# Copyright 2006, 2007, 2009, 2010 Kevin Ryde # This file is part of Chart. # # Chart is free software; you can redistribute it and/or modify it under the # terms of the GNU General Public License as published by the Free Software # Foundation; either version 3, or (at your option) any later version. # # Chart is distributed in the hope that it will be useful, but WITHOUT ANY # WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the GNU General Public License for more # details. # # You should have received a copy of the GNU General Public License along # with Chart. If not, see . package App::Chart::Series::Derived::Ease; use 5.010; use strict; use warnings; use Carp; use List::Util qw(min max); use Locale::TextDomain ('App-Chart'); use base 'App::Chart::Series::Indicator'; use App::Chart::Series::Derived::EMA; use App::Chart::Series::Derived::Stddev; use App::Chart::Series::Derived::WilliamsR; # http://www.incrediblecharts.com/technical/emv_construction.htm # # http://www.paritech.com.au/education/technical/indicators/strength/ease.asp # # http://www.linnsoft.com/tour/techind/arms.htm # Sample Apple (AAPL) from April 2000, but using SMA instead of EMA. # # http://kb.worden.com/default.asp?id=49&Lang=1&SID= # Sample Amazon (AMZN) from 2006, 14-day, maybe SMA instead of EMA. # sub longname { __('Ease of Movement') } sub shortname { __('Ease') } sub manual { __p('manual-node','Ease of Movement') } use constant { hlines => [ 0 ], type => 'indicator', units => 'Ease', parameter_info => [ { name => __('Days'), key => 'ease_days', type => 'float', minimum => 1, default => 14, decimals => 0, step => 1 }], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "Ease bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } sub warmup_count { my ($class_or_self, $N) = @_; return 1 + App::Chart::Series::Derived::EMA->warmup_count($N); } # Return a procedure which calculates a relative volatility index, using # Dorsey's original 1993 definition, over an accumulated window. # sub proc { my ($class_or_self, $N) = @_; my $ema_proc = App::Chart::Series::Derived::EMA->proc ($N); my $prev_mid; return sub { my ($high, $low, $close, $volume) = @_; $high //= $close; $low //= $close; my $mid = ($high + $low) / 2; my $ease; if (defined $prev_mid) { $volume //= 0; $ease = ($mid - $prev_mid) * ($high - $low) * 1e6 / $volume; $ease = $ema_proc->($ease); } $prev_mid = $mid; return $ease; }; } sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $warmup_count = $self->warmup_count_for_position ($lo); my $start = $parent->find_before ($lo, $warmup_count); $parent->fill ($lo, $hi); my $p = $parent->values_array; my $ph = $parent->array('highs') || $p; my $pl = $parent->array('lows') || $p; my $pv = $parent->array('volumes') || []; my $s = $self->values_array; $hi = min ($hi, $#$p); if ($#$s < $hi) { $#$s = $hi; } # pre-extend my $proc = $self->proc(@{$self->{'parameters'}}); foreach my $i ($start .. $lo-1) { my $close = $p->[$i] // next; $proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]); } foreach my $i ($lo .. $hi) { my $close = $p->[$i] // next; $s->[$i] = $proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]); } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Ease -- ease of movement indicator # # =head1 SYNOPSIS # # my $series = $parent->Ease($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut