MACD Seasons in JavaScript

JavaScript

// Linear-regression endpoint over a trailing window of `n` bars.
// Fits a least-squares line to each window and returns the fitted value at the
// last position. Warmup bars (< n) and any window containing null/NaN are null.
// (matches edge-canvas indicators.js calcRL)
function rlEndpoint(closes, n = 10) {
  const len = closes.length;
  const result = new Array(len).fill(null);
  if (n <= 0 || len < n) return result;
  const sumX = (n * (n - 1)) / 2;
  const sumX2 = (n * (n - 1) * (2 * n - 1)) / 6;
  const denom = n * sumX2 - sumX * sumX;
  if (denom === 0) return result;
  for (let end = n; end <= len; end++) {
    const start = end - n;
    let sumY = 0, sumXY = 0, hasNaN = false;
    for (let j = 0; j < n; j++) {
      const v = closes[start + j];
      if (v == null || Number.isNaN(v)) { hasNaN = true; break; }
      sumY += v;
      sumXY += j * v;
    }
    if (hasNaN) continue;
    const slope = (n * sumXY - sumX * sumY) / denom;
    const intercept = (sumY - slope * sumX) / n;
    result[end - 1] = slope * (n - 1) + intercept;
  }
  return result;
}

// Simple moving average over the last n values; null until a full window of
// finite values is available. (matches edge-canvas indicators.js calcSMA)
function sma(values, n) {
  const len = values.length;
  const result = new Array(len).fill(null);
  if (n <= 0 || len < n) return result;
  let sum = 0, count = 0;
  for (let i = 0; i < len; i++) {
    const v = values[i];
    if (v != null && !Number.isNaN(v)) { sum += v; count++; }
    if (i >= n) {
      const old = values[i - n];
      if (old != null && !Number.isNaN(old)) { sum -= old; count--; }
    }
    if (i >= n - 1 && count === n) result[i] = sum / n;
  }
  return result;
}

// MACD of the regression line: SMA(RL, short) - SMA(RL, long).
// (matches edge-canvas indicators.js calcMACDRL)
function macdRL(closes, short_ = 10, long_ = 30, rlN = 10) {
  const rl = rlEndpoint(closes, rlN);
  const smaShort = sma(rl, short_);
  const smaLong = sma(rl, long_);
  const len = closes.length;
  const result = new Array(len).fill(null);
  for (let i = 0; i < len; i++) {
    if (smaShort[i] != null && smaLong[i] != null) result[i] = smaShort[i] - smaLong[i];
  }
  return result;
}

// 4-season MACD classification from MACDRL sign and slope.
//   1 = Spring (macdrl < 0, rising)   2 = Summer (macdrl > 0, rising)
//   3 = Fall   (macdrl > 0, falling)  4 = Winter (macdrl < 0, falling)
// rising = macdrl >= SMA(macdrl, 2). Returns ints 1-4 or null.
// (matches edge-canvas indicators.js calcMACDSeason4)
function macdSeasons(closes, short_ = 10, long_ = 30, rlN = 10) {
  const macdrl = macdRL(closes, short_, long_, rlN);
  const sma2 = sma(macdrl, 2);
  const len = closes.length;
  const result = new Array(len).fill(null);
  for (let i = 0; i < len; i++) {
    if (macdrl[i] == null || sma2[i] == null) continue;
    const positive = macdrl[i] > 0;
    const rising = macdrl[i] >= sma2[i];
    if (!positive && rising) result[i] = 1;        // Spring
    else if (positive && rising) result[i] = 2;    // Summer
    else if (positive && !rising) result[i] = 3;   // Fall
    else result[i] = 4;                            // Winter
  }
  return result;
}