eu.verdelhan.ta4j.indicators.trackers.EMAIndicator Maven / Gradle / Ivy
/**
* The MIT License (MIT)
*
* Copyright (c) 2014 Marc de Verdelhan
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j.indicators.trackers;
import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
/**
* Exponential moving average indicator.
*
*/
public class EMAIndicator extends CachedIndicator {
private final Indicator indicator;
private final int timeFrame;
public EMAIndicator(Indicator indicator, int timeFrame) {
this.indicator = indicator;
this.timeFrame = timeFrame;
}
private double multiplier() {
return 2 / (double) (timeFrame + 1);
}
protected Double calculate(int index) {
if (index + 1 < timeFrame) {
return new SMAIndicator(indicator, timeFrame).getValue(index);
}
if(index == 0) {
return indicator.getValue(0).doubleValue();
}
double emaPrev = getValue(index - 1).doubleValue();
return ((indicator.getValue(index).doubleValue() - emaPrev) * multiplier()) + emaPrev;
}
@Override
public String toString() {
return getClass().getSimpleName() + " timeFrame: " + timeFrame;
}
}