# 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::ParabolicSAR;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use Locale::TextDomain 1.17; # for __p()
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::MFI;
use App::Chart::Series::Derived::TrueRange;
sub longname { __('Parabolic SAR') }
sub shortname { __('SAR') }
sub manual { __p('manual-node','Parabolic SAR') }
use constant
{ type => 'average',
parameter_info => [ { name => __('Initial accel'),
key => 'parabolic_sar_initial_accel',
type => 'float',
decimals => 2,
minimum => 0,
maximum => 1,
default => 0.02,
step => 0.01 },
{ name => __('Max accel'),
key => 'parabolic_sar_max_accel',
type => 'float',
decimals => 2,
minimum => 0,
maximum => 1,
default => 0.2,
step => 0.1 } ],
default_linestyle => 'Stops',
};
sub new {
my ($class, $parent, $initial_accel, $max_accel) = @_;
$initial_accel //= parameter_info()->[0]->{'default'};
# ($initial_accel >= 0) || croak "ParabolicSAR bad initial accel: $initial_accel";
$max_accel //= parameter_info()->[0]->{'default'};
# ($max_accel >= 0) || croak "ParabolicSAR bad max accel: $max_accel";
return $class->SUPER::new
(parent => $parent,
parameters => [ $initial_accel, $max_accel ],
arrays => { values => [] },
hi => $parent->hi + 1,
array_aliases => { values => 'high' });
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my ($initial_accel, $max_accel) = @{$self->{'parameters'}};
my $parent = $self->{'parent'};
$lo = 0;
$hi = $parent->hi;
$parent->fill ($lo, $hi);
my $p = $parent->values_array;
my $ph = $parent->array('highs') || $p;
my $pl = $parent->array('lows') || $p;
my $s = $self->values_array;
$hi = min ($hi, $#$p);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
my ($extreme, $sar, $accel);
my ($rising, $falling, $proc);
my ($high, $low);
$rising = sub {
if ($high > $extreme) {
$extreme = $high;
$accel = min ($max_accel, $accel + $initial_accel);
}
$sar += $accel * ($extreme - $sar);
# if SAR penetrated, reverse
if ($low <= $sar) {
$sar = $extreme;
$extreme = $low;
$accel = $initial_accel;
$proc = $falling;
}
};
$falling = sub {
if ($low < $extreme) {
$extreme = $low;
$accel = min ($max_accel, $accel + $initial_accel);
}
$sar += $accel * ($extreme - $sar);
# if SAR penetrated, reverse
if ($high >= $sar) {
$sar = $extreme;
$extreme = $high;
$accel = $initial_accel;
$proc = $rising;
}
};
$proc = sub {
$extreme = $high;
$accel = $initial_accel;
$sar = $low;
$proc = $rising;
};
foreach my $i ($lo .. $hi) {
my $value = $p->[$i] // next;
$high = $ph->[$i] // $value;
$low = $pl->[$i] // $value;
$proc->($ph->[$i], $pl->[$i], $value);
$s->[$i] = $sar;
}
# prospective stop one beyond parent series
$sar += $accel * ($extreme - $sar);
$s->[$hi+1] = $sar;
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::ParabolicSAR -- parabolic stop and reverse
#
# =head1 SYNOPSIS
#
# my $series = $parent->ParabolicSAR($initial_accel, $max_accel);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut