# Copyright 2007, 2009, 2010 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::Trendscore; use 5.010; use strict; use warnings; use Carp; use List::Util qw(min max); use Locale::TextDomain ('App-Chart'); use base 'App::Chart::Series::Indicator'; # http://trader.online.pl/MSZ/e-w-Chandes_Trendscore.html # Formula, sample on polish WIG20 from 2000. # # http://www.biz-analyst.com/library/stocks_commodities_trend.pdf [gone] # Tushar Chande, "Rating Trend Strength", TASC V.11:9 September 1993, # reproduced in a collection of trend related TASC articles. # (Apparently http://store.traders.com/trarpap.html) # sub longname { __('Trendscore') } *shortname = \&longname; sub manual { __p('manual-node','Trendscore') } use constant { type => 'indicator', hlines => [ 0 ], minimum => -10, maximum => 10, }; sub new { my ($class, $parent) = @_; ### Trendscore new(): "@_" return $class->SUPER::new (parent => $parent, arrays => { values => [] }, array_aliases => { }); } use constant _KEEP => 21; sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $start = $parent->find_before ($lo, _KEEP - 1); $parent->fill ($start, $hi); my $p = $parent->values_array; # parent my $s = $self->values_array; # self $hi = min ($hi, $#$p); if ($#$s < $hi) { $#$s = $hi; } # pre-extend # @a is current points accumulated, or undef in empty positions. # $a[0] is the newest point. # my @a; foreach my $i ($start .. $lo-1) { my $value = $p->[$i] // next; unshift @a, $value; } foreach my $i ($lo .. $hi) { my $value = $p->[$i] // next; unshift @a, $value; if (@a > _KEEP) { pop @a; } # $a[0] is today, $a[1] is 1 day ago; look at 11 through 20 days ago if (11 < @a) { my $total = 0; for (my $i = 11; $i < @a; $i++) { $total += ($value >= $a[$i] ? 1 : -1); } $s->[$i] = $total; } } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Trendscore -- trendscore indicator # # =head1 SYNOPSIS # # my $series = $parent->Trendscore(); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L<App::Chart::Series> # # =cut