Examples with ClosePriceIndicator org.ta4j.core.indicators.helpers.ClosePriceIndicator used on opensource projects

Example 1 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project crypto-bot by jnidzwetzki.

the class Chart method showChart.

public void showChart() {
    /**
     * Building chart datasets
     */
    TimeSeriesCollection dataset = new TimeSeriesCollection();
    dataset.addSeries(buildChartTimeSeries(timeSeries, new ClosePriceIndicator(timeSeries), symbol));
    dataset.addSeries(buildChartTimeSeries(timeSeries, new EMAIndicator(new ClosePriceIndicator(timeSeries), 5), "EMA5"));
    dataset.addSeries(buildChartTimeSeries(timeSeries, new EMAIndicator(new ClosePriceIndicator(timeSeries), 10), "EMA10"));
    dataset.addSeries(buildChartTimeSeries(timeSeries, new EMAIndicator(new ClosePriceIndicator(timeSeries), 40), "EMA40"));
    /**
     * Creating the chart
     */
    JFreeChart chart = // title
    ChartFactory.createTimeSeriesChart(// title
    "BTC", // x-axis label
    "Date", // y-axis label
    "Price", // data
    dataset, // create legend?
    true, // generate tooltips?
    true, // generate URLs?
    false);
    XYPlot plot = (XYPlot) chart.getPlot();
    DateAxis axis = (DateAxis) plot.getDomainAxis();
    axis.setDateFormatOverride(new SimpleDateFormat("MM-dd-yyyy HH:mm"));
    addBuySellSignals(timeSeries, strategy, plot);
    displayChart(chart);
}

Example 2 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project crypto-bot by jnidzwetzki.

the class BBreakoutStrategy method getStrategy.

public Strategy getStrategy() {
    final ClosePriceIndicator closePrice = new ClosePriceIndicator(timeSeries);
    final SMAIndicator sma = new SMAIndicator(closePrice, bbPeriod);
    final BollingerBandsMiddleIndicator bbmiddle = new BollingerBandsMiddleIndicator(sma);
    final StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, bbPeriod);
    final BollingerBandsUpperIndicator bbup = new BollingerBandsUpperIndicator(bbmiddle, sd, Decimal.valueOf(deviationUp));
    final BollingerBandsUpperIndicator bbdown = new BollingerBandsUpperIndicator(bbmiddle, sd, Decimal.valueOf(deviationDown));
    final Rule buyingRule = new UnderIndicatorRule(closePrice, bbdown);
    final Rule sellingRule = new OverIndicatorRule(closePrice, bbup).or(new StopLossRule(closePrice, Decimal.valueOf(2)));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 3 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project crypto-bot by jnidzwetzki.

the class EMAStrategy03 method getStrategy.

public Strategy getStrategy() {
    ClosePriceIndicator closePrice = new ClosePriceIndicator(timeSeries);
    EMAIndicator sma1 = new EMAIndicator(closePrice, sma1Value);
    EMAIndicator sma2 = new EMAIndicator(closePrice, sma2Value);
    EMAIndicator sma3 = new EMAIndicator(closePrice, sma3Value);
    RSIIndicator rsi = new RSIIndicator(closePrice, 14);
    Rule buyingRule = new OverIndicatorRule(sma1, sma2).and(new OverIndicatorRule(sma2, sma3)).and(new OverIndicatorRule(rsi, Decimal.valueOf(50)));
    Rule sellingRule = new CrossedDownIndicatorRule(sma1, sma3).or(new CrossedDownIndicatorRule(sma2, sma3)).or(new StopLossRule(closePrice, Decimal.valueOf("3")));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 4 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class KeltnerChannelMiddleIndicatorTest method keltnerChannelMiddleIndicatorTest.

@Test
public void keltnerChannelMiddleIndicatorTest() {
    KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
    assertDecimalEquals(km.getValue(13), 11764.23);
    assertDecimalEquals(km.getValue(14), 11793.0687);
    assertDecimalEquals(km.getValue(15), 11817.6182);
    assertDecimalEquals(km.getValue(16), 11839.9944);
    assertDecimalEquals(km.getValue(17), 11859.9725);
    assertDecimalEquals(km.getValue(18), 11864.2335);
    assertDecimalEquals(km.getValue(19), 11887.6903);
    assertDecimalEquals(km.getValue(20), 11908.2609);
    assertDecimalEquals(km.getValue(21), 11928.7941);
    assertDecimalEquals(km.getValue(22), 11950.5749);
    assertDecimalEquals(km.getValue(23), 11978.7156);
    assertDecimalEquals(km.getValue(24), 12012.6402);
    assertDecimalEquals(km.getValue(25), 12042.9401);
    assertDecimalEquals(km.getValue(26), 12067.7868);
    assertDecimalEquals(km.getValue(27), 12095.1832);
    assertDecimalEquals(km.getValue(28), 12118.2508);
    assertDecimalEquals(km.getValue(29), 12132.7027);
}

Example 5 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class KeltnerChannelUpperIndicatorTest method keltnerChannelUpperIndicatorTest.

@Test
public void keltnerChannelUpperIndicatorTest() {
    KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
    KeltnerChannelUpperIndicator ku = new KeltnerChannelUpperIndicator(km, Decimal.valueOf(2), 14);
    assertDecimalEquals(ku.getValue(13), 11971.9132);
    assertDecimalEquals(ku.getValue(14), 12002.3402);
    assertDecimalEquals(ku.getValue(15), 12024.4032);
    assertDecimalEquals(ku.getValue(16), 12040.3933);
    assertDecimalEquals(ku.getValue(17), 12052.8572);
    assertDecimalEquals(ku.getValue(18), 12067.9050);
    assertDecimalEquals(ku.getValue(19), 12099.5025);
    assertDecimalEquals(ku.getValue(20), 12110.5722);
    assertDecimalEquals(ku.getValue(21), 12130.8675);
    assertDecimalEquals(ku.getValue(22), 12147.7344);
    assertDecimalEquals(ku.getValue(23), 12175.5937);
    assertDecimalEquals(ku.getValue(24), 12208.1327);
    assertDecimalEquals(ku.getValue(25), 12233.9032);
    assertDecimalEquals(ku.getValue(26), 12256.9596);
    assertDecimalEquals(ku.getValue(27), 12285.9094);
    assertDecimalEquals(ku.getValue(28), 12301.1108);
    assertDecimalEquals(ku.getValue(29), 12313.2042);
}