily trend
let dailyTrend: 'uptrend' | 'downtrend' | 'neutral' = 'neutral'
if (dailyPrice > dailyEMA20 && dailyEMA20 > dailyEMA50) {
dailyTrend = 'uptrend'
} else if (dailyPrice < dailyEMA20 && dailyEMA20 < dailyEMA50) {
dailyTrend = 'downtrend'
}
// Check 4h and 1h alignment
const h4Indicators = multiTimeframeIndicators['4h']
const h1Indicators = multiTimeframeIndicators['1h']
let h4Aligned = true
let h1Aligned = true
if (h4Indicators && h4Indicators.ema20 && h4Indicators.price) {
if (dailyTrend === 'uptrend' && h4Indicators.price < h4Indicators.ema20) {
h4Aligned = false
} else if (dailyTrend === 'downtrend' && h4Indicators.price > h4Indicators.ema20) {
h4Aligned = false
}
}
if (h1Indicators && h1Indicators.ema20 && h1Indicators.price) {
if (dailyTrend === 'uptrend' && h1Indicators.price < h1Indicators.ema20) {
h1Aligned = false
} else if (dailyTrend === 'downtrend' && h1Indicators.price > h1Indicators.ema20) {
h1Aligned = false
}
}
// Calculate alignment score (0-100) based on alignment strength
let alignmentScore = 0
if (dailyTrend !== 'neutral') {
alignmentScore += 40 // Daily trend exists (40 points)
if (h4Aligned) alignmentScore += 30 // 4H aligned (30 points)
if (h1Aligned) alignmentScore += 30 // 1H aligned (30 points)
} else {
// Partial alignment: if Daily neutral but 4H and 1H show same direction relative to their EMA20
let h4Bull = false
let h4Bear = false
if (h4Indicators && h4Indicators.price && h4Indicators.ema20) {
h4Bull = h4Indicators.price > h4Indicators.ema20
h4Bear = h4Indicators.price < h4Indicators.ema20
}
let h1Bull = false
let h1Bear = false
if (h1Indicators && h1Indicators.price && h1Indicators.ema20) {
h1Bull = h1Indicators.price > h1Indicators.ema20
h1Bear = h1Indicators.price < h1Indicators.ema20
}
if ((h4Bull && h1Bull) || (h4Bear && h1Bear)) {
alignmentScore = 60 // award partial score for intraday alignment
}
}
return {
aligned: dailyTrend !== 'neutral' && h4Aligned && h1Aligned,
dailyTrend: dailyTrend,
h4Aligned: h4Aligned,
h1Aligned: h1Aligned,
alignmentScore: alignmentScore,
reason: dailyTrend === 'neutral' ? 'Daily trend is neutral' : (!h4Aligned || !h1Aligned) ? 'Lower timeframes not aligned' : 'All timeframes aligned'
}
}
