Package trade.invision.indicators.indicators.ma.lsma

Class LeastSquaresMovingAverage

java.lang.Object

trade.invision.indicators.indicators.Indicator<Num>

trade.invision.indicators.indicators.ma.lsma.LeastSquaresMovingAverage

public class LeastSquaresMovingAverage
extends Indicator<Num>

LeastSquaresMovingAverage is a Num Indicator to provide a Least Squares Moving Average (LSMA) over a length of values. Also known as the Time Series Moving Average (TSMA). This Indicator yields LinearRegressionResultType.Y from LinearRegression.

See Also:

• FM Labs

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	LeastSquaresMovingAverage(Indicator<Num> indicator, int length)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static LeastSquaresMovingAverage	leastSquaresMovingAverage(Indicator<Num> indicator, int length)	Gets a LeastSquaresMovingAverage.
static LeastSquaresMovingAverage	lsma(Indicator<Num> indicator, int length)

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

LeastSquaresMovingAverage

protected LeastSquaresMovingAverage(Indicator<Num> indicator,
 int length)

Method Details

lsma

public static LeastSquaresMovingAverage lsma(Indicator<Num> indicator,
 int length)

See Also:

• leastSquaresMovingAverage(Indicator, int)

leastSquaresMovingAverage

public static LeastSquaresMovingAverage leastSquaresMovingAverage(Indicator<Num> indicator,
 int length)

Gets a LeastSquaresMovingAverage.

Parameters:

indicator - the Indicator

length - the number of values to look back at

calculate

protected Num calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Num>

Parameters:

index - the index

Returns:

the result (never null)