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< > BotCompany Repo | #1036488 // ROCIndicator [rate of change, trading indicator]

JavaX fragment (include) [tags: use-pretranspiled]

Libraryless. Click here for Pure Java version (17534L/101K).

persistable sclass ROCIndicator extends CandleBasedIndicator<Double> {
  // ROC values collected as ticker
  gettable TickerSequence rocHistory = new TickerSequence("ROC");
  
  // ATR value
  settable double roc = Double.NaN;

  Double value() { ret roc(); }
  
  *(int *length) {}

  {
    length = 10;
    
    onCandleAdded((IVF1<TradingCandle>) candle -> {
      if (l(candles()) >= length) {
        roc(asPercentIncrease(candle.close(), candles().first().close()));

        long time = candle.endTime().toLong();
        rocHistory?.addIfPriceChanged(roc, time);
      }
    });
  }
  
  TickerSequence asTicker(L<TradingCandle> candles) {
    feed(candles);
    ret rocHistory;
  }
  
  void reset :: after {
    resetFields(this, "roc rocHistory");
  }
}

Author comment

Began life as a copy of #1036469

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Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

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Snippet ID: #1036488
Snippet name: ROCIndicator [rate of change, trading indicator]
Eternal ID of this version: #1036488/4
Text MD5: c5780c08f7a0f075a0b4fea2727761f1
Transpilation MD5: 359dec07458f89292ac74027da45b530
Author: stefan
Category: javax / trading
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2022-12-18 03:41:52
Source code size: 796 bytes / 33 lines
Pitched / IR pitched: No / No
Views / Downloads: 150 / 220
Version history: 3 change(s)
Referenced in: [show references]