Examples with Decimal org.ta4j.core.Decimal used on opensource projects

Example 51 with Decimal

use of org.ta4j.core.Decimal in project ta4j by ta4j.

the class WMAIndicatorTest method wmaWithTimeFrameGreaterThanSeriesSize.

@Test
public void wmaWithTimeFrameGreaterThanSeriesSize() {
    MockTimeSeries series = new MockTimeSeries(1d, 2d, 3d, 4d, 5d, 6d);
    Indicator<Decimal> close = new ClosePriceIndicator(series);
    Indicator<Decimal> wmaIndicator = new WMAIndicator(close, 55);
    assertDecimalEquals(wmaIndicator.getValue(0), 1);
    assertDecimalEquals(wmaIndicator.getValue(1), 1.6667);
    assertDecimalEquals(wmaIndicator.getValue(2), 2.3333);
    assertDecimalEquals(wmaIndicator.getValue(3), 3);
    assertDecimalEquals(wmaIndicator.getValue(4), 3.6666);
    assertDecimalEquals(wmaIndicator.getValue(5), 4.3333);
}

Example 52 with Decimal

use of org.ta4j.core.Decimal in project crypto-bot by jnidzwetzki.

the class EMABot method closeOrder.

/**
 * Execute a new close order
 * @param symbol
 * @param endIndex
 * @throws APIException
 */
private void closeOrder(final BitfinexCurrencyPair symbol, final int endIndex) {
    final Decimal lastClosePrice = timeSeries.get(symbol).getLastBar().getClosePrice();
    final Trade openTrade = getOpenTrade(symbol);
    if (openTrade == null) {
        logger.error("Unable to close a trade, there is no trade open");
        return;
    }
    openTrade.setExpectedPriceClose(lastClosePrice.doubleValue());
    orderManager.closeTrade(openTrade);
}

Example 53 with Decimal

use of org.ta4j.core.Decimal in project crypto-bot by jnidzwetzki.

the class TradeExecutor method closeTrade.

private void closeTrade(final int i) {
    final Decimal priceOut = timeSeries.getBar(i).getOpenPrice();
    final Decimal priceIn = timeSeries.getBar(openBarIndex).getOpenPrice();
    final double positionValue = priceOut.doubleValue() * openContracts;
    calculateFees(positionValue);
    double pl = priceOut.minus(priceIn).doubleValue() * openContracts;
    // Hard stop loss
    if (pl < portfolioValue * STOP_LOSS) {
        executedStopLoss++;
        pl = portfolioValue * STOP_LOSS;
    }
    portfolioValue = portfolioValue + pl;
    if (pl < 0) {
        maxLoose = Math.min(maxLoose, pl);
        looser++;
        looserInARow++;
    } else {
        maxWin = Math.max(maxWin, pl);
        winner++;
        looserInARowList.add(looserInARow);
        looserInARow = 0;
    }
    openContracts = 0;
    openBarIndex = -1;
}

Example 54 with Decimal

use of org.ta4j.core.Decimal in project crypto-bot by jnidzwetzki.

the class DonchianChannelLower method calculate.

@Override
protected Decimal calculate(int index) {
    int startIndex = Math.max(0, index - timeFrame + 1);
    Decimal result = indicator.getValue(index);
    for (int pos = startIndex; pos <= index; pos++) {
        final Decimal value = indicator.getValue(pos);
        if (value.isLessThanOrEqual(result)) {
            result = value;
        }
    }
    return result;
}

Example 55 with Decimal

use of org.ta4j.core.Decimal in project ta4j by ta4j.

the class ParabolicSarIndicator method calculate.

@Override
protected Decimal calculate(int index) {
    Decimal sar = Decimal.NaN;
    if (index == series.getBeginIndex()) {
        // no trend detection possible for the first value
        return sar;
    } else if (index == series.getBeginIndex() + 1) {
        // start trend detection
        currentTrend = series.getBar(series.getBeginIndex()).getClosePrice().isLessThan(series.getBar(index).getClosePrice());
        if (!currentTrend) {
            // down trend
            // put sar on max price of candlestick
            sar = maxPriceIndicator.getValue(index);
            currentExtremePoint = sar;
            minMaxExtremePoint = currentExtremePoint;
        } else {
            // up trend
            // put sar on min price of candlestick
            sar = minPriceIndicator.getValue(index);
            currentExtremePoint = sar;
            minMaxExtremePoint = currentExtremePoint;
        }
        return sar;
    }
    Decimal priorSar = getValue(index - 1);
    if (currentTrend) {
        // if up trend
        sar = priorSar.plus(accelerationFactor.multipliedBy((currentExtremePoint.minus(priorSar))));
        currentTrend = minPriceIndicator.getValue(index).isGreaterThan(sar);
        if (!currentTrend) {
            // check if sar touches the min price
            // sar starts at the highest extreme point of previous up trend
            sar = minMaxExtremePoint;
            // switch to down trend and reset values
            currentTrend = false;
            startTrendIndex = index;
            accelerationFactor = accelarationStart;
            // put point on max
            currentExtremePoint = series.getBar(index).getMinPrice();
            minMaxExtremePoint = currentExtremePoint;
        } else {
            // up trend is going on
            currentExtremePoint = new HighestValueIndicator(maxPriceIndicator, index - startTrendIndex).getValue(index);
            if (currentExtremePoint.isGreaterThan(minMaxExtremePoint)) {
                incrementAcceleration();
                minMaxExtremePoint = currentExtremePoint;
            }
        }
    } else {
        // downtrend
        sar = priorSar.minus(accelerationFactor.multipliedBy(((priorSar.minus(currentExtremePoint)))));
        currentTrend = maxPriceIndicator.getValue(index).isGreaterThanOrEqual(sar);
        if (currentTrend) {
            // check if switch to up trend
            // sar starts at the lowest extreme point of previous down trend
            sar = minMaxExtremePoint;
            accelerationFactor = accelarationStart;
            startTrendIndex = index;
            currentExtremePoint = series.getBar(index).getMaxPrice();
            minMaxExtremePoint = currentExtremePoint;
        } else {
            // down trend io going on
            currentExtremePoint = new LowestValueIndicator(minPriceIndicator, index - startTrendIndex).getValue(index);
            if (currentExtremePoint.isLessThan(minMaxExtremePoint)) {
                incrementAcceleration();
                minMaxExtremePoint = currentExtremePoint;
            }
        }
    }
    return sar;
}