wickchart-scenario

Scenario planning for wickchart, as an opt-in plugin — two planning surfaces drawn straight onto the chart:

• Scenario projection — a ghost path of future prices plus optional σ-bands (a volatility cone widening with √h from realized volatility). Setting a scenario reserves future space on the right so the projection stays visible.
• Risk plan — an R-multiple grid anchored at entry/stop. 1R = |entry − stop|; reward lines are drawn at kR beyond the entry with risk/reward zones shaded, so sizing and take-profit choices read directly off the chart.

npm install wickchart wickchart-scenario

import 'wickchart';
import { attachScenario } from 'wickchart-scenario';

const scenario = attachScenario(chart);

chart.setScenario({ path: [64000, 65500, 68000], label: 'bull case' });
chart.setScenario({ horizon: 48 });          // cone-only projection
chart.setScenario({ horizon: 24, cone: false }); // path/labels only
chart.scenario;                              // a copy of the active one
chart.clearScenario();

chart.setRiskPlan({ entry: 64500, stop: 63800, multiples: [1, 2, 3] });
chart.setRiskPlan({ entry: 64500, stop: 63800, targets: [65900, 67300] });
chart.riskPlan;   // { entry, stop, risk, direction, levels: [{k, price}], … }
chart.clearRiskPlan();

scenario.detach();

Attaching installs the familiar methods on the instance, so existing call sites keep their shape. Until wickchart 2.0 the core element ships its own identical methods; attaching shadows them (this package is the home they move into at the cut — see ROADMAP-V2.md in the repo).

Semantics

• Invalid specs are dropped, never thrown — and clear what was there before (replace semantics, same as setOverlays).
• Scenario: path is future bars 1..N (plain prices or {price} objects, junk dropped, capped at 250); horizon 1–500 defaults to the path length; levels are σ multipliers (default [1, 2], each ≤ 5); color accepts up/down/accent or safe CSS colors.
• Risk plan: direction is derived (stop below entry ⇒ long); explicit targets convert to their signed R multiple, wrong-side prices drop; multiples win when both are given; at most 8 levels, each ≤ 20R.
• Both are analysis data, excluded from getState()/setState() — they are app state, not chart state.

API

attachScenario(chart) returns the controller; the methods land on the chart itself:

| Method | Meaning | | ------ | -------------------------------------------------------- | | chart.setScenario(spec) | project a path + cone; returns the normalized spec or null | | chart.clearScenario() | remove the projection | | chart.scenario | a copy of the active scenario (or null) | | chart.setRiskPlan(spec) | lay out the R-multiple grid; same return contract | | chart.clearRiskPlan() | remove the plan | | chart.riskPlan | a copy of the active plan (or null) | | scenario.detach() | restore the element's own methods |

The pure surface (validators, the √h cone math, realized volatility) is a separate import: wickchart-scenario/core. During 1.x it re-exports the functions from wickchart/core unchanged — they are shared (the scene validator in wickchart-narrator imports the same normalizers) — and they settle into this package at the 2.0 cut.

MIT.