Class ZScoreRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.statistics.pro.ZScoreRTIndicator
All Implemented Interfaces:
Resettable, RTIndicator
public class ZScoreRTIndicator extends AbstractRTIndicator
Rolling Z-Score with O(1) per-tick updates.

Composes VarianceRTIndicator for rolling mean and variance: 

  z = (value - mean) / stddev

Returns 0 when standard deviation is zero (all values identical within the window).

Uses population variance by default (standard for trading Z-Score).

  • Constructor Details

    • ZScoreRTIndicator

      public ZScoreRTIndicator(int periods)

  • Method Details

    • getPeriods

      public int getPeriods()

    • getMean

      public double getMean()

    • getStdDev

      public double getStdDev()

    • 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