Class SkewnessRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.core.AbstractWindowSeriesRTIndicator

com.wualabs.qtsurfer.engine.indicators.statistics.pro.SkewnessRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class SkewnessRTIndicator
extends AbstractWindowSeriesRTIndicator

Rolling Skewness with O(1) per-tick updates.

Measures the asymmetry of the distribution of values in the rolling window. Positive skewness indicates a right tail; negative indicates a left tail. Commonly used to detect asymmetry in return distributions.

Uses the sample (adjusted) skewness formula:

  g₁ = [n / ((n-1)(n-2))] * Σ((x_i - x̄) / s)³

which can be computed from three power-sum accumulators (sum, sumSq, sumCub) via:

  m₂ = sumSq/n - mean²
  m₃ = sumCub/n - 3*mean*sumSq/n + 2*mean³
  skew = (n² * m₃) / ((n-1)(n-2) * m₂^1.5)

Returns 0 when n < 3 or when standard deviation is zero.

Constructor Summary

Constructors

Constructor	Description
SkewnessRTIndicator(int periods)

Method Summary

Modifier and Type	Method	Description
double	getMean()	Returns the current rolling mean.
protected void	onEvict(double evicted)	Called when the window evicts the oldest value.
protected void	onReset()	Called after window is cleared.
double	update(double newValue)

Methods inherited from class AbstractWindowSeriesRTIndicator

getPeriods, isReady, reset, window, windowSize

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

SkewnessRTIndicator

public SkewnessRTIndicator(int periods)

Method Details

onEvict

protected void onEvict(double evicted)

Description copied from class: AbstractWindowSeriesRTIndicator

Called when the window evicts the oldest value. Override to update accumulators.

Overrides:

onEvict in class AbstractWindowSeriesRTIndicator

onReset

protected void onReset()

Description copied from class: AbstractWindowSeriesRTIndicator

Called after window is cleared. Override to zero accumulators.

Overrides:

onReset in class AbstractWindowSeriesRTIndicator

getMean

public double getMean()

Returns the current rolling mean.

update

public double update(double newValue)

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator