IG Trading MCP

/** * Calculate Supertrend indicator */ function calculateATR(data, period) { const atr = []; for (let i = 0; i < data.length; i++) { if (i === 0) { atr.push(data[i].h - data[i].l); } else if (i < period) { const tr = Math.max( data[i].h - data[i].l, Math.abs(data[i].h - data[i - 1].c), Math.abs(data[i].l - data[i - 1].c) ); atr.push(tr); } else { const tr = Math.max( data[i].h - data[i].l, Math.abs(data[i].h - data[i - 1].c), Math.abs(data[i].l - data[i - 1].c) ); atr.push((atr[i - 1] * (period - 1) + tr) / period); } } return atr; } function calculateSupertrend(data, period = 10, multiplier = 3) { if (!data || data.length < period) { return []; } const atr = calculateATR(data, period); const supertrend = []; const trend = []; for (let i = 0; i < data.length; i++) { if (i < period - 1) { supertrend.push(null); trend.push(1); } else { const hl2 = (data[i].h + data[i].l) / 2; const upperBand = hl2 + multiplier * atr[i]; const lowerBand = hl2 - multiplier * atr[i]; if (i === period - 1) { if (data[i].c <= upperBand) { supertrend.push(upperBand); trend.push(-1); } else { supertrend.push(lowerBand); trend.push(1); } } else { if (trend[i - 1] === 1) { if (data[i].c <= lowerBand) { supertrend.push(upperBand); trend.push(-1); } else { supertrend.push(Math.max(lowerBand, supertrend[i - 1])); trend.push(1); } } else { if (data[i].c >= upperBand) { supertrend.push(lowerBand); trend.push(1); } else { supertrend.push(Math.min(upperBand, supertrend[i - 1])); trend.push(-1); } } } } } return supertrend; } module.exports = { calculateSupertrend, calculateATR };