Class WmaRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator

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

All Implemented Interfaces:

Resettable, RTIndicator

public class WmaRTIndicator
extends AbstractWindowSeriesRTIndicator

Weighted Moving Average (WMA) with O(1) incremental updates.

Instead of recomputing the full weighted sum on every tick (O(window)), this implementation maintains running weightedSum and plainSum accumulators that are adjusted incrementally when the window rolls.

Algebraic trick when the window is full and a new value enters:

  weightedSum -= plainSum        // shift all weights down by 1
  plainSum    -= evicted          // remove evicted value
  plainSum    += newValue         // add new value
  weightedSum += periods × newValue  // new value enters with max weight

Pro-tier twin of the free WmaRTIndicator (the simple O(window) reference): both produce identical results, this one in O(1) per tick.

Constructor Summary

Constructors

Constructor	Description
WmaRTIndicator(int periods)

Method Summary

Modifier and Type	Method	Description
protected void	onEvict(double evicted)	Called when the window evicts the oldest value.
protected void	onReset()	Called after window is cleared.
double	update(double newValue)

Methods inherited from class AbstractWindowSeriesRTIndicator

getPeriods, isReady, reset, window, windowSize

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

WmaRTIndicator

public WmaRTIndicator(int periods)

Method Details

onEvict

protected void onEvict(double evicted)

Description copied from class: AbstractWindowSeriesRTIndicator

Called when the window evicts the oldest value. Override to update accumulators.

Overrides:

onEvict in class AbstractWindowSeriesRTIndicator

onReset

protected void onReset()

Description copied from class: AbstractWindowSeriesRTIndicator

Called after window is cleared. Override to zero accumulators.

Overrides:

onReset in class AbstractWindowSeriesRTIndicator

update

public double update(double newValue)

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator