# Copyright 2006, 2007, 2009, 2010, 2011 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::MASS; use 5.010; use strict; use warnings; use Carp; use Locale::TextDomain 1.17; # for __p() use Locale::TextDomain ('App-Chart'); use base 'App::Chart::Series::Indicator'; use App::Chart::Series::Calculation; use App::Chart::Series::Derived::EMA; use App::Chart::Series::Derived::EMAx2; use App::Chart::Series::Derived::WilliamsR; # "The Mass Index", Donald Dorsey, TASC June 1992 # # http://www.incrediblecharts.com/technical/mass_index.php # # http://www.wallstreettape.com/tutorials/ta/c21.asp # Chartfilter description. # sub longname { __('MASS Index') } sub shortname { __('MASS') } sub manual { __p('manual-node','MASS Index') } use constant { type => 'indicator', units => 'MASS', parameter_info => [ { name => __('EMA days'), key => 'mass_ema_days', type => 'integer', minimum => 1, default => 9 }, { name => __('Sum days'), key => 'mass_sum_days', type => 'integer', minimum => 1, default => 25 }], }; sub new { my ($class, $parent, $ema_N, $sum_N) = @_; ### MASS new(): @_ $ema_N //= parameter_info()->[0]->{'default'}; ($ema_N > 0) || croak "MASS bad ema_N: $ema_N"; $sum_N //= parameter_info()->[1]->{'default'}; ($sum_N > 0) || croak "MASS bad sum_N: $sum_N"; return $class->SUPER::new (parent => $parent, parameters => [ $ema_N, $sum_N ], arrays => { values => [] }, array_aliases => { }); } sub proc { my ($class_or_self, $ema_N, $sum_N) = @_; my $ema_proc = App::Chart::Series::Derived::EMA->proc($ema_N); my $ema2_proc = App::Chart::Series::Derived::EMA->proc($ema_N); my $sum_proc = App::Chart::Series::Calculation->sum($sum_N); return sub { my ($high, $low, $close) = @_; my $e = $ema_proc->($high - $low); my $e2 = $ema2_proc->($e); return $sum_proc->($e2 == 0 ? 0 : $e / $e2); }; } *fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part; sub warmup_count { my ($class_or_self, $ema_N, $sum_N) = @_; return $sum_N - 1 + App::Chart::Series::Derived::EMAx2->warmup_count ($ema_N); } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::MASS -- Dorsey's MASS index # # =head1 SYNOPSIS # # my $series = $parent->MASS($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut