Class TrueStrengthIndexRTIndicator

java.lang.Object

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

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

All Implemented Interfaces:

Resettable, RTIndicator

public class TrueStrengthIndexRTIndicator
extends AbstractRTIndicator

True Strength Index (TSI) with O(1) per-tick computation.

Double-smoothed momentum oscillator:

  pc = close - prevClose
  doubleSmoothedPC  = EMA(EMA(pc, longPeriod), shortPeriod)
  doubleSmoothedAPC = EMA(EMA(|pc|, longPeriod), shortPeriod)
  TSI = 100 * doubleSmoothedPC / doubleSmoothedAPC

Default: longPeriod=25, shortPeriod=13. Returns 0 when denominator is 0.

Constructor Summary

Constructors

Constructor	Description
TrueStrengthIndexRTIndicator()
TrueStrengthIndexRTIndicator(int longPeriod, int shortPeriod)

Method Summary

Modifier and Type	Method	Description
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

TrueStrengthIndexRTIndicator

public TrueStrengthIndexRTIndicator()

TrueStrengthIndexRTIndicator

public TrueStrengthIndexRTIndicator(int longPeriod,
 int shortPeriod)

Method Details

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