Class StandardDeviationRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.statistics.StandardDeviationRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class StandardDeviationRTIndicator
extends AbstractRTIndicator

Std Deviation RT Indicator

Constructor Summary

Constructors

Constructor	Description
StandardDeviationRTIndicator()
StandardDeviationRTIndicator(int periods)
StandardDeviationRTIndicator(RTIndicator indicator, int periods)

Method Summary

Modifier and Type	Method	Description
VarianceRTIndicator	getVariance()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
void	reset()
double	update(double newValue)	Computes the standard deviation as the square root of the variance.
StandardDeviationRTIndicator	withAverageSample(boolean averageSample)

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

StandardDeviationRTIndicator

public StandardDeviationRTIndicator()

StandardDeviationRTIndicator

public StandardDeviationRTIndicator(int periods)

StandardDeviationRTIndicator

public StandardDeviationRTIndicator(RTIndicator indicator,
 int periods)

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

withAverageSample

public StandardDeviationRTIndicator withAverageSample(boolean averageSample)

update

public double update(double newValue)

Computes the standard deviation as the square root of the variance. Clamps negative variance to zero to guard against catastrophic cancellation in floating-point arithmetic.

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator

Parameters:

newValue - the new input value

Returns:

the standard deviation (non-negative)

getVariance

public VarianceRTIndicator getVariance()