Class AbstractWindowSeriesRTIndicator

java.lang.Object

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

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

All Implemented Interfaces:

Resettable, RTIndicator

Direct Known Subclasses:

CciRTIndicator, GarmanKlassVolatilityRTIndicator, HurstExponentRTIndicator, InformationRatioRTIndicator, KurtosisRTIndicator, LinearRegressionSlopeRTIndicator, ParkinsonVolatilityRTIndicator, RealizedVolatilityRTIndicator, RogersSatchellVolatilityRTIndicator, SharpeRatioRTIndicator, SimpleLinearRegressionRTIndicator, SkewnessRTIndicator, ValueAtRiskRTIndicator, VarianceRTIndicator, WmaRTIndicator, WmaRTIndicator

public abstract class AbstractWindowSeriesRTIndicator
extends AbstractRTIndicator

Base class for RT indicators that use a single WindowSeriesStore.

Provides the common boilerplate: window field, periods field, getPeriods(), isReady(), and reset().

Subclasses that need to update accumulators when the window evicts the oldest value should override onEvict(double). Subclasses that need to zero accumulators on reset should override onReset().

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractWindowSeriesRTIndicator(int periods)

Method Summary

Modifier and Type	Method	Description
int	getPeriods()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
protected void	onEvict(double evicted)	Called when the window evicts the oldest value.
protected void	onReset()	Called after window is cleared.
void	reset()
protected WindowSeriesStore	window()
protected int	windowSize()

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, getValue, hashCode, hide, isPoison, setValue, toString, toString, update, 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

AbstractWindowSeriesRTIndicator

protected AbstractWindowSeriesRTIndicator(int periods)

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

window

protected WindowSeriesStore window()

windowSize

protected int windowSize()

onEvict

protected void onEvict(double evicted)

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

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractRTIndicator

onReset

protected void onReset()

Called after window is cleared. Override to zero accumulators.