Package trade.invision.indicators.indicators

Class Indicator<T>

java.lang.Object

trade.invision.indicators.indicators.Indicator<T>

Type Parameters:

T - the immutable type

Direct Known Subclasses:

AbstractDrawupDrawdown, AccelerationDeceleration, AverageTrueRange, BarDuration, BinaryOperation, BollingerBands, CachelessIndicator, CachingIndicator, ChaikinMoneyFlow, ChaikinOscillator, ChandeMomentumOscillator, CloseLocationValue, CommodityChannelIndex, ComplexConvergenceDivergence, ContainsInstant, CorrelationCoefficient, Covariance, Crossed, CrossedUp, CumulativeProduct, CumulativeSum, DateTimeField, DirectionalMoneyFlow, DoubleExponentialMovingAverage, DurationBetween, EpochOffset, GrowthRate, Hl2, Hlc3, HullMovingAverage, IntradayIntensityIndex, LeastSquaresMovingAverage, LinearlyWeightedMovingAverage, LinearRegression, LocalBearishPercentage, LocalBullishPercentage, LocalFallingPercentage, LocalMaximum, LocalMinimum, LocalRisingPercentage, MeanDeviation, MoneyFlow, MoneyFlowIndex, MovingAverageConvergenceDivergence, MovingAverageDistanceDifference, MovingAverageDistancePercentage, MovingVolumeWeightedAveragePrice, OffsetBy, Ohlc4, Overlaps, PercentagePriceOscillator, PredictiveLeastSquaresMovingAverage, PreviousDifference, PreviousRatio, RealBody, RelativeStrengthIndex, RelativeVolume, RelativeVolumeStandardDeviation, RootMeanSquare, SimpleConvergenceDivergence, SimpleMovingAverage, StandardDeviation, StandardError, StandardScore, StochasticRelativeStrengthIndex, TernaryOperation, TimeSegmentedVolume, TradeAmount, TradeSize, TripleExponentialMovingAverage, TrueRange, TruncateTo, UlcerIndex, UnaryOperation, Variance, VolumeWeightedAveragePrice, WeightedMovingAverage, WilliamsPercentRange, WithDateTimeField

public abstract class Indicator<T>
extends Object

Indicator is an abstract class for performing calculations on a Series or another Indicator, with optional result caching (disabled by default). An Indicator will implement some formula/algorithm and provide the result of the calculation at a given index. Calculated values should be of an immutable type. This class is not thread-safe.

See Also:

• Investopedia

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected final class	Indicator.CacheSeries

Field Summary

Fields

Modifier and Type	Field	Description
protected long	cachedAddCallCount
protected long	cachedIndex
protected T	cachedValue
protected Indicator<T>.@Nullable CacheSeries	cacheSeries
protected final int	minimumStableIndex	The minimum index (inclusive) that this Indicator will start to perform calculations correctly at.
protected final Series<?>	series	The Series this Indicator may use in calculations.

Constructor Summary

Constructors

Constructor	Description
Indicator(Series<?> series, int minimumStableIndex)	Instantiates a new Indicator.

