# Copyright 2008, 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 <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::DPO;
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::Calculation;
use App::Chart::Series::Derived::SMA;
# http://www.incrediblecharts.com/technical/detrended_price_oscillator.php
# Formula, usage guidelines.
#
# http://www.marketscreen.com/help/AtoZ/default.asp?hideHF=&Num=41
# Formula and description.
#
sub longname { __('DPO - Detrended Price Oscillator') }
sub shortname { __('DPO') }
sub manual { __p('manual-node','Detrended Price Oscillator') }
use constant
{ hlines => [ 0 ],
type => 'indicator',
units => 'price',
parameter_info => [ { name => __('Days'),
key => 'dpo_days',
type => 'integer',
minimum => 1,
default => 20 } ],
};
sub new {
my ($class, $parent, $N) = @_;
### DPO new(): "@_"
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "DPO bad N: $N";
return $class->SUPER::new
(parent => $parent,
N => $N,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub proc {
my ($class_or_self, $N) = @_;
my $delta = N_to_delta ($N);
my $sma_proc = App::Chart::Series::Derived::SMA->proc($N);
my $delay_proc = App::Chart::Series::Calculation->delay($delta);
return sub {
my ($value) = @_;
my $prevsma = $delay_proc->($sma_proc->($value));
return (defined $prevsma ? $value - $prevsma : undef);
};
}
sub warmup_count {
my ($self_or_class, $N) = @_;
my $delta = N_to_delta ($N);
return $delta + App::Chart::Series::Derived::SMA->warmup_count($N);
}
sub N_to_delta {
my ($N) = @_;
return 1 + int ($N/2);
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::DPO -- detrended price oscillator
#
# =head1 SYNOPSIS
#
# my $series = $parent->DPO($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::SMA>
#
# =cut