Class IchimokuRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.trend.pro.IchimokuRTIndicator
All Implemented Interfaces:
Resettable, CacheableRTIndicator, RichRTIndicator<MarketSnapshot>, RTIndicator
public class IchimokuRTIndicator extends AbstractRTIndicator implements RichRTIndicator<MarketSnapshot>, CacheableRTIndicator
Ichimoku Kinko Hyo (Ichimoku Cloud) with O(1) per-tick computation.

Produces five lines:

  • Tenkan-sen (Conversion Line): (highest-high + lowest-low) / 2 over tenkanPeriod (default 9)
  • Kijun-sen (Base Line): (highest-high + lowest-low) / 2 over kijunPeriod (default 26)
  • Senkou Span A (Leading Span A): (Tenkan-sen + Kijun-sen) / 2, plotted kijunPeriod ahead
  • Senkou Span B (Leading Span B): (highest-high + lowest-low) / 2 over senkouPeriod (default 52), plotted kijunPeriod ahead
  • Chikou Span (Lagging Span): current close, plotted kijunPeriod behind

The main AbstractRTIndicator.getValue() returns the Tenkan-sen. All five lines are accessible via dedicated getters.

Uses ring buffers with tracked min/max for O(n) worst-case per eviction but O(1) amortized. For the typical case where prices trend, the deque-based min/max is not needed — a full scan on eviction is simpler and sufficient for periods 9/26/52.

  • Constructor Details

    • IchimokuRTIndicator

      public IchimokuRTIndicator()
      Creates an Ichimoku indicator with default periods (9, 26, 52).

    • IchimokuRTIndicator

      public IchimokuRTIndicator(int tenkanPeriod, int kijunPeriod, int senkouPeriod)
      Creates an Ichimoku indicator with custom periods.
      Parameters:
      tenkanPeriod - Conversion Line period (default 9)
      kijunPeriod - Base Line period (default 26)
      senkouPeriod - Leading Span B period (default 52)

  • Method Details

    • getTenkanPeriod

      public int getTenkanPeriod()

    • getKijunPeriod

      public int getKijunPeriod()

    • getSenkouPeriod

      public int getSenkouPeriod()

    • signature

      public String signature()
      Description copied from interface: CacheableRTIndicator
      This instance's math identity — equal signatures must mean identical value series for identical input.
      Specified by:
      signature in interface CacheableRTIndicator
      Returns:
      the identity, or null when this instance cannot state one (an unidentifiable source, a mode the implementation does not model) and must therefore compute live

    • 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.

      Specified by:
      isReady in interface RTIndicator
      Returns:
      true if the indicator has completed its warmup period

    • isTenkanKijunReady

      public boolean isTenkanKijunReady()
      Returns true when Tenkan-sen and Kijun-sen are available (before full Senkou readiness).

    • getTenkanSen

      public double getTenkanSen()
      Tenkan-sen (Conversion Line) — also the main getValue().

    • getKijunSen

      public double getKijunSen()
      Kijun-sen (Base Line).

    • getSenkouSpanA

      public double getSenkouSpanA()
      Senkou Span A (Leading Span A).

    • getSenkouSpanB

      public double getSenkouSpanB()
      Senkou Span B (Leading Span B).

    • getChikouSpan

      public double getChikouSpan()
      Chikou Span (Lagging Span) — current close value.

    • reset

      public void reset()
      Specified by:
      reset in interface Resettable
      Overrides:
      reset in class AbstractRTIndicator

    • requiresBarData

      public boolean requiresBarData()
      Whether this indicator's result is only meaningful over per-bar OHLCV data.

      The distinction matters because a RichRTIndicator<MarketSnapshot> accepts a TickerSnapshot just as happily as a KlineSnapshot — and on the ticker path volume, high, low and open are the exchange's 24-hour rolling statistics, not this tick's bar. Nothing throws: OBV silently accumulates a 24h volume figure over and over, ATR reads a 24h range as if it were one bar's. The numbers look plausible and mean nothing, which is the worst failure mode of the three.

      Indicators that return true are flagged once per (indicator, instrument) when bound on the ticker path — see InstrumentMapTickerSourceRTIndicator. Scalar indicators (SMA/EMA/RSI over a single price) are unaffected and default to false.

      true: this indicator reads per-bar OHLCV, which the ticker path does not carry.

      Specified by:
      requiresBarData in interface RichRTIndicator<MarketSnapshot>
      Returns:
      true if this indicator needs real bar data; false by default

    • updateFrom

      public double updateFrom(MarketSnapshot snap)
      Description copied from interface: RichRTIndicator
      Updates the indicator from a full market snapshot. Returns the new value so callers can chain (matching RTIndicator.update(double)'s contract).
      Specified by:
      updateFrom in interface RichRTIndicator<MarketSnapshot>

    • updateOhlc

      public double updateOhlc(double high, double low, double close)
      Updates Ichimoku from OHLC primitive values.
      Returns:
      the Tenkan-sen value

    • update

      public double update(double newValue)
      Standalone mode — treats input as close price, uses it for both high and low. For proper Ichimoku, use updateOhlc(double, double, double) or updateFrom(MarketSnapshot).
      Specified by:
      update in interface RTIndicator
      Overrides:
      update in class AbstractRTIndicator