# Copyright 2003, 2004, 2005, 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::QStick;
use 5.010;
use strict;
use warnings;
use Carp;
use Locale::TextDomain 1.17; # for __p()
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::SMA;
use App::Chart::Series::Derived::IMI;
# http://trader.online.pl/MSZ/e-w-Chandes_QStick.html
#
sub longname { __('QStick') }
*shortname = \&longname;
sub manual { __p('manual-node','QStick') }
use constant
{ type => 'indicator',
units => 'percentage',
minimum => 0,
maximum => 100,
hlines => [ 0 ],
parameter_info => [ { name => __('Days'),
key => 'qstick_days',
type => 'integer',
minimum => 1,
default => 8 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "QStick bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
# Return a procedure which calculates an intraday momentum index over an
# accumulated window of $N values.
#
# Each call $proc->($open, $close) enters a new point into the window, and
# the return is the intraday momentum index up to (and including) that
# point. If there's no value the return is undef, which can happen if every
# day has $open==$close.
#
# To prime the window initially, call $proc with $N-1 many points preceding
# the first desired.
#
sub proc {
my ($class_or_self, $N) = @_;
my $sma_proc = App::Chart::Series::Derived::SMA->proc ($N);
return sub {
my ($open, $close) = @_;
if (! defined $open) { return undef; }
return $sma_proc->($close - $open);
};
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
*fill_part = \&App::Chart::Series::Derived::IMI::fill_part;
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::QStick -- QStick indicator
#
# =head1 SYNOPSIS
#
# my $series = $parent->QStick($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut