# Copyright 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::TEMA; 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::EMA; use App::Chart::Series::Derived::EMAx2; use App::Chart::Series::Derived::EMAx3; sub longname { __('TEMA - Triple EMA') } sub shortname { __('TEMA') } sub manual { __p('manual-node','Double and Triple Exponential Moving Average') } use constant { type => 'average', priority => -10, parameter_info => [ { name => __('Days'), key => 'tema_days', type => 'integer', minimum => 0, default => 20 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) or croak "TEMA bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], N => $N, arrays => { values => [] }, array_aliases => { }); } sub proc { my ($class_or_self, $N) = @_; my $ema_proc = App::Chart::Series::Derived::EMA->proc($N); my $ema2_proc = App::Chart::Series::Derived::EMA->proc($N); my $ema3_proc = App::Chart::Series::Derived::EMA->proc($N); return sub { my ($value) = @_; my $e = $ema_proc->($value); my $e2 = $ema2_proc->($e); my $e3 = $ema3_proc->($e2); return 3*$e - 3*$e2 + $e3; }; } # A TEMA is in theory influenced by all preceding data, but warmup_count() # is designed to determine a warmup count. The next point will have an # omitted weight of no more than 0.1% of the total. Omitting 0.1% should be # negligable, unless past values are ridiculously bigger than recent ones. # # FIXME: this is almost certainly more than needed, but a calculation like # DEMA warmup_count() is a bit tricky # sub warmup_count { my ($self_or_class, $N) = @_; return App::Chart::Series::Derived::EMAx3->warmup_count($N); # return max(App::Chart::Series::Derived::EMA->warmup_count($N), # App::Chart::Series::Derived::EMAx2->warmup_count($N), # ); } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::TEMA -- triple-exponential moving average # # =head1 SYNOPSIS # # my $series = $parent->TEMA($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut