# Copyright 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 <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::DarvasBoxes;
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::MFI;
use App::Chart::Series::Derived::TrueRange;
# http://www.gerryco.com/tech/darvas.html ... gone, but at archive.org
# http://web.archive.org/web/20080212170344/http://www.gerryco.com/tech/darvas.html
# State diagram.
#
# http://www.linnsoft.com/tour/techind/darvas.htm
# Sample MSFT August 2002, using close-must-penetrate for breakouts.
#
# http://www.guppytraders.com/gup206.htm
#
# Darryl Guppy's modified Darvas (not implemented here):
#
# http://www.traders.com/Documentation/FEEDbk_docs/Archive/052005/Abstracts_new/Guppy/guppy.html
# TASC May 2005 intro, rest for sale.
#
# http://www.traders.com/Documentation/FEEDbk_docs/Archive/062005/TradersTips/TradersTips.html
# Trader's Tips June 2005.
sub longname { __('Darvas Boxes') }
sub shortname { __('Darvas') }
sub manual { __p('manual-node','Darvas Boxes') }
use constant
{ type => 'average',
parameter_info => [ ],
default_linestyle => 'Stops',
};
sub new {
my ($class, $parent) = @_;
return $class->SUPER::new
(parent => $parent,
parameters => [ ],
arrays => { values => [] },
arrays => { upper => [],
lower => [] },
array_aliases => { values => 'upper' });
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
# everything in one go
$lo = 0;
$hi = $parent->hi;
$parent->fill ($lo, $hi);
my $p = $parent->values_array;
my $ph = $parent->array('highs') || $p;
my $pl = $parent->array('lows') || $p;
my $s_upper = $self->array('upper');
my $s_lower = $self->array('lower');
$hi = min ($hi, $#$p);
if ($#$s_upper < $hi) { $#$s_upper = $hi; } # pre-extend
if ($#$s_lower < $hi) { $#$s_lower = $hi; } # pre-extend
my $box_start; # date pos
my $box_high;
my $box_low;
my $state = 0;
my $fill_box = sub {
my ($box_end) = @_;
foreach my $i ($box_start .. $box_end) {
$s_upper->[$i] = $box_high;
$s_lower->[$i] = $box_low;
}
};
foreach my $i ($lo .. $hi) {
my $close = $p->[$i] // next;
my $high = $ph->[$i] // $close;
my $low = $pl->[$i] // $close;
given ($state) {
when (0) {
# initial
$box_high = $high;
$box_start = $i;
$state = 1;
}
when (1) {
if ($high > $box_high) {
# breakout, stay here
$box_high = $high;
$box_start = $i;
} else {
# held, go onwards
$state = 2;
}
}
when (2) {
if ($high > $box_high) {
# breakout, back to 1
$box_high = $high;
$box_start = $i;
$state = 1;
} else {
# held, go onwards
$box_low = $low;
$state = 3;
}
}
when (3) {
if ($high > $box_high) {
# broke high, back to 1
$box_high = $high;
$box_start = $i;
$state = 1;
} elsif ($low < $box_low) {
# break low, stay here
$box_low = $low;
} else {
# held, go onwards
$state = 4;
}
}
when (4) {
if ($high > $box_high) {
# broke high, back to 1
$box_high = $high;
$box_start = $i;
$state = 1;
} elsif ($low < $box_low) {
# break low, back to 3
$box_low = $low;
$state = 3;
} else {
# held, go onwards
$state = 5;
}
}
when (5) {
if ($high > $box_high
|| $low < $box_low) {
# possible "close-must-penetrate" style
# ($close > $box_high || $close < $box_low)
# break either way, stop box
$fill_box->($i);
$box_high = $high;
$box_start = $i;
$state = 1;
}
}
}
}
if ($state == 5) {
$fill_box->($hi);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::DarvasBoxes -- Darvas boxes
#
# =head1 SYNOPSIS
#
# my $series = $parent->DarvasBoxes();
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut