# 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::Ease;
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::Stddev;
use App::Chart::Series::Derived::WilliamsR;
# http://www.incrediblecharts.com/technical/emv_construction.htm
#
# http://www.paritech.com.au/education/technical/indicators/strength/ease.asp
#
# http://www.linnsoft.com/tour/techind/arms.htm
# Sample Apple (AAPL) from April 2000, but using SMA instead of EMA.
#
# http://kb.worden.com/default.asp?id=49&Lang=1&SID=
# Sample Amazon (AMZN) from 2006, 14-day, maybe SMA instead of EMA.
#
sub longname { __('Ease of Movement') }
sub shortname { __('Ease') }
sub manual { __p('manual-node','Ease of Movement') }
use constant
{ hlines => [ 0 ],
type => 'indicator',
units => 'Ease',
parameter_info => [ { name => __('Days'),
key => 'ease_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 "Ease bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub warmup_count {
my ($class_or_self, $N) = @_;
return 1 + App::Chart::Series::Derived::EMA->warmup_count($N);
}
# Return a procedure which calculates a relative volatility index, using
# Dorsey's original 1993 definition, over an accumulated window.
#
sub proc {
my ($class_or_self, $N) = @_;
my $ema_proc = App::Chart::Series::Derived::EMA->proc ($N);
my $prev_mid;
return sub {
my ($high, $low, $close, $volume) = @_;
$high //= $close;
$low //= $close;
my $mid = ($high + $low) / 2;
my $ease;
if (defined $prev_mid) {
$volume //= 0;
$ease = ($mid - $prev_mid) * ($high - $low) * 1e6 / $volume;
$ease = $ema_proc->($ease);
}
$prev_mid = $mid;
return $ease;
};
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
my $warmup_count = $self->warmup_count_for_position ($lo);
my $start = $parent->find_before ($lo, $warmup_count);
$parent->fill ($lo, $hi);
my $p = $parent->values_array;
my $ph = $parent->array('highs') || $p;
my $pl = $parent->array('lows') || $p;
my $pv = $parent->array('volumes') || [];
my $s = $self->values_array;
$hi = min ($hi, $#$p);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
my $proc = $self->proc(@{$self->{'parameters'}});
foreach my $i ($start .. $lo-1) {
my $close = $p->[$i] // next;
$proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]);
}
foreach my $i ($lo .. $hi) {
my $close = $p->[$i] // next;
$s->[$i] = $proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::Ease -- ease of movement indicator
#
# =head1 SYNOPSIS
#
# my $series = $parent->Ease($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut