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

Example 1 with PriceVariationIndicator

use of org.ta4j.core.indicators.helpers.PriceVariationIndicator 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();
        }
    }
}