# 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::FOSC; 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::Calculation; use App::Chart::Series::Derived::SMA; # http://store.traders.com/-v10-c05-forcast-pdf.html # Abstract of TASC May 1992 article, rest for sale. # # http://trader.online.pl/MSZ/e-w-Chandes_Forecast_Oscillator_I.html # Formula, text of TASC article. # # http://www.fmlabs.com/reference/ForecastOscillator.htm # # https://www.stockworm.com/do/community/manual;jsessionid=8F865CC4F15C7E055E0A62A865AF7415?chapter=forecast-oscillator # Sample Oracle (ORCL), year not marked but is 2003. # # http://www.prophet.net/analyze/popglossary.jsp?studyid=FOSC # Sample chart of Peoplesoft (symbol PSFT maybe, since taken over). # # http://www.paritech.com/paritech-site/education/technical/indicators/trend/forecast.asp # Sample chart of Dollar Sweets, Australia (delisted after a takeover a # long time ago ... what symbol was it?). # # http://trader.online.pl/MSZ/e-st-Forecast_Oscillator.html # Trading system by Steve Karnish. # sub longname { __('Forecast Oscillator %F') } sub shortname { __('FOSC') } sub manual { __p('manual-node','Forecast Oscillator') } use constant { type => 'indicator', units => 'roc_percent', priority => -10, hlines => [ 0 ], minimum => 0, parameter_info => [ { name => __('Days'), key => 'forecastosc_days', type => 'integer', minimum => 1, default => 5 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "FOSC bad N: $N"; return $class->SUPER::new (parent => $parent, N => $N, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } *warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1 sub proc { my ($class, $N) = @_; my $linreg_proc = App::Chart::Series::Calculation->linreg($N); my $prev; return sub { my ($value) = @_; my $fosc; if (defined $prev) { my ($a, $b) = $linreg_proc->($prev); if ($value != 0) { # $a is for prev point, $a+$b is forecast for today $fosc = 100.0 * ($value - ($a + $b)) / $value; } } $prev = $value; return $fosc; }; } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::FOSC -- forecast oscillator (FOSC) # # =head1 SYNOPSIS # # my $series = $parent->FOSC($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut