# Copyright 2006, 2007, 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::MASS;
use 5.010;
use strict;
use warnings;
use Carp;
use Locale::TextDomain 1.17; # for __p()
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Calculation;
use App::Chart::Series::Derived::EMA;
use App::Chart::Series::Derived::EMAx2;
use App::Chart::Series::Derived::WilliamsR;
# "The Mass Index", Donald Dorsey, TASC June 1992
#
# http://www.incrediblecharts.com/technical/mass_index.php
#
# http://www.wallstreettape.com/tutorials/ta/c21.asp
# Chartfilter description.
#
sub longname { __('MASS Index') }
sub shortname { __('MASS') }
sub manual { __p('manual-node','MASS Index') }
use constant
{ type => 'indicator',
units => 'MASS',
parameter_info => [ { name => __('EMA days'),
key => 'mass_ema_days',
type => 'integer',
minimum => 1,
default => 9 },
{ name => __('Sum days'),
key => 'mass_sum_days',
type => 'integer',
minimum => 1,
default => 25 }],
};
sub new {
my ($class, $parent, $ema_N, $sum_N) = @_;
### MASS new(): @_
$ema_N //= parameter_info()->[0]->{'default'};
($ema_N > 0) || croak "MASS bad ema_N: $ema_N";
$sum_N //= parameter_info()->[1]->{'default'};
($sum_N > 0) || croak "MASS bad sum_N: $sum_N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $ema_N, $sum_N ],
arrays => { values => [] },
array_aliases => { });
}
sub proc {
my ($class_or_self, $ema_N, $sum_N) = @_;
my $ema_proc = App::Chart::Series::Derived::EMA->proc($ema_N);
my $ema2_proc = App::Chart::Series::Derived::EMA->proc($ema_N);
my $sum_proc = App::Chart::Series::Calculation->sum($sum_N);
return sub {
my ($high, $low, $close) = @_;
my $e = $ema_proc->($high - $low);
my $e2 = $ema2_proc->($e);
return $sum_proc->($e2 == 0 ? 0 : $e / $e2);
};
}
*fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part;
sub warmup_count {
my ($class_or_self, $ema_N, $sum_N) = @_;
return $sum_N - 1
+ App::Chart::Series::Derived::EMAx2->warmup_count ($ema_N);
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::MASS -- Dorsey's MASS index
#
# =head1 SYNOPSIS
#
# my $series = $parent->MASS($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::EMA>
#
# =cut