# 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 <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::FRAMAdimension;
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;
use App::Chart::Series::Derived::WilliamsR;
sub longname { __('FRAMA - Dimension') }
sub shortname { __('FRAMA dimension') }
sub manual { __p('manual-node','Fractal Adaptive Moving Average') }
use constant
{ type => 'indicator',
priority => -10,
units => 'frama_dimension',
minimum => 1,
maximum => 2,
parameter_info => [ { name => __('Days'),
key => 'frama_days',
type => 'integer',
minimum => 2,
default => 16 } ],
};
use constant M_1_LN2 => 1.442695040888963407359924681; # 1/log(2)
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
*fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part; # HLC
sub proc {
my ($class, $N) = @_;
# @h is the high values for each day
# @l is the corresponding low values for each day
my (@h, @l);
$N = max ($N, 2);
my $near_N = int ($N / 2);
my $far_N = $N - $near_N;
return sub {
my ($high, $low, $close) = @_;
unshift @h, $high // $close;
unshift @l, $low // $close;
if (@h > $N) {
pop @h;
pop @l;
}
if (@h < $N) { return undef; }
my $long_avg = (max(@h) - min(@l)) / $N;
my $near_avg = (max(@h[0..$near_N-1]) - min(@l[0..$near_N-1]))
/ $near_N;
my $far_avg = (max(@h[$near_N..$#h]) - min(@l[$near_N..$#l]))
/ $far_N;
if ($long_avg == 0 || $near_avg == 0 || $far_avg == 0) { return 0; }
return M_1_LN2 * log (($near_avg + $far_avg) / $long_avg);
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::FRAMAdimension -- dimension for fractal adaptive moving average
#
# =head1 SYNOPSIS
#
# my $series = $parent->FRAMAdimension($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut