# Copyright 2003, 2004, 2005, 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::RSI; use 5.010; use strict; use warnings; use Carp; use List::Util qw(min max); use Locale::TextDomain 1.17; # for __p() use Locale::TextDomain ('App-Chart'); use base 'App::Chart::Series::Indicator'; use App::Chart::Series::Derived::EMA; # http://www.incrediblecharts.com/technical/relative_strength_index.php # Wilder's EMA reckoning, simple average for initial. # # http://www.stockcharts.com/education/IndicatorAnalysis/indic_RSI.html # Numerical examples, graph of DELL. # sub longname { __('RSI - Relative Strength Index') } sub shortname { __('RSI') } sub manual { __p('manual-node','Relative Strength Index') } use constant { hlines => [ 30, 50, 70 ], type => 'indicator', units => 'percentage', minimum => 0, maximum => 100, parameter_info => [ { name => __('Days'), key => 'rsi_days', type => 'float', minimum => 1, default => 14, decimals => 0, step => 1 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "RSI bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } sub proc { my ($class_or_self, $N) = @_; $N = App::Chart::Series::Derived::EMA::N_from_Wilder_N($N); my $up_proc = App::Chart::Series::Derived::EMA->proc ($N); my $down_proc = App::Chart::Series::Derived::EMA->proc ($N); my $prev; return sub { my ($value) = @_; my $ret; if (defined $prev) { my $up = $up_proc->(max (0, $value - $prev)); my $down = $down_proc->(max (0, $prev - $value)); my $total = $up + $down; $ret = ($total == 0 ? 50 : 100 * $up / $total); } $prev = $value; return $ret; }; } sub warmup_count { my ($class_or_self, $N) = @_; $N = App::Chart::Series::Derived::EMA::N_from_Wilder_N($N); return 1 + App::Chart::Series::Derived::EMA->warmup_count($N); } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::RSI -- relative strength index # # =head1 SYNOPSIS # # my $series = $parent->RSI($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut