# 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::TrueRange;
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';
sub longname { __('True Range') }
sub shortname { __('TR') }
sub manual { __p('manual-node','True Range') }
use constant
{ type => 'indicator',
priority => -1000,
minimum => 0,
parameter_info => [ ],
};
sub new {
my ($class, $parent) = @_;
return $class->SUPER::new
(parent => $parent,
parameters => [ ],
arrays => { values => [] },
array_aliases => { });
}
# proc() returns a procedure which calculates the "true range" for
# successive days.
#
# Each call $proc->($high, $low, $close) enters a new day into the window,
# and the return is the true range for that day. The first call is just the
# difference $high-$low as there's no previous close yet. Prime by calling
# with one day before the desired.
#
# $high and/or $low can be undef in each call, in which case the $close is
# used. $close cannot be undef. If $high and $low are always undef then
# the true range is just close-to-close changes (as positive values).
#
sub proc {
my $prev_close;
return sub {
my ($high, $low, $close) = @_;
$high //= $close;
$low //= $close;
if (defined $prev_close) {
$high = max ($high, $prev_close);
$low = min ($low, $prev_close);
}
$prev_close = $close;
return $high - $low;
};
}
use constant warmup_count => 1;
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::TrueRange -- true range
#
# =head1 SYNOPSIS
#
# my $series = $parent->TrueRange();
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::ATR>
#
# =cut