# Copyright 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::CMO;
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::Calculation;
use App::Chart::Series::Derived::MFI;
use App::Chart::Series::Derived::SMA;
# http://www.equis.com/customer/resources/formulas/formula.aspx?Id=8
# Metastock formulas.
#
# http://trader.online.pl/MSZ/e-w-Chandes_Momentum_Oscillator.html
# Formulas and text from equis.com.
#
sub longname { __('CMO - Chande Momentum Oscillator') }
sub shortname { __('CMO') }
sub manual { __p('manual-node','Chande Momentum Oscillator') }
use constant
{ hlines => [ -50, 50 ],
type => 'indicator',
units => 'percentage_plus_or_minus_100',
minimum => -100,
maximum => 100,
parameter_info => [ { name => __('Days'),
key => 'cmo_days',
type => 'integer',
minimum => 1,
default => 14 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "CMO bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::MFI::warmup_count; # $N
sub proc {
my ($class_or_self, $N) = @_;
my $num_proc = App::Chart::Series::Calculation->sum ($N);
my $den_proc = App::Chart::Series::Calculation->sum ($N);
my $prev;
return sub {
my ($value) = @_;
my $ret;
if (defined $prev) {
my $diff = $value - $prev;
my $num = $num_proc->($diff);
my $den = $den_proc->(abs $diff);
$ret = ($den == 0 ? 0 : 100 * $num / $den);
}
$prev = $value;
return $ret;
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::CMO -- relative strength index
#
# =head1 SYNOPSIS
#
# my $series = $parent->CMO($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::SMA>
#
# =cut