Class ConnorsRsiRTIndicator

java.lang.Object

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

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

All Implemented Interfaces:

Resettable, RTIndicator

public class ConnorsRsiRTIndicator
extends AbstractRTIndicator

Connors RSI with O(1) per-tick computation (amortized).

  CRSI = (RSI(close, rsiPeriod) + RSI(streak, streakRsiPeriod) + percentRank(roc, rankPeriod)) / 3

The streak counts consecutive up/down closes: up = +1,+2,+3..., down = -1,-2,-3..., unchanged = 0. The percent rank measures what percentage of ROC values in the last rankPeriod periods are less than or equal to the current ROC.

Constructor Summary

Constructors

Constructor	Description
ConnorsRsiRTIndicator()
ConnorsRsiRTIndicator(int rsiPeriod, int streakRsiPeriod, int rankPeriod)

Method Summary

Modifier and Type	Method	Description
int	getRankPeriod()
int	getRsiPeriod()
int	getStreakRsiPeriod()
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

ConnorsRsiRTIndicator

public ConnorsRsiRTIndicator()

ConnorsRsiRTIndicator

public ConnorsRsiRTIndicator(int rsiPeriod,
 int streakRsiPeriod,
 int rankPeriod)

Method Details

getRsiPeriod

public int getRsiPeriod()

getStreakRsiPeriod

public int getStreakRsiPeriod()

getRankPeriod

public int getRankPeriod()

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