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lib/App/financeta/indicators.pm  view on Meta::CPAN

            my $period = $args[0];
            my $outpdl = PDL::ta_cci($high, $low, $close, @args);
            return [
                ["CCI($period)", $outpdl, undef, "cci_$period"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    cmo => {
        name => 'Chande Momentum Oscillator (CMO)',
        params => [
            # key, pretty name, type, default value
            [ 'InTimePeriod', 'Period Window (2 - 100000)', PDL::long, 14],
        ],
        code => sub {
            my ($obj, $inpdl, @args) = @_;
            $log->debug("Executing ta_cmo with parameters: ", dumper(\@args));
            my $period = $args[0];
            my $outpdl = PDL::ta_cmo($inpdl, @args);
            return [
                ["CMO($period)", $outpdl, undef, "cmo_$period"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    dx => {
        name => 'Directional Movement Index (DX)',
        params => [
            # key, pretty name, type, default value
            [ 'InTimePeriod', 'Period Window (2 - 100000)', PDL::long, 14],
        ],
        input => [qw/high low close/],
        code => sub {
            my ($obj, $high, $low, $close, @args) = @_;
            $log->debug("Executing ta_dx with parameters: ", dumper(\@args));
            my $period = $args[0];
            my $outpdl = PDL::ta_dx($high, $low, $close, @args);
            return [
                ["DX($period)", $outpdl, undef, "dx_$period"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    macd => {
        name => 'Moving Average Convergence/Divergence (MACD)',
        params => [
            # key, pretty name, type, default value
            [ 'InFastPeriod', 'Fast MA Period Window (2 - 100000)', PDL::long, 12],
            [ 'InSlowPeriod', 'Slow MA Period Window (2 - 100000)', PDL::long, 26],
            [ 'InSignalPeriod', 'Signal Line Smoothing (1 - 100000)', PDL::long, 9],
        ],
        code => sub {
            my ($obj, $inpdl, @args) = @_;
            $log->debug("Executing ta_macd with parameters ", dumper(\@args));
            my $fast = $args[0];
            my $slow = $args[1];
            my $signal = $args[2];
            my ($omacd, $omacdsig, $omacdhist) = PDL::ta_macd($inpdl, @args);
            return [
                ["MACD($fast/$slow/$signal)", $omacd, undef, "macd_$fast\_$slow\_$signal"],
                ["MACD Signal($fast/$slow/$signal)", $omacdsig, undef, "macdsig_$fast\_$slow\_$signal"],
                ["MACD Histogram($fast/$slow/$signal)", $omacdhist, { with => 'impulses' }, "macdhist_$fast\_$slow\_$signal"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    macdext => {
        name => 'MACD with different Mov. Avg',
        params => [
            # key, pretty name, type, default value
            [ 'InFastPeriod', 'Fast MA Period Window (2 - 100000)', PDL::long, 12],
            # this will show up in a combo list
            [ 'InFastMAType', 'Fast Moving Average Type', 'ARRAY',
                [
                    'Simple', #SMA
                    'Exponential', #EMA
                    'Weighted', #WMA
                    'Double Exponential', #DEMA
                    'Triple Exponential', #TEMA
                    'Triangular', #TRIMA
                    'Kaufman Adaptive', #KAMA
                    'MESA Adaptive', #MAMA
                    'Triple Exponential (T3)', #T3
                ],
            ],
            [ 'InSlowPeriod', 'Slow MA Period Window (2 - 100000)', PDL::long, 26],
            # this will show up in a combo list
            [ 'InSlowMAType', 'Slow Moving Average Type', 'ARRAY',
                [
                    'Simple', #SMA
                    'Exponential', #EMA
                    'Weighted', #WMA
                    'Double Exponential', #DEMA
                    'Triple Exponential', #TEMA
                    'Triangular', #TRIMA
                    'Kaufman Adaptive', #KAMA
                    'MESA Adaptive', #MAMA
                    'Triple Exponential (T3)', #T3
                ],
            ],
            [ 'InSignalPeriod', 'Signal Line Smoothing (1 - 100000)', PDL::long, 9],
            # this will show up in a combo list
            [ 'InSignalMAType', 'Signal Moving Average Type', 'ARRAY',
                [
                    'Simple', #SMA
                    'Exponential', #EMA
                    'Weighted', #WMA
                    'Double Exponential', #DEMA
                    'Triple Exponential', #TEMA
                    'Triangular', #TRIMA
                    'Kaufman Adaptive', #KAMA
                    'MESA Adaptive', #MAMA
                    'Triple Exponential (T3)', #T3
                ],
            ],
        ],
        code => sub {
            my ($obj, $inpdl, @args) = @_;
            $log->debug("Executing ta_macdext with parameters ", dumper(\@args));
            my $fast = $args[0];
            my $slow = $args[2];
            my $signal = $args[4];
            my ($omacd, $omacdsig, $omacdhist) = PDL::ta_macdext($inpdl, @args);
            return [
                ["MACDEXT($fast/$slow/$signal)", $omacd, undef, "macdext_$fast\_$slow\_$signal"],
                ["MACDEXT Signal($fast/$slow/$signal)", $omacdsig, undef, "macdextsig_$fast\_$slow\_$signal"],
                ["MACDEXT Histogram($fast/$slow/$signal)", $omacdhist, { with => 'impulses' }, "macdexthist_$fast\_$slow\_$signal"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    macdfix => {
        name => 'MACD Fixed to 12/26',
        params => [
            # key, pretty name, type, default value
            [ 'InSignalPeriod', 'Signal Line Smoothing (1 - 100000)', PDL::long, 9],
        ],
        code => sub {
            my ($obj, $inpdl, @args) = @_;
            $log->debug("Executing ta_macdfix with parameters ", dumper(\@args));
            my $signal = $args[0];
            my ($omacd, $omacdsig, $omacdhist) = PDL::ta_macdfix($inpdl, @args);
            return [
                ["MACD(12/26/$signal)", $omacd, undef, "macd_12_26_$signal"],
                ["MACD Signal(12/26/$signal)", $omacdsig, undef, "macdsig_12_26_$signal"],
                ["MACD Histogram(12/26/$signal)", $omacdhist, { with => 'impulses' }, "macdhist_12_26_$signal"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    mfi => {
        name => 'Money Flow Index (MFI)',
        params => [
            # key, pretty name, type, default value
            [ 'InTimePeriod', 'Period Window(2 - 100000)', PDL::long, 14],
        ],
        input => [qw/high low close volume/],
        code => sub {
            my ($obj, $high, $low, $close, $volume, @args) = @_;
            $log->debug("Executing ta_mfi with parameters ", dumper(\@args));
            my $period = $args[0];
            my $outpdl = PDL::ta_mfi($high, $low, $close, $volume, @args);
            return [
                ["MFI($period)", $outpdl, undef, "mfi_$period"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    minus_di => {
        name => 'Minus Directional Indicator (-DI)',
        params => [
            # key, pretty name, type, default value
            [ 'InTimePeriod', 'Period Window(1 - 100000)', PDL::long, 14],
        ],
        input => [qw/high low close/],
        code => sub {
            my ($obj, $high, $low, $close, @args) = @_;
            $log->debug("Executing ta_minus_di with parameters ", dumper(\@args));
            my $period = $args[0];
            my $outpdl = PDL::ta_minus_di($high, $low, $close, @args);
            return [
                ["-DI($period)", $outpdl, undef, "minusdi_$period"],
            ];
        },
        gnuplot => \&_plot_gnuplot_additional,
        highcharts => \&_plot_highcharts_additional,
    },
    minus_dm => {
        name => 'Minus Directional Movement (-DM)',
        params => [
            # key, pretty name, type, default value
            [ 'InTimePeriod', 'Period Window(1 - 100000)', PDL::long, 14],
        ],
        input => [qw/high low/],
        code => sub {
            my ($obj, $high, $low, @args) = @_;
            $log->debug("Executing ta_minus_dm with parameters ", dumper(\@args));
            my $period = $args[0];
            my $outpdl = PDL::ta_minus_dm($high, $low, @args);
            return [
                ["-DM($period)", $outpdl, undef, "minusdm_$period"],
            ];
        },