25:["$","title",null,{"children":"Crypto trend analisys | Henrique Recidive | Observable"}] 49:T4dd,class HaarWaveletTransform { constructor(windowSize) { this.windowSize = windowSize this.windowData = [] this.approximationCoefficients = [] this.detailCoefficients = [] } haarWaveletTransform(data) { const approximation = [] const detail = [] for (let i = 0; i < data.length; i += 2) { const avg = (data[i] + data[i + 1]) / 2 const diff = (data[i] - data[i + 1]) / 2 approximation.push(avg) detail.push(diff) } return { approximation, detail } } update(newValue) { // Update the windowData with the new value this.windowData.push(newValue) if (this.windowData.length > this.windowSize) { this.windowData.shift() } // Perform the Haar Wavelet Transform if (this.windowData.length === this.windowSize) { const { approximation, detail } = this.haarWaveletTransform( this.windowData ) this.approximationCoefficients = approximation this.detailCoefficients = detail return {approximation, detail} } return {approximation: null, detail: null} } getApproximationCoefficients() { return this.approximationCoefficients } getDetailCoefficients() { return this.detailCoefficients } }4a:T4ef,class KRCNETSMA { constructor(smaPeriod = 14, netPeriod = 5) { this.smaPeriod = Math.max(smaPeriod, 1) this.netPeriod = Math.max(netPeriod, 2) this.smaIndicator = new SMA(smaPeriod) this.source = [] this.smaValues = [] } calculateNet() { const netPeriod = this.netPeriod const netd = 0.5 * netPeriod * (netPeriod - 1) let netNum = 0 for (let k = 0; k < netPeriod; k++) { for (let j = 0; j <= k; j++) { const diff = Math.sign(this.smaValues[k] - this.smaValues[j]) netNum -= diff > 0 ? 1 : diff < 0 ? -1 : 0 } } return netNum / netd } update(value) { this.source.push(value) if (this.source.length > this.smaPeriod) { this.source.shift() } const smaValue = this.smaIndicator.update(value) this.smaValues.push(smaValue) if (this.smaValues.length > this.netPeriod) { this.smaValues.shift() } const netValue = this.calculateNet() let valc = netValue > 0 ? 0 : netValue < 0 ? 1 : this.smaValues.length > 1 ? this.smaValues[this.smaValues.length - 2] : 0 const trend = valc === 1 ? 1 : valc === 0 ? 0 : -1 return { smaValue, netValue, trend } } } 4b:T6d5,class TrendIndicator { constructor(period, periodSmooth, threshold = 1.0006) { this.threshold = threshold this.heikinAshi = new HeikinAshi() this.emaOpen = new FasterEMA(period) this.emaClose = new FasterEMA(period) this.emaOpenSmooth = new FasterEMA(periodSmooth) this.emaCloseSmooth = new FasterEMA(periodSmooth) } update(candle) { const heikinAshiCandle = this.heikinAshi.update(candle) const heikinashiOpenEma = this.emaOpen.update(heikinAshiCandle.open) const heikinashiCloseEma = this.emaClose.update(heikinAshiCandle.close) const emptyResult = { heikinashiOpenEma: null, heikinashiCloseEma: null, heikinashiOpenEmaSmoothed: null, heikinashiCloseEmaSmoothed: null, trend: 0, } if (!heikinashiOpenEma || !heikinashiCloseEma) return emptyResult const heikinashiOpenEmaSmoothed = this.emaOpenSmooth.update( heikinashiOpenEma ) const heikinashiCloseEmaSmoothed = this.emaCloseSmooth.update( heikinashiCloseEma ) if (!heikinashiOpenEmaSmoothed || !heikinashiCloseEmaSmoothed) return emptyResult const ratio = Math.max(heikinashiCloseEmaSmoothed, heikinashiOpenEmaSmoothed) / Math.min(heikinashiCloseEmaSmoothed, heikinashiOpenEmaSmoothed) const result = { heikinashiOpenEma, heikinashiCloseEma, heikinashiOpenEmaSmoothed, heikinashiCloseEmaSmoothed, trend: 0, ratio } if (ratio < this.threshold) return result if (heikinashiCloseEmaSmoothed > heikinashiOpenEmaSmoothed) return {...result, trend: 1} else if (heikinashiCloseEmaSmoothed < heikinashiOpenEmaSmoothed) return {...result, trend: -1} // else return {...result, trend: 0} } } 4c:[] 29:{"id":"cdab260ad9b017b5","slug":null,"title":"Crypto trend 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\"VTHOUSDT\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":92,"value":"viewof startTime = Inputs.datetime({label: \"Start time\", value: new Date(\"2023-04-03T06:30:00z\")})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":94,"value":"viewof endTime = Inputs.datetime({label: \"End time\", value: new Date(\"2023-04-03T08:30:00z\")})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":174,"value":"Plot.plot({\n marks: [\n Plot.lineY(trend, {x: 'time', y: 'close', stroke: 'gray'}),\n Plot.lineY(trend, {x: 'time', y: 'heikinashiOpenEmaSmoothed', stroke: 'red'}),\n Plot.lineY(trend, {x: 'time', y: 'heikinashiCloseEmaSmoothed', stroke: 'green'}),\n // Plot.lineY(theilSenLine, {x: 'time', y: 'price', stroke: 'green'}),\n ],\n grid: true,\n style: {\n width: 1024,\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":349,"value":"Plot.plot({\n marks: [\n Plot.lineY(normalizedCandles, {x: 'time', y: 'price', stroke: 'gray'}),\n // Plot.lineY(trend, {x: 'time', y: 'heikinashiOpenEmaSmoothed', stroke: 'red'}),\n // Plot.lineY(trend, {x: 'time', y: 'heikinashiCloseEmaSmoothed', stroke: 'green'}),\n Plot.lineY(theilSenLine, {x: 'time', y: 'price', stroke: 'green'}),\n ],\n grid: true,\n style: {\n width: 1024,\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":311,"value":"Plot.plot({\n marks: [\n Plot.lineY(trendAlt, {x: 'time', y: 'trend', stroke: 'gray'}),\n ],\n grid: true,\n style: {\n width: 1024,\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":302,"value":"trendAlt = {\n const trendIndicator = new KRCNETSMA(15, 3)\n return normalizedCandles.map(c => ({\n ...c,\n ...trendIndicator.update(c.price)\n }))\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":241,"value":"Plot.plot({\n marks: [\n Plot.lineY(trend, {x: 'time', y: 'trend', stroke: 'gray'}),\n ],\n grid: true,\n style: {\n width: 1024,\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":281,"value":"Plot.plot({\n marks: [\n Plot.lineY(trend, {x: 'time', y: 'ratio', stroke: 'gray'}),\n ],\n grid: true,\n style: {\n width: 1024,\n }\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":342,"value":"theilSenLine = normalizedCandles.map(point => ({\n time: point.time,\n price: getPriceForTime(point.time.getTime(), theilSenSlope.slope, theilSenSlope.intercept),\n}));","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":353,"value":"theilSenSlope.slope","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":339,"value":"theilSenSlope = calculateTheilSenSlopeAndIntercept(normalizedCandles.map(c => ({time: c.time.getTime(), price: c.price})));","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":337,"value":"function getPriceForTime(time, slope, intercept) {\n return slope * time + intercept\n}","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":335,"value":"function calculateTheilSenSlopeAndIntercept(data) {\n const slopes = []\n\n for (let i = 0; i < data.length - 1; i++) {\n for (let j = i + 1; j < data.length; j++) {\n const slope =\n (data[j].price - data[i].price) / (data[j].time - data[i].time)\n slopes.push(slope)\n }\n }\n\n slopes.sort((a, b) => a - b)\n const medianSlope =\n slopes.length % 2 === 0\n ? (slopes[slopes.length / 2 - 1] + slopes[slopes.length / 2]) / 2\n : slopes[Math.floor(slopes.length / 2)]\n\n const intercepts = data.map(point => point.price - medianSlope * point.time)\n intercepts.sort((a, b) => a - b)\n const medianIntercept =\n intercepts.length % 2 === 0\n ? (intercepts[intercepts.length / 2 - 1] +\n intercepts[intercepts.length / 2]) /\n 2\n : intercepts[Math.floor(intercepts.length / 2)]\n\n return { slope: medianSlope, intercept: medianIntercept }\n}","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":294,"value":"wavelets = {\n const wavelet = new HaarWaveletTransform(12)\n return normalizedCandles.map(c => ({\n ...c,\n ...wavelet.update(c.price)\n }))\n\n}","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":237,"value":"trend = {\n const trendIndicator = new TrendIndicator(60, 15, 1.001)\n return candles.map(c => ({\n ...c,\n ...trendIndicator.update(c)\n }))\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":114,"value":"normalizedCandles = {\n const logNormalizer = new LogNormalizedIndicator()\n return candles.map(c => ({\n time: c.time,\n price: logNormalizer.addPrice((c.high + c.low) / 2)\n }))\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":82,"value":"candles = await getcandlesRange('1m', startTime.getTime(), endTime.getTime())","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":11,"value":"symbols = (await fetch(\"https://api.binance.com/api/v3/exchangeInfo\").then((response) => response.json())).symbols\n .filter(\n symbol =>\n symbol.status === \"TRADING\" &&\n ['USDT'].includes(symbol.quoteAsset) &&\n symbol.isSpotTradingAllowed &&\n symbol.quoteOrderQtyMarketAllowed &&\n symbol.orderTypes.includes(\"MARKET\")\n )\n .map(({ symbol }) => symbol)\n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":77,"value":"class LogNormalizedIndicator {\n constructor() {\n this.initialPrice = null\n }\n\n addPrice(price) {\n if (this.initialPrice === null) {\n this.initialPrice = price\n return 1\n }\n return this.normalizePrice(price)\n }\n\n normalizePrice(price) {\n return Math.exp(Math.log(price) - Math.log(this.initialPrice))\n }\n}\n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":69,"value":"getcandlesRange = async (interval, start, end) => {\n const baseUrl = 'https://api.binance.com/api/v3/klines'\n const candlesMap = new Map()\n \n const firstCandles = (await (\n await fetch(\n `${baseUrl}?symbol=${symbol}&interval=${interval}&startTime=${start}&endTime=${end}&limit=1000`\n )\n ).json()).map(normalizeCandle).filter(c => c.openTime <= end)\n\n firstCandles.forEach(c => candlesMap.set(c.openTime, c))\n\n let lastCandleOpenTime = firstCandles.slice(-1)[0].openTime\n\n while (true) {\n const candles = (await (\n await fetch(\n `${baseUrl}?symbol=${symbol}&interval=${interval}&startTime=${lastCandleOpenTime + 1}&endTime=${end}&limit=1000`\n )\n ).json()).map(normalizeCandle).filter(c => c.openTime <= end)\n\n if (!candles.length) break\n\n lastCandleOpenTime = candles.slice(-1)[0].openTime\n\n candles.forEach(c => candlesMap.set(c.openTime, c))\n }\n\n return Array.from(candlesMap.values()).sort((a, b) => a.openTime - b.openTime)\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":84,"value":"normalizeCandle = c => ({\n openTime: c[0],\n open: new Decimal(c[1]).toNumber(),\n high: new Decimal(c[2]).toNumber(),\n low: new Decimal(c[3]).toNumber(),\n close: new Decimal(c[4]).toNumber(),\n volume: new Decimal(c[5]).toNumber(),\n closeTime: c[6],\n quoteAssetVolume: Decimal(c[7]).toNumber(),\n trades: c[8],\n takerBuyBaseAssetVolume: new Decimal(c[9]).toNumber(),\n takerBuyQuoteAssetVolume: new Decimal(c[10]).toNumber(),\n time: new Date(new Decimal(c[6]).toNumber())\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":292,"value":"$49","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":300,"value":"$4a","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":235,"value":"$4b","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":233,"value":"class HeikinAshi {\n update(candle) {\n if (!this.previousCandle) {\n this.previousCandle = candle\n return candle\n }\n\n const heikinAshiCandle = {\n ...candle,\n close: new Decimal(candle.close)\n .plus(candle.high)\n .plus(candle.low)\n .plus(candle.close)\n .div(4)\n .toNumber(),\n open: new Decimal(this.previousCandle.open)\n .plus(this.previousCandle.close)\n .div(2)\n .toNumber(),\n high: Decimal.max(candle.high, candle.open, candle.close).toNumber(),\n low: Decimal.min(candle.low, candle.open, candle.close).toNumber()\n }\n\n this.previousCandle = candle\n return heikinAshiCandle\n }\n}\n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":73,"value":"Decimal = require('decimal.js')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":228,"value":"FasterEMA = indicators.FasterEMA","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":304,"value":"SMA = indicators.FasterSMA","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":226,"value":"indicators = import(\"https://cdn.skypack.dev/trading-signals@3.7.0\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":33,"value":"downsample = require('https://bundle.run/downsample@1.4.0')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":75,"value":"math = require('mathjs')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W4c","stdlib":"1"}} 24:null