# Copyright 2004, 2005, 2006, 2007, 2009, 2010, 2011 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::MACD;
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::EMA;
sub longname { __('MACD - Momentum Advance/Decline') }
sub shortname { __('MACD') }
sub manual { __p('manual-node','MACD') }
use constant
{ type => 'indicator',
units => 'price',
hlines => [ 0 ],
parameter_info => [ { name => __('Fast days'),
key => 'macd_fast_days',
type => 'float',
minimum => 1,
default => 12,
decimals => 0,
step => 1 },
{ name => __('Slow days'),
key => 'macd_slow_days',
type => 'float',
minimum => 1,
default => 26,
decimals => 0,
step => 1 },
{ name => __('Smooth'),
key => 'macd_smooth_days',
type => 'float',
minimum => 1,
default => 9,
decimals => 0,
step => 1 },
{ name => __('Histogram'),
key => 'macd_histogram',
type => 'boolean',
default => 1 }],
# FIXME: LineStyle solid for histogram
line_colours => { macd => App::Chart::UP_COLOUR(),
smooth => App::Chart::DOWN_COLOUR() },
};
sub new {
my ($class, $parent, $fast_N, $slow_N, $smooth_N, $histogram) = @_;
$fast_N //= parameter_info()->[0]->{'default'};
($fast_N > 0) || croak "MACD bad fast N: $fast_N";
$slow_N //= parameter_info()->[1]->{'default'};
($slow_N > 0) || croak "MACD bad slow N: $slow_N";
$smooth_N //= parameter_info()->[2]->{'default'};
($smooth_N > 0) || croak "MACD bad smooth N: $smooth_N";
$histogram //= parameter_info()->[3]->{'default'};
return $class->SUPER::new
(parent => $parent,
parameters => [ $fast_N, $slow_N, $smooth_N, $histogram ],
arrays => { macd => [],
smooth => [],
($histogram ? (histogram => []) : ()),
},
array_aliases => { values => 'macd' });
}
sub proc {
my ($class_or_self, $fast_N, $slow_N, $smooth_N) = @_;
# say "MACD proc $fast_N, $slow_N, $smooth_N";
my $fast_proc = App::Chart::Series::Derived::EMA->proc($fast_N);
my $slow_proc = App::Chart::Series::Derived::EMA->proc($slow_N);
my $smooth_proc = App::Chart::Series::Derived::EMA->proc($smooth_N);
return sub {
my ($value) = @_;
my $fast = $fast_proc->($value);
my $slow = $slow_proc->($value);
my $macd = $fast - $slow;
my $smooth = $smooth_proc->($macd);
return ($macd, $smooth, $macd-$smooth);
};
}
sub warmup_count {
my ($self_or_class, $fast_N, $slow_N, $smooth_N) = @_;
# FIXME: as roughly EMA of EMA it should be a bit less than this ...
return (App::Chart::Series::Derived::EMA->warmup_count(max($fast_N,$slow_N)),
+ App::Chart::Series::Derived::EMA->warmup_count($smooth_N));
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
my $warmup_count = $self->warmup_count_for_position ($lo);
my $start = $parent->find_before ($lo, $warmup_count);
$parent->fill ($start, $hi);
my $p = $parent->values_array;
my $s_macd = $self->array('macd');
my $s_smooth = $self->array('smooth');
my $s_histogram = $self->array('histogram') || [];
$hi = min ($hi, $#$p);
if ($#$s_macd < $hi) { $#$s_macd = $hi; } # pre-extend
if ($#$s_smooth < $hi) { $#$s_smooth = $hi; } # pre-extend
if ($#$s_histogram < $hi) { $#$s_histogram = $hi; } # pre-extend
my $proc = $self->proc(@{$self->{'parameters'}});
foreach my $i ($start .. $lo-1) {
my $value = $p->[$i] // next;
$proc->($value);
}
foreach my $i ($lo .. $hi) {
my $value = $p->[$i] // next;
($s_macd->[$i], $s_smooth->[$i], $s_histogram->[$i]) = $proc->($value);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::MACD -- momentum advance/decline
#
# =head1 SYNOPSIS
#
# my $series = $parent->MACD($fast_N, $slow_N, $smooth_N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::SMA>
#
# =cut