# 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::TEMA;
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;
use App::Chart::Series::Derived::EMAx2;
use App::Chart::Series::Derived::EMAx3;
sub longname { __('TEMA - Triple EMA') }
sub shortname { __('TEMA') }
sub manual { __p('manual-node','Double and Triple Exponential Moving Average') }
use constant
{ type => 'average',
priority => -10,
parameter_info => [ { name => __('Days'),
key => 'tema_days',
type => 'integer',
minimum => 0,
default => 20 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) or croak "TEMA bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
N => $N,
arrays => { values => [] },
array_aliases => { });
}
sub proc {
my ($class_or_self, $N) = @_;
my $ema_proc = App::Chart::Series::Derived::EMA->proc($N);
my $ema2_proc = App::Chart::Series::Derived::EMA->proc($N);
my $ema3_proc = App::Chart::Series::Derived::EMA->proc($N);
return sub {
my ($value) = @_;
my $e = $ema_proc->($value);
my $e2 = $ema2_proc->($e);
my $e3 = $ema3_proc->($e2);
return 3*$e - 3*$e2 + $e3;
};
}
# A TEMA is in theory influenced by all preceding data, but warmup_count()
# is designed to determine a warmup count. The next point will have an
# omitted weight of no more than 0.1% of the total. Omitting 0.1% should be
# negligable, unless past values are ridiculously bigger than recent ones.
#
# FIXME: this is almost certainly more than needed, but a calculation like
# DEMA warmup_count() is a bit tricky
#
sub warmup_count {
my ($self_or_class, $N) = @_;
return App::Chart::Series::Derived::EMAx3->warmup_count($N);
# return max(App::Chart::Series::Derived::EMA->warmup_count($N),
# App::Chart::Series::Derived::EMAx2->warmup_count($N),
# );
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::TEMA -- triple-exponential moving average
#
# =head1 SYNOPSIS
#
# my $series = $parent->TEMA($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut