Class AlmaRTIndicator

java.lang.Object

com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator

com.wualabs.qtsurfer.engine.indicators.averages.pro.AlmaRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class AlmaRTIndicator
extends AbstractRTIndicator

Arnaud Legoux Moving Average (ALMA) with O(n) per-tick computation.

Gaussian-weighted moving average that balances smoothness and responsiveness. i indexes the window oldest (0) to newest (periods-1), matching offset:

  w[i] = exp(-((i - offset)^2) / (2 * sigma^2))
  ALMA = sum(w[i] * price[i]) / sum(w[i])

Default parameters: offset factor = 0.85, sigma factor = 6 — with the default offset, offset sits near periods-1 (the newest sample), which is what gives ALMA its low lag versus a plain centered Gaussian-weighted average.

Constructor Summary

Constructors

Constructor	Description
AlmaRTIndicator(int periods)
AlmaRTIndicator(int periods, double offsetFactor, double sigmaFactor)

Method Summary

Modifier and Type	Method	Description
int	getPeriods()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
void	reset()
double	update(double newValue)

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, getValue, hashCode, hide, isPoison, setValue, toString, toString, withDisplayHint, withMeta

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface RTIndicator

getId, isHidden, ro, update, update

Constructor Details

AlmaRTIndicator

public AlmaRTIndicator(int periods)

AlmaRTIndicator

public AlmaRTIndicator(int periods,
 double offsetFactor,
 double sigmaFactor)

Method Details

getPeriods

public int getPeriods()

isReady

public boolean isReady()

Description copied from interface: RTIndicator

Returns whether this indicator has received enough data to produce meaningful values.

During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

Returns:

true if the indicator has completed its warmup period

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractRTIndicator

update

public double update(double newValue)

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator