# Copyright 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::FOSC;
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::SMA;
# http://store.traders.com/-v10-c05-forcast-pdf.html
# Abstract of TASC May 1992 article, rest for sale.
#
# http://trader.online.pl/MSZ/e-w-Chandes_Forecast_Oscillator_I.html
# Formula, text of TASC article.
#
# http://www.fmlabs.com/reference/ForecastOscillator.htm
#
# https://www.stockworm.com/do/community/manual;jsessionid=8F865CC4F15C7E055E0A62A865AF7415?chapter=forecast-oscillator
# Sample Oracle (ORCL), year not marked but is 2003.
#
# http://www.prophet.net/analyze/popglossary.jsp?studyid=FOSC
# Sample chart of Peoplesoft (symbol PSFT maybe, since taken over).
#
# http://www.paritech.com/paritech-site/education/technical/indicators/trend/forecast.asp
# Sample chart of Dollar Sweets, Australia (delisted after a takeover a
# long time ago ... what symbol was it?).
#
# http://trader.online.pl/MSZ/e-st-Forecast_Oscillator.html
# Trading system by Steve Karnish.
#
sub longname { __('Forecast Oscillator %F') }
sub shortname { __('FOSC') }
sub manual { __p('manual-node','Forecast Oscillator') }
use constant
{ type => 'indicator',
units => 'roc_percent',
priority => -10,
hlines => [ 0 ],
minimum => 0,
parameter_info => [ { name => __('Days'),
key => 'forecastosc_days',
type => 'integer',
minimum => 1,
default => 5 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "FOSC bad N: $N";
return $class->SUPER::new
(parent => $parent,
N => $N,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
sub proc {
my ($class, $N) = @_;
my $linreg_proc = App::Chart::Series::Calculation->linreg($N);
my $prev;
return sub {
my ($value) = @_;
my $fosc;
if (defined $prev) {
my ($a, $b) = $linreg_proc->($prev);
if ($value != 0) {
# $a is for prev point, $a+$b is forecast for today
$fosc = 100.0 * ($value - ($a + $b)) / $value;
}
}
$prev = $value;
return $fosc;
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::FOSC -- forecast oscillator (FOSC)
#
# =head1 SYNOPSIS
#
# my $series = $parent->FOSC($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut