# 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::StochRSI;
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::RSI;
use App::Chart::Series::Derived::WilliamsR;
# http://www.stockcharts.com/education/IndicatorAnalysis/indic_stochRSI.html
# Numerical examples, graph of DELL checked against the code here.
#
sub longname { __('Stochastic RSI') }
sub shortname { __('Stoch RSI') }
sub manual { __p('manual-node','Stochastic RSI') }
use constant
{ type => 'indicator',
units => 'zero_to_one',
minimum => 0,
maximum => 1,
hlines => [ .20, .50, .80 ],
parameter_info => [ { name => __('Days'),
key => 'stoch_rsi_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 "StochRSI bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub warmup_count {
my ($class_or_self, $N) = @_;
return (App::Chart::Series::Derived::WilliamsR->warmup_count($N)
+ App::Chart::Series::Derived::RSI->warmup_count($N));
}
sub proc {
my ($class_or_self, $N) = @_;
my $rsi_proc = App::Chart::Series::Derived::RSI->proc ($N);
my $WR_proc = App::Chart::Series::Derived::WilliamsR->proc ($N);
return sub {
my ($value) = @_;
my $rsi = $rsi_proc->($value) // return undef;
my $WR = $WR_proc->(undef, undef, $rsi);
return 1 + $WR*0.01;
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::StochRSI -- stochastic relative strength index
#
# =head1 SYNOPSIS
#
# my $series = $parent->StochRSI($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::RSI>
#
# =cut