# 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::Inertia;
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::RVI;
use App::Chart::Series::Derived::EPMA;
use App::Chart::Series::Derived::WilliamsR;
# http://trader.online.pl/MSZ/e-w-Inertia.html
#
# http://www.fmlabs.com/reference/Inertia.htm
# Formula, some description.
#
# http://www.prophet.net/analyze/popglossary.jsp?studyid=INERT
# Sample DELL from 2001/2.
#
# http://store.traders.com/-v13-c09-refinin-pdf.html
# Dorsey TASC 1995 for sale.
#
sub longname { __('Inertia (smoothed RVI)') }
sub shortname { __('Inertia') }
sub manual { __p('manual-node','Inertia') }
use constant
{ hlines => [ 40, 50, 60 ],
type => 'indicator',
units => 'percentage',
minimum => 0,
maximum => 100,
parameter_info => [ { name => __('Stddev Days'),
key => 'rvi_stddev_days', # per RVI.pm
type => 'integer',
minimum => 1,
default => 10 },
{ name => __('Smooth Days'),
key => 'rvi_smooth_days', # per RVI.pm
type => 'float',
minimum => 1,
default => 14,
decimals => 0,
step => 1 },
{ name => __('LSQMA Days'),
key => 'inertia_lsqma_days',
type => 'integer',
minimum => 1,
default => 20 },
],
};
sub new {
my ($class, $parent, $N_stddev, $N_smooth, $N_lsqma) = @_;
$N_stddev //= parameter_info()->[0]->{'default'};
($N_stddev > 0) || croak "Inertia bad N_stddev: $N_stddev";
$N_smooth //= parameter_info()->[1]->{'default'};
($N_smooth > 0) || croak "Inertia bad N_smooth: $N_smooth";
$N_lsqma //= parameter_info()->[1]->{'default'};
($N_lsqma > 0) || croak "Inertia bad N_lsqma: $N_lsqma";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N_stddev, $N_smooth, $N_lsqma ],
arrays => { values => [] },
array_aliases => { });
}
*fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part;
sub warmup_count {
my ($class_or_self, $N_stddev, $N_smooth, $N_lsqma) = @_;
return (App::Chart::Series::Derived::RVI->warmup_count($N_stddev, $N_smooth)
+ App::Chart::Series::Derived::EPMA->warmup_count($N_lsqma));
}
sub proc {
my ($class_or_self, $N_stddev, $N_smooth, $N_lsqma) = @_;
my $rvi_proc = App::Chart::Series::Derived::RVI->proc($N_stddev, $N_smooth);
my $lsqma_proc = App::Chart::Series::Derived::EPMA->proc($N_lsqma);
return sub {
my $rvi = $rvi_proc->(@_) // return;
return $lsqma_proc->($rvi);
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::Inertia -- relative volatility index
#
# =head1 SYNOPSIS
#
# my $series = $parent->Inertia($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut