# Copyright 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::QStick; 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::Derived::SMA; use App::Chart::Series::Derived::IMI; # http://trader.online.pl/MSZ/e-w-Chandes_QStick.html # sub longname { __('QStick') } *shortname = \&longname; sub manual { __p('manual-node','QStick') } use constant { type => 'indicator', units => 'percentage', minimum => 0, maximum => 100, hlines => [ 0 ], parameter_info => [ { name => __('Days'), key => 'qstick_days', type => 'integer', minimum => 1, default => 8 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "QStick bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } # Return a procedure which calculates an intraday momentum index over an # accumulated window of $N values. # # Each call $proc->($open, $close) enters a new point into the window, and # the return is the intraday momentum index up to (and including) that # point. If there's no value the return is undef, which can happen if every # day has $open==$close. # # To prime the window initially, call $proc with $N-1 many points preceding # the first desired. # sub proc { my ($class_or_self, $N) = @_; my $sma_proc = App::Chart::Series::Derived::SMA->proc ($N); return sub { my ($open, $close) = @_; if (! defined $open) { return undef; } return $sma_proc->($close - $open); }; } *warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1 *fill_part = \&App::Chart::Series::Derived::IMI::fill_part; 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::QStick -- QStick indicator # # =head1 SYNOPSIS # # my $series = $parent->QStick($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut