// From how many candles to calculate linear regression
var BARS_COUNT_INTERVAL = 4
var MIN_SLOPE = 0.05

//console.log(chartData) 

//data for linear reggresion [[x,y], [x,y],....]
var movingWindowPriceData = []
var movingWindowVolDeltaData = []

for(var i = 0; i < chartData.length;i++){
  	var candleData = chartData[i]
    
    // remove first data point from moving window data
    // so that contains only defined number of candles
 	if(movingWindowPriceData.length >= BARS_COUNT_INTERVAL){
     	movingWindowPriceData .shift()
        movingWindowVolDeltaData.shift()
    }
  
    var x = candleData.dateInt
    
    // update moving window data
    var yPrice = candleData.vwap / candleData.volume
    movingWindowPriceData.push([x,yPrice])	
  	
    // update moving window data
    var yVolDelta = Math.abs(candleData.sellVolume - candleData.buyVolume)
    movingWindowVolDeltaData.push([x,yVolDelta])	
    
    // go back and repeat if there's not enough data loaded
  	if(movingWindowPriceData.length < BARS_COUNT_INTERVAL){
     	continue
    }
  
    // more about statistics library here: https://simplestatistics.org/docs/
  	// calculate linear regressions for price and volume delta
  	var priceLinReg = statistics.linearRegression(movingWindowPriceData)
    if(Math.abs(priceLinReg.m) < MIN_SLOPE){
      continue;
    }
  
    var volDeltaLinReg = statistics.linearRegression(movingWindowVolDeltaData)
    if(Math.abs(volDeltaLinReg.m) < MIN_SLOPE){
      continue;
    }
    
    // linear regression function output object {m: slope, b: intersection}
    // compare linReg slopes and call it divergence if slopes' directions differ
    if((priceLinReg.m < 0 && volDeltaLinReg.m>0) || (priceLinReg.m > 0 && volDeltaLinReg.m<0)){
     	console.log("diveregence", x, priceLinReg, volDeltaLinReg) 
      	var isBuySignal = true
      	if(priceLinReg.m > 0){
           isBuySignal = false
        }
          //http://dnozay.github.io/cheatsheet/2014/09/23/glyphs.html
      	showAnnotation({
           		x: x,
           		price: isBuySignal ? candleData.low * 0.99 : candleData.high * 1.01,
           		fontFamily: "Glyphicons Halflings",
				fontSize: 20,
				fill: isBuySignal ? "#00ff00" : "#ff0000",
				opacity: 0.8,
				text: isBuySignal ? "": "",
           })
    }