Javascript - JS - timeframe previous candle close (trading)

MrCoinSiX
August 8, 2023
224 views
0 votes
2 Answers

I’m looking for a way to calculate the previous close of a candle for a given timeframe in case of trading. Already figured it out for minute and hour based timeframes like H1, H4, H12, but struggling with daily, weekly and monthly as my formula doesn’t work for them. Some help would be highly appreciated 🙂

examples

current time in ms: 1691482660000

input: 4h
expected: 1691481600000 (Tue Aug 08 2023 08:00:00 GMT+0000)
actual: 1691481600000 (correct)
period: every 4 hours

input: 12h
expected: 1691452800000 (Tue Aug 08 2023 00:00:00 GMT+0000)
actual: 1691452800000 (correct)
period: every 12 hours

input: 3d
expected: 1691452800000 (Tue Aug 08 2023 00:00:00 GMT+0000)
actual: 1691280000000 (wrong)
period: every 3 days

input: 2d
expected: 1691366400000 (Mon Aug 07 2023 00:00:00 GMT+0000)
actual: 1691366400000(correct)
period: every 2 days

input: 2w
expected: 1690761600000 (Mon Jul 31 2023 00:00:00 GMT+0000)
actual: -
period: every 2 weeks

input: 3w
expected: 1690761600000 (Mon Jul 31 2023 00:00:00 GMT+0000)
actual: -
period: every 3 weeks

source

function getPreviousClose(timeframe) {
    const value = Number(timeframe.slice(0, -1));
    const unit = timeframe.slice(-1);
    const now = new Date();
    
    switch (unit) {
        case 'm': {
            const duration = value * 60 * 1000;
            return now - (now % duration);
        }
        case 'h': {
            const duration = value * 60 * 60 * 1000;
            return now - (now % duration);
        }
            
        // NOT WORKING AS IT SHOULD
        case 'd': {
            const duration = value * 24 * 60 * 60 * 1000;
            return now - (now % duration);
        }
        case 'w': {
            // ????
        }
            
        case 'M': {
            // ????
        }
            
        default:
            throw new Error('getPreviousClose called with unsupported unit "'+ unit + '"');
    }
}

Tags: javascript trading

Answers

Chosen as BEST ANSWER

Solved it

function getPreviousClose(timeframe) {
    const value = Number(timeframe.slice(0, -1));
    const unit = timeframe.slice(-1);
    const now = new Date();
    const startOfYear = new Date(now.getUTCFullYear(), 0, 1);
    
    switch (unit) {
        case 'm': {
             const diff = now - startOfYear;
             return now - diff % (value * 60000); // 60 * 1000;
        }
        
        case 'h': {
            const diff = now - startOfYear;
            return now - diff % (value * 3600000); // 60 * 60 * 1000
        }
            
        case 'd': {
            const diff = now - startOfYear;
            return now - diff % (value * 86400000); // 24 * 60 * 60 * 1000
        }
        
        case 'w': {
            let startOfWeek = new Date(startOfYear);
            if (startOfYear.getUTCDay() !== 1) { // Monday
                startOfWeek.setUTCDate(startOfYear.getUTCDay() === 0 ? 2 : 9 - startOfYear.getUTCDay());
            }
            
            const diff = now - startOfWeek;
            return now - diff % (value * 604800000); // 7 * 24 * 60 * 60 * 1000
        }
            
        case 'M': {
            return Date.UTC(now.getUTCFullYear(), now.getUTCMonth() - (now.getUTCMonth() % value), 1);
        }
            
        default:
            throw new Error('getPreviousClose called with unsupported unit "'+ unit + '"');
    }
}

(Edit)

Could it be you mean this?

It is not clear from your description what you expect as output

function getPreviousClose(timeframe) {
  const [_, value, unit] = timeframe.match(/(d+)(w+)/)
  const prevClose = new Date();
  prevClose.setSeconds(0, 0)
  console.log(value, unit)
  switch (unit) {
    case 'm':
      prevClose.setMinutes(prevClose.getMinutes() - value);
      break;
    case 'h':
      prevClose.setHours(prevClose.getHours() - value);
      break;
    case 'd':
      prevClose.setDate(prevClose.getDate() - value);
      break;
    case 'w':
      prevClose.setDate(prevClose.getDate() - (7 * value));
      break;
    case 'M':
      prevClose.setMonth(prevClose.getMonth() - value);
      break;
    default:
      throw new Error(`getPreviousClose called with unsupported unit ${unit}`);
  }

  console.log(prevClose.toLocaleString());
  return prevClose.getTime(); // return timestamp in ms

}
console.log(getPreviousClose("4h"))
console.log(getPreviousClose("12h"))
console.log(getPreviousClose("2d"))
console.log(getPreviousClose("3d"))
console.log(getPreviousClose("8M"))
console.log(getPreviousClose("8x")) // error

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Javascript – JS – timeframe previous candle close (trading)

Answers