Class CmoRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.momentum.pro.CmoRTIndicator
All Implemented Interfaces:
Resettable, RTIndicator

public class CmoRTIndicator extends AbstractRTIndicator
Chande Momentum Oscillator (CMO) with O(1) amortized per-tick computation.
  CMO = ((sumGain - sumLoss) / (sumGain + sumLoss)) * 100

Oscillates between -100 and +100. Similar to RSI but uses the difference of gains and losses directly instead of averaging them separately.

Uses a ring buffer for rolling sum of gains and losses over n periods.

  • Constructor Details

    • CmoRTIndicator

      public CmoRTIndicator()
    • CmoRTIndicator

      public CmoRTIndicator(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
    • 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