The confluence engine had nothing to work with. Daily moving averages were the only level source, and they sat 163 to 697 points from price, so every cluster had exactly one member and no alert could ever fire. Two new sources, chosen for having a real following — the engine is a bet that many participants watch the same price, which is what makes a level hold: - Prior day high/low/close, from the last *closed* daily bar so mid-session the levels do not silently switch to today's own developing range. Full daily weight rather than the 0.75 average discount: a traded high is structure, not a derived average. - Session VWAP, anchored to the 18:00 ET open like the daily bars. Institutional execution is benchmarked against it, and zero-volume overnight minutes are skipped rather than dividing by zero. Both are stamped 1d, so they get their own colours to stay distinguishable from the daily averages. Prior-day levels draw as price lines, which span the chart and label the axis instead of relying on bar-index interpolation. VWAP re-prices every minute while a daily average carries hundreds of points and changes once a session, so broadcasting the whole level set on the VWAP cadence would have pushed the entire history every minute. Levels now go out as a delta that clients merge by id. Adding the levels then exposed two defects that had been invisible while nothing could cluster: - Cluster identity was sha1(side + round(center / tolerance)), and tolerance derives from ATR, so it changed every bar. The same zone was continually issued a new id, never matched the cooldown table, and the cooldown did nothing. Identity is now the set of converging levels. - Alert suppression keyed on that identity, so a level drifting in or out of a group read as a new zone. It now suppresses by proximity: two zones within an ATR are the same zone, and the strongest is the one reported. Over six replayed sessions at threshold 28 that is 247 alerts, then 54, then 40; raising the cooldown to 4h — which only affects repeats of the same area, never a genuinely new zone — gives 17 total with a worst session of 9. calibrate_alerts.py now sweeps threshold and cooldown together in one pass, since the threshold turns out to be quantised and nearly useless as a control. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
439 lines
18 KiB
JavaScript
439 lines
18 KiB
JavaScript
class ConfluenceChart {
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constructor() {
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this.chart = null;
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this.candles = null;
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this.resizeObserver = null;
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this.levelSeries = new Map();
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this.priceLines = new Map();
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this.previewLine = null;
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this.bars = [];
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this.levels = [];
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this.onChartClick = null;
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this.onChartMove = null;
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this.tooltip = null;
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this.chartEl = null;
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this.clickListener = null;
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this.selectedLineId = null;
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this.anchorHandles = [];
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this.draggingAnchor = null;
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this.onLineChange = null;
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this.anchorMoveListener = null;
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this.anchorUpListener = null;
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this.contextMenu = null;
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this.contextCutoff = null;
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this.contextListener = null;
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this.onLineEnd = null;
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}
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create(el) {
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this.chartEl = el;
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this.chart = LightweightCharts.createChart(el, {
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autoSize: true,
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layout: {
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background: { color: getComputedStyle(document.documentElement).getPropertyValue('--chart-bg').trim() },
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textColor: getComputedStyle(document.documentElement).getPropertyValue('--muted').trim(),
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},
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grid: {
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vertLines: { color: 'rgba(128,128,128,.10)' },
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horzLines: { color: 'rgba(128,128,128,.10)' },
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},
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timeScale: { timeVisible: true, secondsVisible: false },
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rightPriceScale: { borderVisible: false },
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});
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this.candles = this.chart.addSeries(LightweightCharts.CandlestickSeries, {
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upColor: '#27825c', downColor: '#bd4545', borderVisible: true,
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borderUpColor: '#1d6849', borderDownColor: '#963737',
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wickUpColor: '#1d6849', wickDownColor: '#963737',
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});
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this.resizeObserver = new ResizeObserver(() => {
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this.chart.applyOptions({ width: el.clientWidth, height: el.clientHeight });
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requestAnimationFrame(() => this.renderAnchorHandles());
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});
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this.resizeObserver.observe(el);
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this.tooltip = document.createElement('div');
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this.tooltip.className = 'chart-tooltip';
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el.appendChild(this.tooltip);
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const preview = document.createElementNS('http://www.w3.org/2000/svg', 'svg');
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preview.classList.add('chart-preview');
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preview.setAttribute('aria-hidden', 'true');
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this.previewLine = document.createElementNS('http://www.w3.org/2000/svg', 'line');
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this.previewLine.setAttribute('hidden', '');
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preview.appendChild(this.previewLine);
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el.appendChild(preview);
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const handles = document.createElementNS('http://www.w3.org/2000/svg', 'svg');
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handles.classList.add('chart-handles');
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handles.setAttribute('aria-hidden', 'true');
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for (const anchor of ['start', 'end']) {
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const handle = document.createElementNS('http://www.w3.org/2000/svg', 'circle');
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handle.classList.add('chart-anchor');
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handle.dataset.anchor = anchor;
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handle.setAttribute('r', '6');
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handle.setAttribute('hidden', '');
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handle.addEventListener('pointerdown', event => this.startAnchorDrag(event, anchor));
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handle.addEventListener('click', event => event.stopPropagation());
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handles.appendChild(handle);
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this.anchorHandles.push(handle);
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}
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el.appendChild(handles);
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this.contextMenu = document.createElement('div');
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this.contextMenu.className = 'chart-context-menu';
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this.contextMenu.hidden = true;
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const endHere = document.createElement('button');
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endHere.type = 'button';
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endHere.textContent = 'End trendline here';
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endHere.addEventListener('click', event => {
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event.stopPropagation();
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this.endSelectedLineHere();
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});
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this.contextMenu.addEventListener('click', event => event.stopPropagation());
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this.contextMenu.appendChild(endHere);
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el.appendChild(this.contextMenu);
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this.anchorMoveListener = event => this.moveAnchor(event);
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this.anchorUpListener = event => this.finishAnchorDrag(event);
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window.addEventListener('pointermove', this.anchorMoveListener);
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window.addEventListener('pointerup', this.anchorUpListener);
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this.contextListener = event => this.showContextMenu(event);
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el.addEventListener('contextmenu', this.contextListener);
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this.clickListener = event => {
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this.hideContextMenu();
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if (!this.onChartClick) return;
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const bounds = el.getBoundingClientRect();
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const point = { x: event.clientX - bounds.left, y: event.clientY - bounds.top };
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const time = this.chart.timeScale().coordinateToTime(point.x);
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if (time != null) this.onChartClick({ point, time });
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};
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el.addEventListener('click', this.clickListener);
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this.chart.subscribeCrosshairMove(param => {
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if (!param.point || !param.time) {
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this.tooltip.hidden = true;
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return;
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}
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this.updateLineTooltip(param);
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if (this.onChartMove) this.onChartMove(param);
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});
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this.chart.timeScale().subscribeVisibleLogicalRangeChange(() => this.renderAnchorHandles());
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}
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setBars(bars) {
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this.bars = bars;
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this.candles.setData(bars.map(this.toCandle));
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this.chart.timeScale().setVisibleLogicalRange({
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from: Math.max(0, bars.length - 160),
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to: bars.length + 5,
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});
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requestAnimationFrame(() => this.renderAnchorHandles());
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}
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updateBar(bar) {
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this.candles.update(this.toCandle(bar));
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if (this.bars.length && this.bars[this.bars.length - 1].t === bar.t) this.bars[this.bars.length - 1] = bar;
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else this.bars.push(bar);
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this.renderAnchorHandles();
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}
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// Flat levels are drawn as price lines rather than two-point series: they
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// span the whole chart regardless of scroll and get a price-axis label.
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syncPriceLines(levels) {
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const flat = levels.filter(level => level.kind === 'horizontal' && !level.hidden);
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const wanted = new Set(flat.map(level => level.id));
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for (const [id, line] of this.priceLines) {
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if (!wanted.has(id)) {
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this.candles.removePriceLine(line);
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this.priceLines.delete(id);
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}
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}
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for (const level of flat) {
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const options = {
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price: level.anchor_p,
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color: ConfluenceChart.levelColor(level),
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lineWidth: level.line_width || 1,
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lineStyle: LightweightCharts.LineStyle.Dashed,
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axisLabelVisible: true,
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title: level.label,
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};
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const existing = this.priceLines.get(level.id);
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if (existing) existing.applyOptions(options);
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else this.priceLines.set(level.id, this.candles.createPriceLine(options));
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}
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}
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syncLevels(levels) {
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this.levels = levels;
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this.syncPriceLines(levels);
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const drawn = levels.filter(level => level.kind !== 'horizontal');
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const wanted = new Set(drawn.filter(level => !level.hidden).map(level => level.id));
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for (const [id, entry] of this.levelSeries) {
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if (!wanted.has(id)) {
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this.chart.removeSeries(entry.series);
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this.levelSeries.delete(id);
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}
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}
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for (const level of drawn) {
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if (level.hidden) continue;
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let entry = this.levelSeries.get(level.id);
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// Both trace a series of points, but a higher-timeframe average holds its
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// value between closes while VWAP moves continuously.
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const hasPoints = level.kind === 'ma' || level.kind === 'vwap';
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const isMa = level.kind === 'ma';
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const options = {
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color: ConfluenceChart.levelColor(level),
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lineWidth: level.line_width || (level.tf === '1d' ? 2 : 1),
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lineType: isMa ? LightweightCharts.LineType.WithSteps : LightweightCharts.LineType.Simple,
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lineStyle: level.provisional ? LightweightCharts.LineStyle.Dashed : LightweightCharts.LineStyle.Solid,
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priceLineVisible: false,
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lastValueVisible: level.cutoff_t == null,
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title: level.label,
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// Overlays outside the visible price range must not flatten the candles.
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autoscaleInfoProvider: () => null,
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};
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if (!entry) {
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entry = { series: this.chart.addSeries(LightweightCharts.LineSeries, options) };
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this.levelSeries.set(level.id, entry);
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} else {
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entry.series.applyOptions(options);
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}
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let data;
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if (hasPoints) {
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data = (level.points || []).map(([time, value]) => ({ time, value }));
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const latestTime = this.bars[this.bars.length - 1]?.t;
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const latestValue = data[data.length - 1]?.value;
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if (latestTime != null && latestValue != null && latestTime > data[data.length - 1].time) {
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data.push({ time: latestTime, value: latestValue });
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}
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} else {
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data = this.lineData(level);
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}
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entry.series.setData(data);
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}
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this.renderAnchorHandles();
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}
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setClickHandler(handler) { this.onChartClick = handler; }
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setMoveHandler(handler) { this.onChartMove = handler; }
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setLineChangeHandler(handler) { this.onLineChange = handler; }
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setLineEndHandler(handler) { this.onLineEnd = handler; }
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setSelectedLine(id) {
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this.selectedLineId = id;
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this.hideContextMenu();
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this.renderAnchorHandles();
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}
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setLinePreview(start, end, color, lineWidth) {
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if (start.t === end.t) return;
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const x1 = this.chart.timeScale().timeToCoordinate(start.t);
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const x2 = this.chart.timeScale().timeToCoordinate(end.t);
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const y1 = this.candles.priceToCoordinate(start.p);
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const y2 = this.candles.priceToCoordinate(end.p);
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if ([x1, x2, y1, y2].some(value => value == null)) return;
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this.previewLine.removeAttribute('hidden');
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this.previewLine.setAttribute('x1', x1);
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this.previewLine.setAttribute('y1', y1);
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this.previewLine.setAttribute('x2', x2);
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this.previewLine.setAttribute('y2', y2);
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this.previewLine.setAttribute('stroke', color);
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this.previewLine.setAttribute('stroke-width', lineWidth);
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this.previewLine.setAttribute('stroke-dasharray', '6 4');
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}
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clearLinePreview() {
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if (this.previewLine) this.previewLine.setAttribute('hidden', '');
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}
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updateLineTooltip(param) {
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const id = this.hitTest(param);
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const line = this.levels.find(level => level.id === id);
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this.tooltip.hidden = !line;
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if (!line) return;
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this.tooltip.textContent = `#${line.number} ${line.label}`;
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this.tooltip.style.left = `${param.point.x + 12}px`;
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this.tooltip.style.top = `${Math.max(8, param.point.y - 30)}px`;
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}
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pointFromClick(param, snap) {
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const rawPrice = this.candles.coordinateToPrice(param.point.y);
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let point = { t: Number(param.time), p: rawPrice, snappedSide: null };
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if (!snap || !this.bars.length) return point;
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const nearest = this.bars.reduce((best, bar) => Math.abs(bar.t - point.t) < Math.abs(best.t - point.t) ? bar : best);
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const candidates = [
