Class PercentVolatilityRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.helpers.VolatilityRTIndicator

com.wualabs.qtsurfer.engine.indicators.helpers.PercentVolatilityRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class PercentVolatilityRTIndicator
extends VolatilityRTIndicator

Volatility indicator that measures percent price changes between updates, averaged via a smoothing indicator. An optional amplification factor scales the output for increased sensitivity.

Constructor Summary

Constructors

Constructor	Description
PercentVolatilityRTIndicator()
PercentVolatilityRTIndicator(RTIndicator averageIndicator)

Method Summary

Modifier and Type	Method	Description
PercentVolatilityRTIndicator	amplify(double amplify)
protected double	nextValue(RTIndicator averageIndicator, double prevValue, double newValue)	Computes the absolute percent change between consecutive values, applies the amplification factor, and feeds the result into the averaging indicator.

Methods inherited from class VolatilityRTIndicator

clampUpdates, getValue, update

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, hashCode, hide, isPoison, reset, 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, isReady, ro, update, update

Constructor Details

PercentVolatilityRTIndicator

public PercentVolatilityRTIndicator()

PercentVolatilityRTIndicator

public PercentVolatilityRTIndicator(RTIndicator averageIndicator)

Method Details

amplify

public PercentVolatilityRTIndicator amplify(double amplify)

nextValue

protected double nextValue(RTIndicator averageIndicator,
 double prevValue,
 double newValue)

Computes the absolute percent change between consecutive values, applies the amplification factor, and feeds the result into the averaging indicator. Returns 0 when the previous value is zero to avoid division by zero.

The per-tick change is fed to the smoother at full precision: rounding it first (historically to two significant digits) baked a fresh quantization error into every SMA/EMA update, compounding across the whole series.

Overrides:

nextValue in class VolatilityRTIndicator

Parameters:

averageIndicator - the averaging indicator for smoothing

prevValue - the previous input value

newValue - the current input value

Returns:

the smoothed percent volatility, amplified