# Copyright 2002, 2003, 2004, 2005, 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::Ichimoku; 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'; # http://www.fmlabs.com/reference/IchimokuKinkoHyo.htm # Formulas, some description. sub longname { __('Ichimoku Kinko Hyo') } sub shortname { __('Ichimoku') } sub manual { __p('manual-node','Ichimoku Kinko Hyo') } use constant { hlines => [ 0 ], type => 'average', minimum => -10, maximum => 10, parameter_info => [ { name => __('Tenkan Days'), key => 'tenkan_N', type => 'integer', minimum => 1, default => 9 }, { name => __('Kijun Days'), key => 'kijun_N', type => 'integer', minimum => 1, default => 26 }, ], line_colours => { tenkan => 'orange', kijun => 'dark red', chikou => 'blue', senkou_A => 'dark green', senkou_B => 'dark green' }, }; sub new { my ($class, $parent, $tenkan_N, $kijun_N) = @_; ### Ichimoku new(): "@_" $tenkan_N //= parameter_info()->[0]->{'default'}; ($tenkan_N > 0) || croak "Ichimoku bad tenkan_N: $tenkan_N"; $kijun_N //= parameter_info()->[1]->{'default'}; ($kijun_N > 0) || croak "Ichimoku bad kijun_N: $kijun_N"; return $class->SUPER::new (parent => $parent, parameters => [ $tenkan_N, $kijun_N ], tenkan_N => $tenkan_N, kijun_N => $kijun_N, hi => $parent->hi + $kijun_N, arrays => { tenkan => [], kijun => [], senkou_A => [], senkou_B => [], chikou => [], }, array_aliases => { values => 'tenkan' }); } sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $kijun_N = $self->{'kijun_N'}; my $tenkan_N = $self->{'tenkan_N'}; my $start = $parent->find_before ($lo, 3 * $kijun_N - 1); $parent->fill ($start, $hi); my $p = $parent->values_array; my $ph = $parent->array('highs') || $p; my $pl = $parent->array('lows') || $p; my $chikou_array = $self->array('chikou'); my $tenkan_array = $self->array('tenkan'); my $kijun_array = $self->array('kijun'); my $senkou_A_array = $self->array('senkou_A'); my $senkou_B_array = $self->array('senkou_B'); # $hi = min ($hi, $#$p); # if ($#$s < $hi) { $#$s = $hi; } # pre-extend # chikou copy of input closes but $kijun_N days behind for (my $i = $lo; $i < $hi && $i + $kijun_N <= $#$p; $i++) { $chikou_array->[$i] = $p->[$i + $kijun_N]; } my $array_N = 2 * $kijun_N; my @h; my @l; foreach my $i ($start .. $hi) { my $value = $p->[$i] // next; unshift @h, $ph->[$i] // $value; unshift @l, $pl->[$i] // $value; if (@h > $array_N) { pop @h; pop @l; } if ($i >= $lo) { my $h = max (@h[0 .. min ($#h, $tenkan_N - 1)]); my $l = min (@l[0 .. min ($#l, $tenkan_N - 1)]); my $tenkan = $tenkan_array->[$i] = ($h + $l) * 0.5; $h = max (@h[0 .. min ($#h, $kijun_N - 1)]); $l = min (@l[0 .. min ($#l, $kijun_N - 1)]); my $kijun = $kijun_array->[$i] = ($h + $l) * 0.5; my $s_i = $i + $kijun_N; if ($s_i >= $lo && $s_i <= $hi) { $senkou_A_array->[$s_i] = ($tenkan + $kijun) * 0.5; $h = max (@h); $l = min (@l); # $h = max ($h, @h[$kijun_N .. $#h]); # $l = min ($l, @l[$kijun_N .. $#l]); $senkou_B_array->[$s_i] = ($h + $l) * 0.5; } } } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Ichimoku -- Ichimoku Kinko Hyo indicator # # =head1 SYNOPSIS # # my $series = $parent->Ichimoku(); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut