# 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::WilliamsR; 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::SMA; sub longname { __('Williams %R') } sub shortname { __('%R') } sub manual { __p('manual-node','Williams %R') } use constant { type => 'indicator', units => 'negative_percentage', minimum => -100, maximum => 0, hlines => [-20, -80], parameter_info => [ { name => __('Days'), key => 'williams_r_days', type => 'integer', minimum => 1, default => 10 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "WilliamsR bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } *warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1 sub proc { my ($class_or_self, $N) = @_; my @h; my @l; return sub { my ($high, $low, $close) = @_; unshift @h, $high // $close; unshift @l, $low // $close; if (@h > $N) { pop @h; pop @l; } my $highhigh = List::Util::max (@h); my $lowlow = List::Util::min (@l); my $range = $highhigh - $lowlow; return ($range == 0 ? -50 : 100 * ($close - $highhigh) / $range); }; } sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $warmup_count = $self->warmup_count_for_position ($lo); my $start = $parent->find_before ($lo, $warmup_count); $parent->fill ($start, $hi); my $p = $parent->values_array; my $ph = $parent->array('highs') || $p; my $pl = $parent->array('lows') || $p; my $s = $self->values_array; $hi = min ($hi, $#$p); if ($#$s < $hi) { $#$s = $hi; } # pre-extend my $proc = $self->proc(@{$self->{'parameters'}}); foreach my $i ($start .. $lo-1) { my $close = $p->[$i] // next; $proc->($ph->[$i], $pl->[$i], $close); } foreach my $i ($lo .. $hi) { my $close = $p->[$i] // next; $s->[$i] = $proc->($ph->[$i], $pl->[$i], $close); } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::WilliamsR -- Williams %R indicator # # =head1 SYNOPSIS # # my $series = $parent->WilliamsR($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut