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global: snapshot
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nym21
90
website/scripts/options/market/indicators/bands.js
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90
website/scripts/options/market/indicators/bands.js
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/** Bands indicators (MinMax, Mayer Multiple) */
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import { Unit } from "../../../utils/units.js";
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/**
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* Create Bands section
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {Market["range"]} args.range
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* @param {Market["movingAverage"]} args.movingAverage
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*/
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export function createBandsSection(ctx, { range, movingAverage }) {
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const { line, colors } = ctx;
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return {
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name: "Bands",
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tree: [
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{
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name: "MinMax",
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tree: [
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{
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id: "1w",
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title: "1 Week",
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min: range.price1wMin,
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max: range.price1wMax,
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},
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{
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id: "2w",
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title: "2 Week",
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min: range.price2wMin,
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max: range.price2wMax,
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},
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{
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id: "1m",
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title: "1 Month",
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min: range.price1mMin,
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max: range.price1mMax,
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},
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{
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id: "1y",
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title: "1 Year",
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min: range.price1yMin,
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max: range.price1yMax,
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},
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].map(({ id, title, min, max }) => ({
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name: id,
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title: `Bitcoin Price ${title} MinMax Bands`,
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top: [
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line({
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metric: min,
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name: "Min",
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color: colors.red,
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unit: Unit.usd,
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}),
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line({
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metric: max,
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name: "Max",
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color: colors.green,
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unit: Unit.usd,
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}),
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],
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})),
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},
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{
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name: "Mayer Multiple",
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title: "Mayer Multiple",
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top: [
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line({
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metric: movingAverage.price200dSma.price,
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name: "200d SMA",
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color: colors.yellow,
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unit: Unit.usd,
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}),
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line({
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metric: movingAverage.price200dSmaX24,
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name: "200d SMA x2.4",
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color: colors.green,
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unit: Unit.usd,
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}),
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line({
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metric: movingAverage.price200dSmaX08,
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name: "200d SMA x0.8",
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color: colors.red,
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unit: Unit.usd,
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}),
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],
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},
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],
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};
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}
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27
website/scripts/options/market/indicators/index.js
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27
website/scripts/options/market/indicators/index.js
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/** Indicators section - Main entry point */
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import { createMomentumSection } from "./momentum.js";
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import { createVolatilitySection } from "./volatility.js";
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import { createBandsSection } from "./bands.js";
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import { createOnchainSection } from "./onchain.js";
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/**
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* Create Indicators section
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {Market["volatility"]} args.volatility
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* @param {Market["range"]} args.range
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* @param {Market["movingAverage"]} args.movingAverage
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* @param {Market["indicators"]} args.indicators
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*/
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export function createIndicatorsSection(ctx, { volatility, range, movingAverage, indicators }) {
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return {
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name: "Indicators",
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tree: [
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createMomentumSection(ctx, indicators),
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createVolatilitySection(ctx, { volatility, range }),
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createBandsSection(ctx, { range, movingAverage }),
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createOnchainSection(ctx, { indicators, movingAverage }),
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],
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};
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}
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111
website/scripts/options/market/indicators/momentum.js
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111
website/scripts/options/market/indicators/momentum.js
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/** Momentum indicators (RSI, StochRSI, Stochastic, MACD) */
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import { Unit } from "../../../utils/units.js";
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/**
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* Create Momentum section
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* @param {PartialContext} ctx
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* @param {Market["indicators"]} indicators
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*/
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export function createMomentumSection(ctx, indicators) {
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const { line, histogram, colors, createPriceLine } = ctx;
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return {
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name: "Momentum",
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tree: [
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{
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name: "RSI",
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title: "Relative Strength Index (14d)",
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bottom: [
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line({
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metric: indicators.rsi14d,
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name: "RSI",
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color: colors.indigo,
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unit: Unit.index,
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}),
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line({
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metric: indicators.rsi14dMin,
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name: "Min",
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color: colors.red,
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defaultActive: false,
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unit: Unit.index,
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}),
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line({
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metric: indicators.rsi14dMax,
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name: "Max",
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color: colors.green,
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defaultActive: false,
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unit: Unit.index,
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}),
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createPriceLine({ unit: Unit.index, number: 70 }),
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createPriceLine({
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unit: Unit.index,
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number: 50,
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defaultActive: false,
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}),
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createPriceLine({ unit: Unit.index, number: 30 }),
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],
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},
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{
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name: "StochRSI",
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title: "Stochastic RSI",
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bottom: [
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// line({
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// metric: indicators.stochRsi,
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// name: "Stoch RSI",
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// color: colors.purple,
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// unit: Unit.index,
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// }),
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line({
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metric: indicators.stochRsiK,
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name: "K",
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color: colors.blue,
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unit: Unit.index,
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}),
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line({
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metric: indicators.stochRsiD,
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name: "D",
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color: colors.orange,
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unit: Unit.index,
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}),
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createPriceLine({ unit: Unit.index, number: 80 }),
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createPriceLine({ unit: Unit.index, number: 20 }),
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],
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},
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// {
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// name: "Stochastic",
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// title: "Stochastic Oscillator",
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// bottom: [
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// line({ metric: indicators.stochK, name: "K", color: colors.blue, unit: Unit.index }),
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// line({ metric: indicators.stochD, name: "D", color: colors.orange, unit: Unit.index }),
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// createPriceLine({ unit: Unit.index, number: 80 }),
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// createPriceLine({ unit: Unit.index, number: 20 }),
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// ],
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// },
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{
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name: "MACD",
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title: "Moving Average Convergence Divergence",
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bottom: [
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line({
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metric: indicators.macdLine,
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name: "MACD",
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color: colors.blue,
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unit: Unit.usd,
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}),
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line({
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metric: indicators.macdSignal,
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name: "Signal",
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color: colors.orange,
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unit: Unit.usd,
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}),
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histogram({
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metric: indicators.macdHistogram,
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name: "Histogram",
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unit: Unit.usd,
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}),
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createPriceLine({ unit: Unit.usd }),
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],
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},
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],
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};
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}
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83
website/scripts/options/market/indicators/onchain.js
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83
website/scripts/options/market/indicators/onchain.js
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/** On-chain indicators (Pi Cycle, Puell, NVT, Gini) */
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import { Unit } from "../../../utils/units.js";
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/**
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* Create On-chain section
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {Market["indicators"]} args.indicators
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* @param {Market["movingAverage"]} args.movingAverage
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*/
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export function createOnchainSection(ctx, { indicators, movingAverage }) {
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const { line, colors, createPriceLine } = ctx;
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return {
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name: "On-chain",
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tree: [
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{
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name: "Pi Cycle",
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title: "Pi Cycle Top Indicator",
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top: [
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line({
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metric: movingAverage.price111dSma.price,
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name: "111d SMA",
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color: colors.green,
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unit: Unit.usd,
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}),
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line({
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metric: movingAverage.price350dSmaX2,
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name: "350d SMA x2",
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color: colors.red,
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unit: Unit.usd,
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}),
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],
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bottom: [
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line({
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metric: indicators.piCycle,
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name: "Pi Cycle",
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color: colors.purple,
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unit: Unit.ratio,
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}),
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createPriceLine({ unit: Unit.ratio, number: 1 }),
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],
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},
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{
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name: "Puell Multiple",
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title: "Puell Multiple",
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bottom: [
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line({
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metric: indicators.puellMultiple,
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name: "Puell",
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color: colors.green,
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unit: Unit.ratio,
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}),
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],
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},
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{
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name: "NVT",
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title: "Network Value to Transactions Ratio",
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bottom: [
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line({
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metric: indicators.nvt,
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name: "NVT",
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color: colors.orange,
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unit: Unit.ratio,
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}),
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],
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},
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{
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name: "Gini",
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title: "Gini Coefficient",
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bottom: [
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line({
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metric: indicators.gini,
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name: "Gini",
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color: colors.red,
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unit: Unit.ratio,
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}),
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],
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},
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],
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};
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}
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120
website/scripts/options/market/indicators/volatility.js
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120
website/scripts/options/market/indicators/volatility.js
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/** Volatility indicators (Index, True Range, Choppiness, Sharpe, Sortino) */
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import { Unit } from "../../../utils/units.js";
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/**
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* Create Volatility section
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* @param {PartialContext} ctx
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* @param {Object} args
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* @param {Market["volatility"]} args.volatility
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* @param {Market["range"]} args.range
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*/
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export function createVolatilitySection(ctx, { volatility, range }) {
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const { line, colors, createPriceLine } = ctx;
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return {
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name: "Volatility",
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tree: [
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{
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name: "Index",
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title: "Bitcoin Price Volatility Index",
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bottom: [
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line({
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metric: volatility.price1wVolatility,
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name: "1w",
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color: colors.red,
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unit: Unit.percentage,
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}),
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line({
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metric: volatility.price1mVolatility,
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name: "1m",
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color: colors.orange,
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unit: Unit.percentage,
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}),
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line({
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metric: volatility.price1yVolatility,
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name: "1y",
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color: colors.lime,
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unit: Unit.percentage,
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}),
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],
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},
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{
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name: "True Range",
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title: "Bitcoin Price True Range",
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bottom: [
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line({
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metric: range.priceTrueRange,
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name: "Value",
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color: colors.yellow,
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unit: Unit.usd,
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}),
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],
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},
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{
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name: "Choppiness",
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title: "Bitcoin Price Choppiness Index",
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bottom: [
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line({
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metric: range.price2wChoppinessIndex,
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name: "2w",
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color: colors.red,
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unit: Unit.index,
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}),
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createPriceLine({ unit: Unit.index, number: 61.8 }),
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createPriceLine({ unit: Unit.index, number: 38.2 }),
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],
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},
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{
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name: "Sharpe Ratio",
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title: "Sharpe Ratio",
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bottom: [
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line({
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metric: volatility.sharpe1w,
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name: "1w",
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color: colors.red,
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unit: Unit.ratio,
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}),
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line({
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metric: volatility.sharpe1m,
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name: "1m",
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color: colors.orange,
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unit: Unit.ratio,
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}),
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line({
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metric: volatility.sharpe1y,
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name: "1y",
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color: colors.lime,
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unit: Unit.ratio,
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}),
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createPriceLine({ unit: Unit.ratio }),
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],
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},
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{
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name: "Sortino Ratio",
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title: "Sortino Ratio",
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bottom: [
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line({
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metric: volatility.sortino1w,
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name: "1w",
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color: colors.red,
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unit: Unit.ratio,
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}),
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line({
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metric: volatility.sortino1m,
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name: "1m",
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color: colors.orange,
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unit: Unit.ratio,
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}),
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line({
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metric: volatility.sortino1y,
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name: "1y",
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color: colors.lime,
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unit: Unit.ratio,
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}),
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createPriceLine({ unit: Unit.ratio }),
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],
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},
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],
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};
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}
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