# Copyright 2008, 2009, 2010, 2011 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::HullMA;
use 5.010;
use strict;
use warnings;
use Carp;
use Locale::TextDomain 1.17; # for __p()
use Locale::TextDomain ('App-Chart');
use Math::Trig ();
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::WMA;
# http://www.alanhull.com/
# http://www.alanhull.com.au/
# http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm
# Alan Hull's explanation and formula, samples of BHP Billiton (symbol
# BHP.AX) weekly 2001-2004.
#
# Old link: http://www.alanhull.com.au/hma/hma.html
#
sub longname { __('Hull MA') }
*shortname = \&longname;
sub manual { __p('manual-node','Hull Moving Average') }
use constant
{ type => 'average',
parameter_info => [ { name => __('Days'),
key => 'hull_ma_days',
type => 'integer',
minimum => 1,
default => 20 } ],
};
sub new {
my ($class, $parent, $N) = @_;
### HullMA new(): $N
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "HullMA bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub warmup_count {
my ($self_or_class, $N) = @_;
my $NS = int(sqrt($N));
return (App::Chart::Series::Derived::WMA->warmup_count($N)
+ App::Chart::Series::Derived::WMA->warmup_count($NS));
}
sub proc {
my ($self, $N) = @_;
my $N2 = int($N/2);
my $NS = int(sqrt($N));
my $wma_N_proc = App::Chart::Series::Derived::WMA->proc($N);
my $wma_N2_proc = App::Chart::Series::Derived::WMA->proc($N2);
my $wma_NS_proc = App::Chart::Series::Derived::WMA->proc($NS);
return sub {
my ($value) = @_;
return $wma_NS_proc->(2 * $wma_N2_proc->($value) - $wma_N_proc->($value));
};
}
sub FIXME_weights {
my ($N) = @_;
my @N_weights = reverse 1 .. $N;
my $N_total = List::Util::sum (@N_weights);
foreach (@N_weights) { $_ /= $N_total }
my @N2_weights = reverse 1 .. int($N/2);
my $N2_total = List::Util::sum (@N2_weights);
foreach (@N_weights) { $_ /= $N2_total }
for (my $i = 0; $i < @N2_weights; $i++) {
$N_weights[$i] -= $N2_weights[$i];
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::HullMA -- Hull moving average
#
# =head1 SYNOPSIS
#
# my $series = $parent->HullMA($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::WMA>
#
# =cut