# 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::ADX;
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::DMI;
use App::Chart::Series::Derived::WilliamsR;
# http://www.stockcharts.com/education/IndicatorAnalysis/indic_ADX.html
sub longname { __('ADX - Average Directional Index') }
sub shortname { __('ADX') }
sub manual { __p('manual-node','Average Directional Index') }
use constant
{ type => 'indicator',
units => 'percentage',
minimum => 0,
maximum => 100,
};
sub parameter_info {
return [ { name => __('Days'),
key => 'adx_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 "ADX bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] });
}
*warmup_count = \&App::Chart::Series::Derived::ATR::warmup_count; # EMA(W)+1
*fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part;
sub proc {
my ($class_or_self, $N) = @_;
my $dmi_proc = App::Chart::Series::Derived::DMI->proc($N);
return sub {
my ($high, $low, $close) = @_;
my ($di_plus, $di_minus) = $dmi_proc->($high, $low);
if (! defined $di_plus) { return; }
my $sum = $di_plus + $di_minus;
return ($sum == 0 ? 0 : 100 * abs($di_plus-$di_minus) / $sum);
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::ADX -- average directional index
#
# =head1 SYNOPSIS
#
# my $series = $parent->ADX($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut