eu.verdelhan.ta4j.indicators.volume.NVIIndicator 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.volume;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.Tick;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.RecursiveCachedIndicator;
/**
* Negative Volume Index (NVI) indicator.
*
* @see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:negative_volume_inde
* @see http://www.metastock.com/Customer/Resources/TAAZ/Default.aspx?p=75
* @see http://www.investopedia.com/terms/n/nvi.asp
*/
public class NVIIndicator extends RecursiveCachedIndicator {
private final TimeSeries series;
public NVIIndicator(TimeSeries series) {
super(series);
this.series = series;
}
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.THOUSAND;
}
Tick currentTick = series.getTick(index);
Tick previousTick = series.getTick(index - 1);
Decimal previousValue = getValue(index - 1);
if (currentTick.getVolume().isLessThan(previousTick.getVolume())) {
Decimal currentPrice = currentTick.getClosePrice();
Decimal previousPrice = previousTick.getClosePrice();
Decimal priceChangeRatio = currentPrice.minus(previousPrice).dividedBy(previousPrice);
return previousValue.plus(priceChangeRatio.multipliedBy(previousValue));
}
return previousValue;
}
}