# Copyright 2003, 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::RSI;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use Locale::TextDomain 1.17; # for __p()
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::EMA;
# http://www.incrediblecharts.com/technical/relative_strength_index.php
# Wilder's EMA reckoning, simple average for initial.
#
# http://www.stockcharts.com/education/IndicatorAnalysis/indic_RSI.html
# Numerical examples, graph of DELL.
#
sub longname { __('RSI - Relative Strength Index') }
sub shortname { __('RSI') }
sub manual { __p('manual-node','Relative Strength Index') }
use constant
{ hlines => [ 30, 50, 70 ],
type => 'indicator',
units => 'percentage',
minimum => 0,
maximum => 100,
parameter_info => [ { name => __('Days'),
key => 'rsi_days',
type => 'float',
minimum => 1,
default => 14,
decimals => 0,
step => 1 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "RSI bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub proc {
my ($class_or_self, $N) = @_;
$N = App::Chart::Series::Derived::EMA::N_from_Wilder_N($N);
my $up_proc = App::Chart::Series::Derived::EMA->proc ($N);
my $down_proc = App::Chart::Series::Derived::EMA->proc ($N);
my $prev;
return sub {
my ($value) = @_;
my $ret;
if (defined $prev) {
my $up = $up_proc->(max (0, $value - $prev));
my $down = $down_proc->(max (0, $prev - $value));
my $total = $up + $down;
$ret = ($total == 0 ? 50 : 100 * $up / $total);
}
$prev = $value;
return $ret;
};
}
sub warmup_count {
my ($class_or_self, $N) = @_;
$N = App::Chart::Series::Derived::EMA::N_from_Wilder_N($N);
return 1 + App::Chart::Series::Derived::EMA->warmup_count($N);
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::RSI -- relative strength index
#
# =head1 SYNOPSIS
#
# my $series = $parent->RSI($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut