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1 | persistable sclass ROCIndicator extends CandleBasedIndicator<Double> {
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2 | // ROC values collected as ticker |
3 | gettable TickerSequence rocHistory = new TickerSequence("ROC");
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4 | |
5 | // ATR value |
6 | settable double roc = Double.NaN; |
7 | |
8 | Double value() { ret roc(); }
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9 | |
10 | *(int *length) {}
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11 | |
12 | {
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13 | length = 10; |
14 | |
15 | onCandleAdded((IVF1<TradingCandle>) candle -> {
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16 | if (l(candles()) >= length) {
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17 | roc(asPercentIncrease(candle.close(), candles().first().close())); |
18 | |
19 | long time = candle.endTime().toLong(); |
20 | rocHistory?.addIfPriceChanged(roc, time); |
21 | } |
22 | }); |
23 | } |
24 | |
25 | TickerSequence asTicker(L<TradingCandle> candles) {
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26 | feed(candles); |
27 | ret rocHistory; |
28 | } |
29 | |
30 | void reset :: after {
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31 | resetFields(this, "roc rocHistory"); |
32 | } |
33 | } |
Began life as a copy of #1036469
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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: | 82 / 124 |
| Version history: | 3 change(s) |
| Referenced in: | [show references] |