eu.verdelhan.ta4j.indicators.trackers.AverageDirectionalMovementIndicator Maven / Gradle / Ivy
Show all versions of ta4j Show documentation
/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2015 Marc de Verdelhan & respective authors
*
* 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.Decimal;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
/**
* Average directional movement indicator.
*
*/
public class AverageDirectionalMovementIndicator extends CachedIndicator {
private final int timeFrame;
private final DirectionalMovementIndicator dm;
public AverageDirectionalMovementIndicator(TimeSeries series, int timeFrame) {
super(series);
this.timeFrame = timeFrame;
this.dm = new DirectionalMovementIndicator(series, timeFrame);
}
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.ONE;
}
Decimal nbPeriods = Decimal.valueOf(timeFrame);
Decimal nbPeriodsMinusOne = Decimal.valueOf(timeFrame - 1);
return getValue(index - 1).multipliedBy(nbPeriodsMinusOne).dividedBy(nbPeriods).plus(dm.getValue(index).dividedBy(nbPeriods));
}
@Override
public String toString() {
return getClass().getSimpleName() + " timeFrame: " + timeFrame;
}
}