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{ p: nearest.h, side: 'resistance' },
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{ p: nearest.l, side: 'support' },
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];
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const snapped = candidates
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.map(value => ({ ...value, distance: Math.abs(this.candles.priceToCoordinate(value.p) - param.point.y) }))
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.sort((a, b) => a.distance - b.distance)[0];
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if (snapped.distance <= 8) point = { t: nearest.t, p: snapped.p, snappedSide: snapped.side };
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return point;
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}
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hitTest(param) {
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let best = null;
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for (const level of this.levels.filter(value => value.kind === 'manual')) {
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const points = this.lineData(level).map(point => ({
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x: this.chart.timeScale().timeToCoordinate(point.time),
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y: this.candles.priceToCoordinate(point.value),
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}));
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for (let index = 1; index < points.length; index += 1) {
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const [start, end] = [points[index - 1], points[index]];
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if ([start.x, start.y, end.x, end.y].some(value => value == null) || start.x === end.x) continue;
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if (param.point.x < Math.min(start.x, end.x) - 6 || param.point.x > Math.max(start.x, end.x) + 6) continue;
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const lineY = start.y + (end.y - start.y) * (param.point.x - start.x) / (end.x - start.x);
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const distance = Math.abs(lineY - param.point.y);
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if (distance <= 6 && (!best || distance < best.distance)) best = { id: level.id, distance };
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}
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}
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return best?.id || null;
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}
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lineData(level) {
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const secondPrice = level.anchor_p + level.slope * (level.last_t - level.anchor_t);
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const points = [
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{ time: level.anchor_t, value: level.anchor_p },
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{ time: level.last_t, value: secondPrice },
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];
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const anchorIndex = this.bars.findIndex(bar => bar.t >= level.anchor_t);
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const secondIndex = this.bars.findIndex(bar => bar.t >= level.last_t);
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const cutoffIndex = level.cutoff_t == null
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? -1
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: this.bars.findIndex(bar => bar.t >= level.cutoff_t);
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const targetIndex = cutoffIndex >= 0 ? cutoffIndex : this.bars.length - 1;
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if (anchorIndex >= 0 && secondIndex > anchorIndex && targetIndex > secondIndex) {
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const value = level.anchor_p
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+ (secondPrice - level.anchor_p) * (targetIndex - anchorIndex) / (secondIndex - anchorIndex);
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points.push({ time: this.bars[targetIndex].t, value });
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}
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return points.filter((point, index) => index === 0 || point.time !== points[index - 1].time);
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}
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renderAnchorHandles() {
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const level = this.levels.find(value => value.id === this.selectedLineId && value.kind === 'manual');
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if (!level || !this.anchorHandles.length) {
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this.anchorHandles.forEach(handle => handle.setAttribute('hidden', ''));
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return;
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}
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const points = this.lineData(level).slice(0, 2);
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points.forEach((point, index) => {
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const x = this.chart.timeScale().timeToCoordinate(point.time);
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const y = this.candles.priceToCoordinate(point.value);
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const handle = this.anchorHandles[index];
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if (x == null || y == null) {
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handle.setAttribute('hidden', '');
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return;
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}
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handle.removeAttribute('hidden');
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handle.setAttribute('cx', x);
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handle.setAttribute('cy', y);
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handle.setAttribute('fill', ConfluenceChart.levelColor(level));
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});
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}
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startAnchorDrag(event, anchor) {
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event.preventDefault();
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event.stopPropagation();
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this.draggingAnchor = { id: this.selectedLineId, anchor };
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}
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moveAnchor(event) {
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if (!this.draggingAnchor || !this.chartEl) return;
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const level = this.levels.find(value => value.id === this.draggingAnchor.id);
