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

Example 16 with ClosePriceIndicator

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

the class MovingMomentumStrategy method buildStrategy.

/**
 * @param series a time series
 * @return a moving momentum strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    // The bias is bullish when the shorter-moving average moves above the longer moving average.
    // The bias is bearish when the shorter-moving average moves below the longer moving average.
    EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
    EMAIndicator longEma = new EMAIndicator(closePrice, 26);
    StochasticOscillatorKIndicator stochasticOscillK = new StochasticOscillatorKIndicator(series, 14);
    MACDIndicator macd = new MACDIndicator(closePrice, 9, 26);
    EMAIndicator emaMacd = new EMAIndicator(macd, 18);
    // Entry rule
    Rule entryRule = // Trend
    new OverIndicatorRule(shortEma, longEma).and(// Signal 1
    new CrossedDownIndicatorRule(stochasticOscillK, Decimal.valueOf(20))).and(// Signal 2
    new OverIndicatorRule(macd, emaMacd));
    // Exit rule
    Rule exitRule = // Trend
    new UnderIndicatorRule(shortEma, longEma).and(// Signal 1
    new CrossedUpIndicatorRule(stochasticOscillK, Decimal.valueOf(80))).and(// Signal 2
    new UnderIndicatorRule(macd, emaMacd));
    return new BaseStrategy(entryRule, exitRule);
}

Example 17 with ClosePriceIndicator

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

the class RSI2Strategy method buildStrategy.

/**
 * @param series a time series
 * @return a 2-period RSI strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    SMAIndicator shortSma = new SMAIndicator(closePrice, 5);
    SMAIndicator longSma = new SMAIndicator(closePrice, 200);
    // We use a 2-period RSI indicator to identify buying
    // or selling opportunities within the bigger trend.
    RSIIndicator rsi = new RSIIndicator(closePrice, 2);
    // Entry rule
    // The long-term trend is up when a security is above its 200-period SMA.
    Rule entryRule = // Trend
    new OverIndicatorRule(shortSma, longSma).and(// Signal 1
    new CrossedDownIndicatorRule(rsi, Decimal.valueOf(5))).and(// Signal 2
    new OverIndicatorRule(shortSma, closePrice));
    // Exit rule
    // The long-term trend is down when a security is below its 200-period SMA.
    Rule exitRule = // Trend
    new UnderIndicatorRule(shortSma, longSma).and(// Signal 1
    new CrossedUpIndicatorRule(rsi, Decimal.valueOf(95))).and(// Signal 2
    new UnderIndicatorRule(shortSma, closePrice));
    return new BaseStrategy(entryRule, exitRule);
}

Example 18 with ClosePriceIndicator

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

the class VarianceIndicatorTest method varianceUsingTimeFrame4UsingClosePrice.

@Test
public void varianceUsingTimeFrame4UsingClosePrice() {
    VarianceIndicator var = new VarianceIndicator(new ClosePriceIndicator(data), 4);
    assertDecimalEquals(var.getValue(0), 0);
    assertDecimalEquals(var.getValue(1), 0.25);
    assertDecimalEquals(var.getValue(2), 2.0 / 3);
    assertDecimalEquals(var.getValue(3), 1.25);
    assertDecimalEquals(var.getValue(4), 0.5);
    assertDecimalEquals(var.getValue(5), 0.25);
    assertDecimalEquals(var.getValue(6), 0.5);
    assertDecimalEquals(var.getValue(7), 0.5);
    assertDecimalEquals(var.getValue(8), 0.5);
    assertDecimalEquals(var.getValue(9), 3.5);
    assertDecimalEquals(var.getValue(10), 10.5);
}

Example 19 with ClosePriceIndicator

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

the class VarianceIndicatorTest method firstValueShouldBeZero.

@Test
public void firstValueShouldBeZero() {
    VarianceIndicator var = new VarianceIndicator(new ClosePriceIndicator(data), 4);
    assertDecimalEquals(var.getValue(0), 0);
}

Example 20 with ClosePriceIndicator

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

the class VarianceIndicatorTest method varianceUsingTimeFrame2UsingClosePrice.

@Test
public void varianceUsingTimeFrame2UsingClosePrice() {
    VarianceIndicator var = new VarianceIndicator(new ClosePriceIndicator(data), 2);
    assertDecimalEquals(var.getValue(0), 0);
    assertDecimalEquals(var.getValue(1), 0.25);
    assertDecimalEquals(var.getValue(2), 0.25);
    assertDecimalEquals(var.getValue(3), 0.25);
    assertDecimalEquals(var.getValue(9), 2.25);
    assertDecimalEquals(var.getValue(10), 20.25);
}