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/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2016 Marc de Verdelhan & respective authors (see 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.oscillators;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
import eu.verdelhan.ta4j.indicators.helpers.LowestValueIndicator;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;
/**
* Aroon down indicator.
*
*/
public class AroonDownIndicator extends CachedIndicator {
private final int timeFrame;
private final ClosePriceIndicator closePriceIndicator;
private final LowestValueIndicator lowestClosePriceIndicator;
public AroonDownIndicator(TimeSeries series, int timeFrame) {
super(series);
this.timeFrame = timeFrame;
closePriceIndicator = new ClosePriceIndicator(series);
lowestClosePriceIndicator = new LowestValueIndicator(closePriceIndicator, timeFrame);
}
@Override
protected Decimal calculate(int index) {
int realTimeFrame = Math.min(timeFrame, index + 1);
// Getting the number of ticks since the lowest close price
int endIndex = index - realTimeFrame;
int nbTicks = 0;
for (int i = index; i > endIndex; i--) {
if (closePriceIndicator.getValue(i).isEqual(lowestClosePriceIndicator.getValue(index))) {
break;
}
nbTicks++;
}
return Decimal.valueOf(realTimeFrame - nbTicks).dividedBy(Decimal.valueOf(realTimeFrame)).multipliedBy(Decimal.HUNDRED);
}
}