Class AdaptiveFisherTransformRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.momentum.pro.AdaptiveFisherTransformRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class AdaptiveFisherTransformRTIndicator
extends AbstractRTIndicator

Adaptive Fisher Transform indicator using Kaufman Efficiency Ratio for period adaptation.

Adapts the Fisher Transform's normalization window based on market regime:

  ER = |price - price[erPeriod]| / sum(|diff|, erPeriod)
  adaptivePeriod = round(minPeriod + (1 - ER) * (maxPeriod - minPeriod))
  normalized = 2 * (price - lowest(adaptivePeriod)) / (highest - lowest) - 1
  smoothed = 0.5 * normalized + 0.5 * prevSmoothed
  fisher = 0.5 * ln((1 + smoothed) / (1 - smoothed)) + 0.5 * prevFisher

When trending (ER near 1), uses a short normalization window for fast adaptation. When choppy (ER near 0), uses a long window for smoother output.

Constructor Summary

Constructors

Constructor	Description
AdaptiveFisherTransformRTIndicator()
AdaptiveFisherTransformRTIndicator(int erPeriod, int minPeriod, int maxPeriod)

Method Summary

Modifier and Type	Method	Description
int	getAdaptivePeriod()
double	getEfficiencyRatio()
int	getErPeriod()
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

AdaptiveFisherTransformRTIndicator

public AdaptiveFisherTransformRTIndicator()

AdaptiveFisherTransformRTIndicator

public AdaptiveFisherTransformRTIndicator(int erPeriod,
 int minPeriod,
 int maxPeriod)

Method Details

getErPeriod

public int getErPeriod()

getEfficiencyRatio

public double getEfficiencyRatio()

getAdaptivePeriod

public int getAdaptivePeriod()

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