EfficiencyRatioRTIndicator (QTSurfer Engine API 0.99.71)

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.trend.pro.EfficiencyRatioRTIndicator

All Implemented Interfaces:: Resettable, RTIndicator

public class EfficiencyRatioRTIndicator extends AbstractRTIndicator

Kaufman Efficiency Ratio (ER) indicator with O(1) per-tick computation.

  direction  = |close - close[n]|
  volatility = sum(|close[i] - close[i-1]|, n)
  ER = direction / volatility

Range: 0 (pure noise) to 1 (perfect trend). Uses a rolling sum accumulator for O(1) volatility tracking.

Constructor Summary

Constructors

Constructor

Description

EfficiencyRatioRTIndicator()

EfficiencyRatioRTIndicator(int periods)
Method Summary

Modifier and Type

Method

Description

double

getDirection()

int

getPeriods()

double

getVolatility()

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
- EfficiencyRatioRTIndicator
  
  public EfficiencyRatioRTIndicator()
- EfficiencyRatioRTIndicator
  
  public EfficiencyRatioRTIndicator(int periods)
Method Details
- getPeriods
  
  public int getPeriods()
- getDirection
  
  public double getDirection()
- getVolatility
  
  public double getVolatility()
- 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