Method Summary

Modifier and Type	Method	Description
<A extends Indicator<T>> A	caching()	Permanently enables caching of this Indicator's calculated values in order to optimize getValue(long) for non-ending indices.
protected abstract T	calculate(long index)	Performs the calculation of this Indicator at the given index.
int	getMinimumStableIndex()	The minimum index (inclusive) that this Indicator will start to perform calculations correctly at.
Series<?>	getSeries()	The Series this Indicator may use in calculations.
T	getValue(long index)	Computes the value of this Indicator at the given index.
boolean	isCaching()
protected Num	numOf(Number number)	Convenience method for getSeries() Series.getNumFactory() NumFactory.of(Number).
protected Num	numOf(String string)	Convenience method for getSeries() Series.getNumFactory() NumFactory.of(String).
protected Num	numOf(BigDecimal bigDecimal)	Convenience method for getSeries() Series.getNumFactory() NumFactory.of(BigDecimal).
protected Num	numOf(Num num)	Convenience method for getSeries() Series.getNumFactory() NumFactory.of(Num).
protected Num	numOfEight()	Convenience method for getSeries() Series.getNumFactory() NumFactory.eight().
protected Num	numOfFive()	Convenience method for getSeries() Series.getNumFactory() NumFactory.five().
protected Num	numOfFour()	Convenience method for getSeries() Series.getNumFactory() NumFactory.four().
protected Num	numOfHalf()	Convenience method for getSeries() Series.getNumFactory() NumFactory.half().
protected Num	numOfHundred()	Convenience method for getSeries() Series.getNumFactory() NumFactory.hundred().
protected Num	numOfHundredth()	Convenience method for getSeries() Series.getNumFactory() NumFactory.hundredth().
protected Num	numOfNegativeOne()	Convenience method for getSeries() Series.getNumFactory() NumFactory.negativeOne().
protected Num	numOfNine()	Convenience method for getSeries() Series.getNumFactory() NumFactory.nine().
protected Num	numOfOne()	Convenience method for getSeries() Series.getNumFactory() NumFactory.one().
protected Num	numOfSeven()	Convenience method for getSeries() Series.getNumFactory() NumFactory.seven().
protected Num	numOfSix()	Convenience method for getSeries() Series.getNumFactory() NumFactory.six().
protected Num	numOfTen()	Convenience method for getSeries() Series.getNumFactory() NumFactory.ten().
protected Num	numOfTenth()	Convenience method for getSeries() Series.getNumFactory() NumFactory.tenth().
protected Num	numOfThousand()	Convenience method for getSeries() Series.getNumFactory() NumFactory.thousand().
protected Num	numOfThousandth()	Convenience method for getSeries() Series.getNumFactory() NumFactory.thousandth().
protected Num	numOfThree()	Convenience method for getSeries() Series.getNumFactory() NumFactory.three().
protected Num	numOfTwo()	Convenience method for getSeries() Series.getNumFactory() NumFactory.two().
protected Num	numOfZero()	Convenience method for getSeries() Series.getNumFactory() NumFactory.zero().
protected void	purgeCache()	If isCaching() is true, purges the cache by resetting cacheSeries.

Methods inherited from class java.lang.Object

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

Field Details

series

protected final Series<?> series

The Series this Indicator may use in calculations.

minimumStableIndex

protected final int minimumStableIndex

The minimum index (inclusive) that this Indicator will start to perform calculations correctly at.

cacheSeries

@Nullable
protected Indicator<T>.@Nullable CacheSeries cacheSeries

cachedIndex

protected long cachedIndex

cachedValue

@Nullable
protected T cachedValue

cachedAddCallCount

protected long cachedAddCallCount

Constructor Details

Indicator

public Indicator(Series<?> series,
 int minimumStableIndex)

Instantiates a new Indicator.

Parameters:

series - the getSeries()

minimumStableIndex - the getMinimumStableIndex()

Method Details

calculate

protected abstract T calculate(long index)

Performs the calculation of this Indicator at the given index.

Parameters:

index - the index

Returns:

the result (never null)

getValue

public T getValue(long index)

Computes the value of this Indicator at the given index. Regardless of isCaching(), if getSeries() has not been modified since the previous method call was invoked with the same index as the current method call, then this Indicator does not recalculate the value for index and a cached value is returned. If isCaching() is true, then the cached value for index is returned if it has been previously calculated, except if index is equal to getSeries() Series.getEndIndex() and getSeries() has changed, then the value is recalculated and the cache is updated. If index is greater than getSeries() Series.getEndIndex(), then the calculation is attempted, but may throw an IndexOutOfBoundsException. If index is less than getSeries() Series.getStartIndex(), then 0 is used to avoid calculating on a value that has already been removed from getSeries() and to use this Indicator's default first value so that a StackOverflowError is avoided in recursive calculations.

Parameters:

index - the index

Returns:

the result (never null)

See Also:

• caching()

caching

public <A extends Indicator<T>> A caching()

Permanently enables caching of this Indicator's calculated values in order to optimize getValue(long) for non-ending indices. The cache should be enabled when consumers of this Indicator use the calculated values of non-ending indices, as opposed to only using the calculated value of the end index (e.g. Series.getEndIndex()). The cache size is equal to getSeries() Series.getMaximumLength().

Returns:

this Indicator, for method chaining

See Also:

• getValue(long)

purgeCache

protected void purgeCache()

If isCaching() is true, purges the cache by resetting cacheSeries.

See Also:

• caching()

isCaching

public boolean isCaching()

Returns:

true if this Indicator has caching enabled, false otherwise

See Also:

• caching()

numOf

protected Num numOf(Number number)

Convenience method for getSeries() Series.getNumFactory() NumFactory.of(Number).

numOf

protected Num numOf(BigDecimal bigDecimal)

Convenience method for getSeries() Series.getNumFactory() NumFactory.of(BigDecimal).

numOf

protected Num numOf(String string)

Convenience method for getSeries() Series.getNumFactory() NumFactory.of(String).

numOf

protected Num numOf(Num num)

Convenience method for getSeries() Series.getNumFactory() NumFactory.of(Num).

numOfNegativeOne

protected Num numOfNegativeOne()

Convenience method for getSeries() Series.getNumFactory() NumFactory.negativeOne().

numOfZero

protected Num numOfZero()

Convenience method for getSeries() Series.getNumFactory() NumFactory.zero().

numOfOne

protected Num numOfOne()

Convenience method for getSeries() Series.getNumFactory() NumFactory.one().

numOfTwo

protected Num numOfTwo()

Convenience method for getSeries() Series.getNumFactory() NumFactory.two().

numOfThree

protected Num numOfThree()

Convenience method for getSeries() Series.getNumFactory() NumFactory.three().

numOfFour

protected Num numOfFour()

Convenience method for getSeries() Series.getNumFactory() NumFactory.four().

numOfFive

protected Num numOfFive()

Convenience method for getSeries() Series.getNumFactory() NumFactory.five().

numOfSix

protected Num numOfSix()

Convenience method for getSeries() Series.getNumFactory() NumFactory.six().

numOfSeven

protected Num numOfSeven()

Convenience method for getSeries() Series.getNumFactory() NumFactory.seven().

numOfEight

protected Num numOfEight()

Convenience method for getSeries() Series.getNumFactory() NumFactory.eight().

numOfNine

protected Num numOfNine()

Convenience method for getSeries() Series.getNumFactory() NumFactory.nine().

numOfTen

protected Num numOfTen()

Convenience method for getSeries() Series.getNumFactory() NumFactory.ten().

numOfHundred

protected Num numOfHundred()

Convenience method for getSeries() Series.getNumFactory() NumFactory.hundred().

numOfThousand

protected Num numOfThousand()

Convenience method for getSeries() Series.getNumFactory() NumFactory.thousand().

numOfTenth

protected Num numOfTenth()

Convenience method for getSeries() Series.getNumFactory() NumFactory.tenth().

numOfHundredth

protected Num numOfHundredth()

Convenience method for getSeries() Series.getNumFactory() NumFactory.hundredth().

numOfThousandth

protected Num numOfThousandth()

Convenience method for getSeries() Series.getNumFactory() NumFactory.thousandth().

numOfHalf

protected Num numOfHalf()

Convenience method for getSeries() Series.getNumFactory() NumFactory.half().

getSeries

public Series<?> getSeries()

The Series this Indicator may use in calculations.

getMinimumStableIndex

public int getMinimumStableIndex()

The minimum index (inclusive) that this Indicator will start to perform calculations correctly at.