eu.verdelhan.ta4j.indicators.trackers.WMAIndicator 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;
/**
* WMA indicator.
*
*/
public class WMAIndicator implements Indicator {
private int timeFrame;
private Indicator indicator;
public WMAIndicator(Indicator indicator, int timeFrame) {
this.indicator = indicator;
this.timeFrame = timeFrame;
}
@Override
public Double getValue(int index) {
if (index == 0) {
return indicator.getValue(0).doubleValue();
}
double value = 0;
if(index - timeFrame < 0) {
for(int i = index + 1; i > 0; i--) {
value += i * indicator.getValue(i-1).doubleValue();
}
return value / (((index + 1) * (index + 2)) / 2);
}
int actualIndex = index;
for(int i = timeFrame; i > 0; i--) {
value += i * indicator.getValue(actualIndex).doubleValue();
actualIndex--;
}
return value / ((timeFrame * (timeFrame + 1)) / 2);
}
@Override
public String toString() {
return String.format(getClass().getSimpleName() + " timeFrame: %s", timeFrame);
}
}