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

Example 11 with ClosePriceIndicator

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

the class SimpleLinearRegressionIndicatorTest method setUp.

@Before
public void setUp() {
    double[] data = new double[] { 10, 20, 30, 40, 30, 40, 30, 20, 30, 50, 60, 70, 80 };
    closePrice = new ClosePriceIndicator(new MockTimeSeries(data));
}

Example 12 with ClosePriceIndicator

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

the class StandardDeviationIndicatorTest method standardDeviationShouldBeZeroWhenTimeFrameIs1.

@Test
public void standardDeviationShouldBeZeroWhenTimeFrameIs1() {
    StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 1);
    assertDecimalEquals(sdv.getValue(3), 0);
    assertDecimalEquals(sdv.getValue(8), 0);
}

Example 13 with ClosePriceIndicator

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

the class CashFlowToChart method main.

public static void main(String[] args) {
    // Getting the time series
    TimeSeries series = CsvTradesLoader.loadBitstampSeries();
    // Building the trading strategy
    Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
    // Running the strategy
    TimeSeriesManager seriesManager = new TimeSeriesManager(series);
    TradingRecord tradingRecord = seriesManager.run(strategy);
    // Getting the cash flow of the resulting trades
    CashFlow cashFlow = new CashFlow(series, tradingRecord);
    /*
          Building chart datasets
         */
    TimeSeriesCollection datasetAxis1 = new TimeSeriesCollection();
    datasetAxis1.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
    TimeSeriesCollection datasetAxis2 = new TimeSeriesCollection();
    datasetAxis2.addSeries(buildChartTimeSeries(series, cashFlow, "Cash Flow"));
    /*
          Creating the chart
         */
    JFreeChart chart = ChartFactory.createTimeSeriesChart(// title
    "Bitstamp BTC", // x-axis label
    "Date", // y-axis label
    "Price", // data
    datasetAxis1, // 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 HH:mm"));
    /*
          Adding the cash flow axis (on the right)
         */
    addCashFlowAxis(plot, datasetAxis2);
    /*
          Displaying the chart
         */
    displayChart(chart);
}

Example 14 with ClosePriceIndicator

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

the class CandlestickChart method createAdditionalDataset.

/**
 * Builds an additional JFreeChart dataset from a ta4j time series.
 * @param series a time series
 * @return an additional dataset
 */
private static TimeSeriesCollection createAdditionalDataset(TimeSeries series) {
    ClosePriceIndicator indicator = new ClosePriceIndicator(series);
    TimeSeriesCollection dataset = new TimeSeriesCollection();
    org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries("Btc price");
    for (int i = 0; i < series.getBarCount(); i++) {
        Bar bar = series.getBar(i);
        chartTimeSeries.add(new Second(new Date(bar.getEndTime().toEpochSecond() * 1000)), indicator.getValue(i).toDouble());
    }
    dataset.addSeries(chartTimeSeries);
    return dataset;
}

Example 15 with ClosePriceIndicator

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

the class IndicatorsToCsv method main.

public static void main(String[] args) {
    /*
          Getting time series
         */
    TimeSeries series = CsvTradesLoader.loadBitstampSeries();
    /*
          Creating indicators
         */
    // Close price
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    // Typical price
    TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series);
    // Price variation
    PriceVariationIndicator priceVariation = new PriceVariationIndicator(series);
    // Simple moving averages
    SMAIndicator shortSma = new SMAIndicator(closePrice, 8);
    SMAIndicator longSma = new SMAIndicator(closePrice, 20);
    // Exponential moving averages
    EMAIndicator shortEma = new EMAIndicator(closePrice, 8);
    EMAIndicator longEma = new EMAIndicator(closePrice, 20);
    // Percentage price oscillator
    PPOIndicator ppo = new PPOIndicator(closePrice, 12, 26);
    // Rate of change
    ROCIndicator roc = new ROCIndicator(closePrice, 100);
    // Relative strength index
    RSIIndicator rsi = new RSIIndicator(closePrice, 14);
    // Williams %R
    WilliamsRIndicator williamsR = new WilliamsRIndicator(series, 20);
    // Average true range
    ATRIndicator atr = new ATRIndicator(series, 20);
    // Standard deviation
    StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, 14);
    /*
          Building header
         */
    StringBuilder sb = new StringBuilder("timestamp,close,typical,variation,sma8,sma20,ema8,ema20,ppo,roc,rsi,williamsr,atr,sd\n");
    /*
          Adding indicators values
         */
    final int nbBars = series.getBarCount();
    for (int i = 0; i < nbBars; i++) {
        sb.append(series.getBar(i).getEndTime()).append(',').append(closePrice.getValue(i)).append(',').append(typicalPrice.getValue(i)).append(',').append(priceVariation.getValue(i)).append(',').append(shortSma.getValue(i)).append(',').append(longSma.getValue(i)).append(',').append(shortEma.getValue(i)).append(',').append(longEma.getValue(i)).append(',').append(ppo.getValue(i)).append(',').append(roc.getValue(i)).append(',').append(rsi.getValue(i)).append(',').append(williamsR.getValue(i)).append(',').append(atr.getValue(i)).append(',').append(sd.getValue(i)).append('\n');
    }
    /*
          Writing CSV file
         */
    BufferedWriter writer = null;
    try {
        writer = new BufferedWriter(new FileWriter("indicators.csv"));
        writer.write(sb.toString());
    } catch (IOException ioe) {
        Logger.getLogger(IndicatorsToCsv.class.getName()).log(Level.SEVERE, "Unable to write CSV file", ioe);
    } finally {
        try {
            if (writer != null) {
                writer.close();
            }
        } catch (IOException ioe) {
            ioe.printStackTrace();
        }
    }
}