Package trade.invision.indicators.indicators.convergencedivergence

Class ComplexConvergenceDivergence

java.lang.Object

trade.invision.indicators.indicators.Indicator<Boolean>

trade.invision.indicators.indicators.convergencedivergence.ComplexConvergenceDivergence

public class ComplexConvergenceDivergence
extends Indicator<Boolean>

ComplexConvergenceDivergence is a Boolean Indicator to test whether two Num Indicators converge or diverge over a length of values. "Complex" convergence-divergence uses an advanced evaluation technique that tests if the correlation (using the correlation coefficient) and the slope (using the linear regression model) of values in a timeframe that align with the given convergence-divergence type are above the given thresholds. This requires more computational power than the "simple" convergence-divergence technique. Internally, this uses the CorrelationCoefficient and the LinearRegression.

See Also:

• Investopedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ComplexConvergenceDivergence(Indicator<Num> first, Indicator<Num> second, ConvergenceDivergenceType type, int length, Num correlationThreshold, Num slopeThreshold, boolean unbiased)

Method Summary

Modifier and Type	Method	Description
protected Boolean	calculate(long index)	Performs the calculation of this Indicator at the given index.
static ComplexConvergenceDivergence	complexConvergenceDivergence(Indicator<Num> first, Indicator<Num> second, ConvergenceDivergenceType type, int length, Num correlationThreshold, Num slopeThreshold, boolean unbiased)	Gets a ComplexConvergenceDivergence.

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ComplexConvergenceDivergence

protected ComplexConvergenceDivergence(Indicator<Num> first,
 Indicator<Num> second,
 ConvergenceDivergenceType type,
 int length,
 Num correlationThreshold,
 Num slopeThreshold,
 boolean unbiased)

Method Details

complexConvergenceDivergence

public static ComplexConvergenceDivergence complexConvergenceDivergence(Indicator<Num> first,
 Indicator<Num> second,
 ConvergenceDivergenceType type,
 int length,
 Num correlationThreshold,
 Num slopeThreshold,
 boolean unbiased)

Gets a ComplexConvergenceDivergence.

Parameters:

first - the first Indicator

second - the second Indicator

type - the ConvergenceDivergenceType

length - the number of values to look back at

correlationThreshold - the correlation threshold. Must be between zero and one. Zero to disable.

slopeThreshold - the slope threshold. Must be between zero and one. Zero to disable.

unbiased - true to use n - 1 (unbiased) for the divisor in the correlation coefficient calculation, false to use n (biased)

calculate

protected Boolean calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Boolean>

Parameters:

index - the index

Returns:

the result (never null)