Class EaseOfMovementRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.volume.pro.EaseOfMovementRTIndicator

All Implemented Interfaces:

Resettable, CacheableRTIndicator, RichRTIndicator<MarketSnapshot>, RTIndicator

public class EaseOfMovementRTIndicator
extends AbstractRTIndicator
implements RichRTIndicator<MarketSnapshot>, CacheableRTIndicator

Ease of Movement (EOM) with O(1) per-tick computation.

  distanceMoved = ((high + low) / 2) - ((prevHigh + prevLow) / 2)
  boxRatio      = (volume / 10000) / (high - low)
  EMV           = distanceMoved / boxRatio
  EOM           = SMA(EMV, period)

Relates price change to volume, showing how easily a price moves. High positive values indicate the price is advancing on low volume.

Constructor Summary

Constructors

Constructor	Description
EaseOfMovementRTIndicator()
EaseOfMovementRTIndicator(int periods)

Method Summary

Modifier and Type	Method	Description
int	getPeriods()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
boolean	requiresBarData()	Whether this indicator's result is only meaningful over per-bar OHLCV data.
void	reset()
String	signature()	This instance's math identity — equal signatures must mean identical value series for identical input.
double	update(double newValue)
double	updateFrom(MarketSnapshot snap)	Updates the indicator from a full market snapshot.
double	updateHLV(double high, double low, double volume)

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

getDisplayHint, getId, getMeta, getValue, isHidden, ro, update, update

Constructor Details

EaseOfMovementRTIndicator

public EaseOfMovementRTIndicator()

EaseOfMovementRTIndicator

public EaseOfMovementRTIndicator(int periods)

Method Details

getPeriods

public int getPeriods()

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

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>

updateHLV

public double updateHLV(double high,
 double low,
 double volume)

update

public double update(double newValue)

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator