eu.verdelhan.ta4j.indicators.trackers.CoppockCurveIndicator Maven / Gradle / Ivy
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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.trackers;
import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
import eu.verdelhan.ta4j.indicators.simple.SumIndicator;
/**
* Coppock Curve indicator.
*
* @see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve
*/
public class CoppockCurveIndicator extends CachedIndicator {
private final WMAIndicator wma;
/**
* Constructor.
* @param indicator the indicator (usually close price)
* @param longRoCTimeFrame the time frame for long term RoC
* @param shortRoCTimeFrame the time frame for short term RoC
* @param wmaTimeFrame the time frame (for WMA)
*/
public CoppockCurveIndicator(Indicator indicator, int longRoCTimeFrame, int shortRoCTimeFrame, int wmaTimeFrame) {
super(indicator);
SumIndicator sum = new SumIndicator(
new ROCIndicator(indicator, longRoCTimeFrame),
new ROCIndicator(indicator, shortRoCTimeFrame)
);
wma = new WMAIndicator(sum, wmaTimeFrame);
}
@Override
protected Decimal calculate(int index) {
return wma.getValue(index);
}
}