# 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::StochRSI; 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::RSI; use App::Chart::Series::Derived::WilliamsR; # http://www.stockcharts.com/education/IndicatorAnalysis/indic_stochRSI.html # Numerical examples, graph of DELL checked against the code here. # sub longname { __('Stochastic RSI') } sub shortname { __('Stoch RSI') } sub manual { __p('manual-node','Stochastic RSI') } use constant { type => 'indicator', units => 'zero_to_one', minimum => 0, maximum => 1, hlines => [ .20, .50, .80 ], parameter_info => [ { name => __('Days'), key => 'stoch_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 "StochRSI bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } sub warmup_count { my ($class_or_self, $N) = @_; return (App::Chart::Series::Derived::WilliamsR->warmup_count($N) + App::Chart::Series::Derived::RSI->warmup_count($N)); } sub proc { my ($class_or_self, $N) = @_; my $rsi_proc = App::Chart::Series::Derived::RSI->proc ($N); my $WR_proc = App::Chart::Series::Derived::WilliamsR->proc ($N); return sub { my ($value) = @_; my $rsi = $rsi_proc->($value) // return undef; my $WR = $WR_proc->(undef, undef, $rsi); return 1 + $WR*0.01; }; } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::StochRSI -- stochastic relative strength index # # =head1 SYNOPSIS # # my $series = $parent->StochRSI($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L, L # # =cut