# 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::VHF;
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::Calculation;
use App::Chart::Series::Derived::SMA;
# http://www.incrediblecharts.com/indicators/vertical_horizontal_filter.php
sub longname { __('VHF - Vertical Horizontal Filter') }
sub shortname { __('VHF') }
sub manual { __p('manual-node','Vertical Horizontal Filter') }
use constant
{ type => 'indicator',
units => 'zero_to_one',
minimum => 0,
maximum => 1,
hlines => [ 0.5 ],
parameter_info => [ { name => __('Days'),
key => 'vhf_days',
type => 'integer',
minimum => 2,
default => 20 }],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "VHF bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
sub proc {
my ($class_or_self, $N) = @_;
if ($N < 2) { return sub{undef}; }
my @values;
my $sum_proc = App::Chart::Series::Calculation->sum ($N-1);
return sub {
my ($value) = @_;
my $abs_diffs = (@values
? $sum_proc->(abs ($value - $values[0]))
: 0);
unshift @values, $value;
if (@values > $N) { pop @values; }
return ($abs_diffs == 0 ? 0.5
: (max(@values) - min(@values)) / $abs_diffs);
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::VHF -- vertical horizontal filter oscillator
#
# =head1 SYNOPSIS
#
# my $series = $parent->VHF($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut