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

Example 1 with LowestValueIndicator

use of org.ta4j.core.indicators.helpers.LowestValueIndicator 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;
}

Example 2 with LowestValueIndicator

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

the class IsLowestRule method isSatisfied.

@Override
public boolean isSatisfied(int index, TradingRecord tradingRecord) {
    LowestValueIndicator lowest = new LowestValueIndicator(ref, timeFrame);
    Decimal lowestVal = lowest.getValue(index);
    Decimal refVal = ref.getValue(index);
    final boolean satisfied = !refVal.isNaN() && !lowestVal.isNaN() && refVal.equals(lowestVal);
    traceIsSatisfied(index, satisfied);
    return satisfied;
}