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if (!level || !this.bars.length) return;
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const bounds = this.chartEl.getBoundingClientRect();
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const x = Math.max(0, Math.min(bounds.width, event.clientX - bounds.left));
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const y = Math.max(0, Math.min(bounds.height, event.clientY - bounds.top));
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const rawTime = this.chart.timeScale().coordinateToTime(x);
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const price = this.candles.coordinateToPrice(y);
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if (rawTime == null || price == null) return;
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const time = this.bars.reduce((nearest, bar) =>
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Math.abs(bar.t - Number(rawTime)) < Math.abs(nearest.t - Number(rawTime)) ? bar : nearest
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).t;
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const secondPrice = level.anchor_p + level.slope * (level.last_t - level.anchor_t);
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if (this.draggingAnchor.anchor === 'start') {
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if (time >= level.last_t) return;
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level.anchor_t = time;
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level.anchor_p = price;
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level.slope = (secondPrice - price) / (level.last_t - time);
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} else {
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if (time <= level.anchor_t) return;
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if (level.cutoff_t != null && time >= level.cutoff_t) return;
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level.last_t = time;
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level.slope = (price - level.anchor_p) / (time - level.anchor_t);
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}
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const entry = this.levelSeries.get(level.id);
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if (entry) entry.series.setData(this.lineData(level));
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this.renderAnchorHandles();
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}
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finishAnchorDrag(event) {
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if (!this.draggingAnchor) return;
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event.preventDefault();
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const level = this.levels.find(value => value.id === this.draggingAnchor.id);
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this.draggingAnchor = null;
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if (level && this.onLineChange) this.onLineChange({ ...level });
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}
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showContextMenu(event) {
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const level = this.levels.find(value => value.id === this.selectedLineId && value.kind === 'manual');
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if (!level || !this.bars.length) return;
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event.preventDefault();
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const bounds = this.chartEl.getBoundingClientRect();
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const x = event.clientX - bounds.left;
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const rawTime = this.chart.timeScale().coordinateToTime(x);
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if (rawTime == null) return;
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const cutoff = this.bars.reduce((nearest, bar) =>
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Math.abs(bar.t - Number(rawTime)) < Math.abs(nearest.t - Number(rawTime)) ? bar : nearest
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).t;
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if (cutoff <= level.last_t) {
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this.hideContextMenu();
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return;
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}
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this.contextCutoff = cutoff;
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this.contextMenu.hidden = false;
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this.contextMenu.style.left = `${Math.min(x, bounds.width - 170)}px`;
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this.contextMenu.style.top = `${Math.min(event.clientY - bounds.top, bounds.height - 40)}px`;
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}
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hideContextMenu() {
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if (this.contextMenu) this.contextMenu.hidden = true;
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this.contextCutoff = null;
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}
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endSelectedLineHere() {
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const level = this.levels.find(value => value.id === this.selectedLineId);
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if (!level || this.contextCutoff == null) return;
|
|
level.cutoff_t = this.contextCutoff;
|
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const entry = this.levelSeries.get(level.id);
|
|
if (entry) entry.series.setData(this.lineData(level));
|
|
this.hideContextMenu();
|
|
if (this.onLineEnd) this.onLineEnd({ ...level });
|
|
}
|
|
|
|
toCandle(bar) {
|
|
return { time: bar.t, open: bar.o, high: bar.h, low: bar.l, close: bar.c };
|
|
}
|
|
|
|
destroy() {
|
|
if (this.resizeObserver) this.resizeObserver.disconnect();
|
|
if (this.chartEl && this.clickListener) this.chartEl.removeEventListener('click', this.clickListener);
|
|
if (this.chartEl && this.contextListener) this.chartEl.removeEventListener('contextmenu', this.contextListener);
|
|
if (this.anchorMoveListener) window.removeEventListener('pointermove', this.anchorMoveListener);
|
|
if (this.anchorUpListener) window.removeEventListener('pointerup', this.anchorUpListener);
|
|
if (this.chart) this.chart.remove();
|
|
}
|
|
}
|
|
|
|
ConfluenceChart.tfColors = {
|
|
'1m':'#82909f', '2m':'#8a92df', '5m':'#65b7cf', '15m':'#45c39b',
|
|
'30m':'#a8c85d', '1h':'#efb643', '4h':'#ec7b42', '1d':'#d96073',
|
|
};
|
|
|
|
// VWAP and the prior-day levels are both stamped 1d, so without their own
|
|
// colours they would be indistinguishable from the daily moving averages.
|
|
ConfluenceChart.kindColors = { vwap: '#b07ad6', horizontal: '#9fb0c4' };
|
|
|
|
ConfluenceChart.levelColor = level =>
|
|
level.color || ConfluenceChart.kindColors[level.kind] || ConfluenceChart.tfColors[level.tf];
|
|
|
|
window.ConfluenceChart = ConfluenceChart;
|