Class VolatilityRTIndicator

java.lang.Object

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

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

All Implemented Interfaces:

Resettable, RTIndicator

Direct Known Subclasses:

PercentVolatilityRTIndicator

public class VolatilityRTIndicator
extends AbstractRTIndicator

Measures price volatility by tracking whether consecutive values change. By default, feeds 1 (changed) or 0 (unchanged) into an averaging indicator and returns the result as a percentage. Supports an initial clamp period where getValue() returns 0 to suppress noisy startup values.

Constructor Summary

Constructors

Constructor	Description
VolatilityRTIndicator()
VolatilityRTIndicator(RTIndicator averageIndicator)

Method Summary

Modifier and Type	Method	Description
VolatilityRTIndicator	clampUpdates(int clampUpdateCount)
double	getValue()	Returns the current volatility value, or 0 if still in the clamp period.
protected double	nextValue(RTIndicator averageIndicator, double prevValue, double newValue)	Computes the volatility signal: feeds 1 (changed) or 0 (unchanged) into the averaging indicator and scales the result to a percentage.
double	update(double newValue)	Processes a new value by computing the volatility metric from the price change between consecutive updates.

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

VolatilityRTIndicator

public VolatilityRTIndicator()

VolatilityRTIndicator

public VolatilityRTIndicator(RTIndicator averageIndicator)

Method Details

clampUpdates

public VolatilityRTIndicator clampUpdates(int clampUpdateCount)

update

public double update(double newValue)

Processes a new value by computing the volatility metric from the price change between consecutive updates. On the first call, only stores the initial value. During the clamp period, the stored value updates internally but getValue() returns 0 to suppress startup noise.

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator

Parameters:

newValue - the new input price

Returns:

the volatility value (or 0 during the clamp period)

getValue

public double getValue()

Returns the current volatility value, or 0 if still in the clamp period.

Specified by:

getValue in interface RTIndicator

Overrides:

getValue in class AbstractRTIndicator

nextValue

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

Computes the volatility signal: feeds 1 (changed) or 0 (unchanged) into the averaging indicator and scales the result to a percentage.

Parameters:

averageIndicator - the averaging indicator for smoothing

prevValue - the previous input value

newValue - the current input value

Returns:

the averaged change rate as a percentage