Package trade.invision.indicators.indicators.statistical

Class StandardScore

java.lang.Object

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

trade.invision.indicators.indicators.statistical.StandardScore

public class StandardScore
extends Indicator<Num>

StandardScore is a Num Indicator to provide the statistical standard score (z-score) over a length of values.

See Also:

• Wikipedia

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	StandardScore(Indicator<Num> indicator, int length, boolean unbiased)

Method Summary

Modifier and Type	Method	Description
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.
static StandardScore	standardScore(Indicator<Num> indicator, int length, boolean unbiased)	Gets a StandardScore.
static StandardScore	zScore(Indicator<Num> indicator, int length, boolean unbiased)

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

StandardScore

protected StandardScore(Indicator<Num> indicator,
 int length,
 boolean unbiased)

Method Details

zScore

public static StandardScore zScore(Indicator<Num> indicator,
 int length,
 boolean unbiased)

See Also:

• standardScore(Indicator, int, boolean)

standardScore

public static StandardScore standardScore(Indicator<Num> indicator,
 int length,
 boolean unbiased)

Gets a StandardScore.

Parameters:

indicator - the Indicator

length - the number of values to look back at

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

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)