# Copyright 2006, 2007, 2009 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::KVOforce;
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 constant DEBUG => 0;
# http://www.traders.com/Documentation/FEEDbk_docs/Archive/1297/TradersTips/Tips9712.html
# Traders Tips December 1997 formulas.
#
# http://trader.online.pl/ELZ/t-i-Klinger_Volume_Oscillator.html
# Repeat of EasyChart section of traders tips above.
#
# http://www.prophet.net/learn/taglossary.jsp?index=K
# Sample chart of intel (INTC) Nov02-Feb03, KVO and also histogram.
# http://www.prophet.net/analyze/popglossary.jsp?studyid=KVO
# Same chart of INTC, but just the KVO not the histogram.
use constant
{ longname => __('KVO volume force'),
shortname => __('KVO force'),
manual => __p('manual-node','Klinger Volume Oscillator'),
priority => -10,
type => 'indicator',
units => 'KVOforce',
hlines => [ 0 ],
parameter_info => [ ],
};
sub new {
my ($class, $parent) = @_;
if (DEBUG) { say "KVOforce new"; }
return $class->SUPER::new
(parent => $parent,
parameters => [ ],
arrays => { values => [] },
array_aliases => { });
}
*fill_part = \&App::Chart::Series::Derived::MFI::fill_part;
sub proc {
my ($class_or_self) = @_;
my $prev_hlc;
my $prev_trend = -100;
my $prev_dm = 0;
my $cm = 0;
return sub {
my ($high, $low, $close, $volume) = @_;
$high //= $close;
$low //= $close;
$volume //= 0;
my $hlc = $high + $low + $close;
my $dm = $high - $low;
my $force;
if (defined $prev_hlc) {
my $trend = ($hlc > $prev_hlc ? 1 : -1);
if ($trend == $prev_trend) {
$cm += $dm;
} else {
$cm = $dm + $prev_dm;
}
$force = ($cm == 0 ? 0
: $volume * $trend * abs (2*$dm/$cm - 1));
$prev_trend = $trend;
}
$prev_hlc = $hlc;
$prev_dm = $dm;
return $force;
};
}
sub warmup_count_for_position {
my ($self, $lo) = @_;
if (DEBUG) {
say "KVOforce warmup_count_for_position $lo, parent=$self->{'parent'}"; }
my $parent = $self->{'parent'};
my $p = $parent->values_array;
my $ph = $parent->array('highs') || $p;
my $pl = $parent->array('lows') || $p;
my $p_lo = $lo + 1; # fill initially
my $chunk = 16;
my $i = $lo;
# looking back for a point where $trend changes
my ($after_hlc, $after_trend);
for ( ; $i >= 0; $i--) {
if ($i < $p_lo) {
my $new_p_lo = min ($i, $p_lo - $chunk);
$chunk *= 2;
$parent->fill ($new_p_lo, $i);
$p_lo = $new_p_lo;
}
my $value = $p->[$i] // next;
my $hlc = ($ph->[$i]//$value) + ($pl->[$i]//$value) + $value;
if (defined $after_hlc) {
my $trend = ($after_hlc > $hlc ? 1 : -1);
if (defined $after_trend && $trend != $after_trend) {
last;
}
$after_trend = $trend;
}
$after_hlc = $hlc;
}
# then one further close for the $prev_dm for $cm=$dm+$prev_dm
$lo = $parent->find_before ($lo, 1);
if (DEBUG) { say "KVOforce warmup_count_for_position for $lo==@{[$self->timebase->to_iso($lo)]} is @{[$lo-$i]}"; }
return $lo - $i;
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::KVOforce -- KVO force amounts
#
# =head1 SYNOPSIS
#
# my $series = $parent->KVOforce();
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut