# Copyright 2006, 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::Ultimate; 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'; use App::Chart::Series::Derived::SMA; use App::Chart::Series::Derived::WilliamsR; # http://www.stockcharts.com/education/IndicatorAnalysis/indic_ultimate.html sub longname { __('Ultimate Oscillator') } sub shortname { __('Ultimate') } sub manual { __p('manual-node','Ultimate Oscillator') } use constant { type => 'indicator', units => 'percentage', minimum => 0, maximum => 100, hlines => [ 30, 50, 70 ], parameter_info => [ { name => __('Days'), key => 'williams_r_days', type => 'integer', minimum => 1, default => 10 } ], }; sub new { my ($class, $parent, $N) = @_; $N //= parameter_info()->[0]->{'default'}; ($N > 0) || croak "Ultimate bad N: $N"; return $class->SUPER::new (parent => $parent, parameters => [ $N ], arrays => { values => [] }, array_aliases => { }); } use constant { N1 => 7, N2 => 14, N3 => 28 }; use constant warmup_count => N3; sub proc { my ($class_or_self) = @_; my $prev_close; my $b1_proc = App::Chart::Series::Derived::SMA->proc (N1); my $t1_proc = App::Chart::Series::Derived::SMA->proc (N1); my $b2_proc = App::Chart::Series::Derived::SMA->proc (N2); my $t2_proc = App::Chart::Series::Derived::SMA->proc (N2); my $b3_proc = App::Chart::Series::Derived::SMA->proc (N3); my $t3_proc = App::Chart::Series::Derived::SMA->proc (N3); return sub { my ($high, $low, $close) = @_; $high //= $close; $low //= $close; # extend to true high/low if (defined $prev_close) { $high = max ($high, $prev_close); $low = min ($low, $prev_close); } $prev_close = $close; my $bp = $close - $low; # buying pressure my $tr = $high - $low; # true range my $b1 = $b1_proc->($bp); my $t1 = $t1_proc->($tr); my $b2 = $b2_proc->($bp); my $t2 = $t2_proc->($tr); my $b3 = $b3_proc->($bp); my $t3 = $t3_proc->($tr); if ($t1 == 0 || $t2 == 0 || $t3 == 0) { return undef; } return 100 * (4*$b1/$t1 + 2*$b2/$t2 + $b3/$t3) / 7; }; } *fill_part = \&App::Chart::Series::Derived::WilliamsR::fill_part; 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Ultimate -- Larry Williams' ultimate oscillator # # =head1 SYNOPSIS # # my $series = $parent->Ultimate($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L<App::Chart::Series> # # =cut