# 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::Inertia; 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::RVI; use App::Chart::Series::Derived::EPMA; use App::Chart::Series::Derived::WilliamsR; # http://trader.online.pl/MSZ/e-w-Inertia.html # # http://www.fmlabs.com/reference/Inertia.htm # Formula, some description. # # http://www.prophet.net/analyze/popglossary.jsp?studyid=INERT # Sample DELL from 2001/2. # # http://store.traders.com/-v13-c09-refinin-pdf.html # Dorsey TASC 1995 for sale. # sub longname { __('Inertia (smoothed RVI)') } sub shortname { __('Inertia') } sub manual { __p('manual-node','Inertia') } use constant { hlines => [ 40, 50, 60 ], type => 'indicator', units => 'percentage', minimum => 0, maximum => 100, parameter_info => [ { name => __('Stddev Days'), key => 'rvi_stddev_days', # per RVI.pm type => 'integer', minimum => 1, default => 10 }, { name => __('Smooth Days'), key => 'rvi_smooth_days', # per RVI.pm type => 'float', minimum => 1, default => 14, decimals => 0, step => 1 }, { name => __('LSQMA Days'), key => 'inertia_lsqma_days', type => 'integer', minimum => 1, default => 20 }, ], }; sub new { my ($class, $parent, $N_stddev, $N_smooth, $N_lsqma) = @_; $N_stddev //= parameter_info()->[0]->{'default'}; ($N_stddev > 0) || croak "Inertia bad N_stddev: $N_stddev"; $N_smooth //= parameter_info()->[1]->{'default'}; ($N_smooth > 0) || croak "Inertia bad N_smooth: $N_smooth"; $N_lsqma //= parameter_info()->[1]->{'default'}; ($N_lsqma > 0) || croak "Inertia bad N_lsqma: $N_lsqma"; return $class->SUPER::new (parent => $parent, parameters => [ $N_stddev, $N_smooth, $N_lsqma ], arrays => { values => [] }, array_aliases => { }); } *fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part; sub warmup_count { my ($class_or_self, $N_stddev, $N_smooth, $N_lsqma) = @_; return (App::Chart::Series::Derived::RVI->warmup_count($N_stddev, $N_smooth) + App::Chart::Series::Derived::EPMA->warmup_count($N_lsqma)); } sub proc { my ($class_or_self, $N_stddev, $N_smooth, $N_lsqma) = @_; my $rvi_proc = App::Chart::Series::Derived::RVI->proc($N_stddev, $N_smooth); my $lsqma_proc = App::Chart::Series::Derived::EPMA->proc($N_lsqma); return sub { my $rvi = $rvi_proc->(@_) // return; return $lsqma_proc->($rvi); }; } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Inertia -- relative volatility index # # =head1 SYNOPSIS # # my $series = $parent->Inertia($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut