# Copyright 2007, 2009, 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::Donchian;
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::Keltner;
# http://www.linnsoft.com/tour/techind/donch.htm
# Sample Intel (INTC) July-September 2001 (year not marked, but is 2001).
#
sub longname { __('Donchian Channel') }
sub shortname { __('Donchian') }
sub type { 'average' }
sub manual { __p('manual-node','Donchian Channel') }
use constant
{ parameter_info => [ { name => __('Days'),
key => 'donchian_days',
type => 'integer',
minimum => 1,
default => 20 } ],
line_colours => { upper => App::Chart::BAND_COLOUR(),
lower => App::Chart::BAND_COLOUR() },
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "Donchian bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { middle => [],
upper => [],
lower => [] },
array_aliases => { values => 'middle' });
}
sub proc {
my ($class_or_self, $N) = @_;
my @highs;
my @lows;
return sub {
my ($high, $low, $close) = @_;
# without the new day
my $upper = max (@highs);
my $lower = min (@lows);
my $middle = (defined $upper && defined $lower
? ($upper + $lower) / 2
: undef);
unshift @highs, $high//$close;
unshift @lows, $low //$close;
if (@highs > $N) {
pop @highs;
pop @lows;
}
return ($middle, $upper, $lower);
};
}
*warmup_count = \&App::Chart::Series::Derived::Keltner::warmup_count; # $N-1
*fill_part = \&App::Chart::Series::Derived::Keltner::fill_part;
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::Donchian -- Donchian channel
#
# =head1 SYNOPSIS
#
# my $series = $parent->Donchian($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut