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1 | persistable sclass SMAIndicator extends CandleBasedIndicator<Double> {
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2 | // The SMA calculator |
3 | settable SmoothedMovingAverage sma; |
4 | |
5 | // SMA values collected as ticker |
6 | gettable TickerSequence history = new TickerSequence("SMA");
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7 | |
8 | // SMA value |
9 | double value = Double.NaN; |
10 | |
11 | Double value() { ret value; }
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12 | |
13 | *(int *length) {}
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14 | |
15 | {
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16 | length = 7; |
17 | |
18 | onCandleAdded((IVF1<TradingCandle>) candle -> {
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19 | if (sma == null) sma = new SmoothedMovingAverage(length); |
20 | |
21 | sma.add(candle.close()); |
22 | value = sma.complete() ? sma! : Double.NaN; |
23 | if (!isNaN(value)) {
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24 | long time = candle.endTime().toLong(); |
25 | history?.addIfPriceChanged(value, time); |
26 | } |
27 | }); |
28 | } |
29 | |
30 | TickerSequence asTicker(L<TradingCandle> candles) {
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31 | feed(candles); |
32 | ret history; |
33 | } |
34 | |
35 | void reset :: after {
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36 | resetFields(this, "value history"); |
37 | sma?.reset(); |
38 | } |
39 | } |
Began life as a copy of #1036488
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| Snippet ID: | #1036532 |
| Snippet name: | SMAIndicator [smoothed moving average, trading indicator] |
| Eternal ID of this version: | #1036532/5 |
| Text MD5: | 3ac2553d6c3be02a690c7621350cb469 |
| Transpilation MD5: | 6629d1c2f1bf81f80e091c11c086a163 |
| Author: | stefan |
| Category: | javax / trading |
| Type: | JavaX fragment (include) |
| Public (visible to everyone): | Yes |
| Archived (hidden from active list): | No |
| Created/modified: | 2023-01-24 15:02:39 |
| Source code size: | 936 bytes / 39 lines |
| Pitched / IR pitched: | No / No |
| Views / Downloads: | 187 / 1098 |
| Version history: | 4 change(s) |
| Referenced in: | [show references] |