# Copyright 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::ElderPower; 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; # http://www.incrediblecharts.com/technical/elder_ray_index.php # Formula, sample All Ords (yahoo ^AORD) from Aug 2001. # # http://www.prophet.net/analyze/popglossary.jsp?studyid=ELDR # Formula, sample Hilton Hotels (HLT) from 2002/2003, weekly scale. # sub longname { __('Elder Bull/Bear Power') } sub shortname { __('Elder Power') } sub manual { __p('manual-node','Elder Bull/Bear Power') } use constant { type => 'indicator', units => 'momentum', hlines => [ 0 ], parameter_info => [ { name => __('Days'), key => 'elder_power_days', type => 'integer', minimum => 1, default => 13 } ], line_colours => { bull => App::Chart::UP_COLOUR(), bear => App::Chart::DOWN_COLOUR() }, }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "ElderPower bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { bull => [], bear => [] }, array_aliases => { values => 'bull' }); } *warmup_count = \&App::Chart::Series::Derived::EMA::warmup_count; sub proc { my ($class_or_self, $N) = @_; my $ema_proc = App::Chart::Series::Derived::EMA->proc($N); return sub { my ($high, $low, $close) = @_; my $ema = $ema_proc->($close); $high //= $close; $low //= $close; return ($high - $ema, $low - $ema); }; } sub fill_part { my ($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 $su = $self->array('bull'); my $sl = $self->array('bear'); $hi = min ($hi, $#$p); if ($#$su < $hi) { $#$su = $hi; } # pre-extend if ($#$sl < $hi) { $#$sl = $hi; } # pre-extend my $proc = $self->proc(@{$self->{'parameters'}}); foreach my $i ($start .. $lo-1) { my $value = $p->[$i] // next; $proc->($ph->[$i], $pl->[$i], $value); } foreach my $i ($lo .. $hi) { my $value = $p->[$i] // next; ($su->[$i], $sl->[$i]) = $proc->($ph->[$i], $pl->[$i], $value); } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::ElderPower -- Elder bull power / bear power # # =head1 SYNOPSIS # # my $series = $parent->ElderPower($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut