/* * To change this template, choose Tools | Templates * and open the template in the editor. */ package org.chartsy.trix; import com.tictactec.ta.lib.Core; import com.tictactec.ta.lib.MInteger; import java.awt.Color; import java.awt.Graphics2D; import java.awt.Rectangle; import java.awt.Stroke; import java.text.DecimalFormat; import java.util.LinkedHashMap; import org.chartsy.main.ChartFrame; import org.chartsy.main.chart.Indicator; import org.chartsy.main.data.DataItem; import org.chartsy.main.data.Dataset; import org.chartsy.main.utils.DefaultPainter; import org.chartsy.main.utils.Range; import org.chartsy.main.utils.SerialVersion; import org.chartsy.talib.TaLibInit; import org.chartsy.talib.TaLibUtilities; import org.openide.nodes.AbstractNode; /** * The TRIX Indicator * * @author joshua.taylor */ public class TRIX extends Indicator { private static final long serialVersionUID = SerialVersion.APPVERSION; public static final String FULL_NAME = "TRIX"; public static final String ABBREV = "trix"; public static final String EMA_ABBREV = "ematrix"; private IndicatorProperties properties; //variables for TA-Lib utilization private int lookback; private int emaLookback; private double[] outputSignal; private double[] outputTrix; private transient MInteger outBegIdx; private transient MInteger outNbElement; private transient Core core; //variables specific to this indicator private int period; private int emaPeriod; //the next variable is used for holding the new calculated data private Dataset calculatedDatasetTrix; private Dataset calculatedDatasetSignal; public TRIX() { super(); properties = new IndicatorProperties(); } @Override public String getName(){ return FULL_NAME; } @Override public String getLabel() { return properties.getLabel()+ " (" + properties.getPeriod() + ")"; } @Override public String getPaintedLabel(ChartFrame cf){ return getLabel(); } @Override public Indicator newInstance(){ return new TRIX(); } @Override public boolean hasZeroLine(){ return true; } @Override public boolean getZeroLineVisibility(){ return true; } @Override public Color getZeroLineColor(){ return properties.getZeroLineColor(); } @Override public Stroke getZeroLineStroke() {return properties.getZeroLineStroke(); } @Override public boolean hasDelimiters(){ return false; } @Override public boolean getDelimitersVisibility(){ return false; } @Override public double[] getDelimitersValues(){ return new double[] {}; } @Override public Color getDelimitersColor(){ return null; } @Override public Stroke getDelimitersStroke(){ return null; } @Override public Color[] getColors() { return new Color[] {properties.getTrixColor(), properties.getSignalColor()}; } @Override public boolean getMarkerVisibility(){ return properties.getMarker(); } @Override public AbstractNode getNode(){ return new IndicatorNode(properties); } @Override public Double[] getPriceValues(ChartFrame cf) { return new Double[] {}; } @Override public LinkedHashMap getHTML(ChartFrame cf, int i) { LinkedHashMap ht = new LinkedHashMap(); DecimalFormat df = new DecimalFormat("#,##0.00"); double[] values = getValues(cf, i); String[] labels = {"TRIX:", "Signal:"}; ht.put(getLabel(), " "); if (values.length > 0) { Color[] colors = getColors(); for (int j = 0; j < values.length; j++) { ht.put(getFontHTML(colors[j], labels[j]), getFontHTML(colors[j], df.format(values[j]))); } } return ht; } @Override public Range getRange(ChartFrame cf) { Range range = super.getRange(cf); return range; } @Override public void paint(Graphics2D g, ChartFrame cf, Rectangle bounds) { Dataset trix = visibleDataset(cf, ABBREV); Dataset signal = visibleDataset(cf, EMA_ABBREV); if (trix != null && signal != null) { if (maximized) { Range range = getRange(cf); DefaultPainter.line(g, cf, range, bounds, trix, properties.getTrixColor(), properties.getTrixStroke()); // paint the TRIX DefaultPainter.line(g, cf, range, bounds, signal, properties.getSignalColor(), properties.getSignalStroke()); // paint the Signal } } } @Override public double[] getValues(ChartFrame cf) { Dataset trix = visibleDataset(cf, ABBREV); Dataset signal = visibleDataset(cf, EMA_ABBREV); double[] values = new double[2]; if(trix != null && signal != null){ values[0] = trix.getLastClose(); values[1] = signal.getLastClose(); } else return new double[] {,}; return values; } @Override public double[] getValues(ChartFrame cf, int i) { Dataset trix = visibleDataset(cf, ABBREV); Dataset signal = visibleDataset(cf, EMA_ABBREV); double[] values = new double[2]; if(trix != null && signal != null){ values[0] = trix.getDataItem(i) != null ? trix.getCloseAt(i) : 0; values[1] = signal.getDataItem(i) != null ? signal.getCloseAt(i) : 0; } else return new double[] {,}; return values; } @Override public void calculate() { Dataset initial = getDataset(); int count = 0; if (initial != null && !initial.isEmpty()) count = initial.getItemsCount(); /**********************************************************************/ //This entire method is basically a copy/paste action into your own //code. The only thing you have to change is the next few lines of code. //Choose the 'lookback' method and appropriate 'calculation function' //from TA-Lib for your needs. Everything else should stay basically the //same //prepare ta-lib variables outputSignal = new double[count]; outputTrix = new double[count]; outBegIdx = new MInteger(); outNbElement = new MInteger(); core = TaLibInit.getCore();//needs to be here for serialization issues //[your specific indicator variables need to be set first] period = properties.getPeriod(); emaPeriod = properties.getEmaPeriod(); //now do the calculation over the entire dataset //[First, perform the lookback call if one exists] //[Second, do the calculation call from TA-lib] lookback = core.trixLookback(period); core.trix(0, count-1, initial.getCloseValues(), period, outBegIdx, outNbElement, outputTrix); //when calculating a moving average of an indicator, this is the order //in which your calculations must occur and the second calculation must //use the output from this calculation. Look closely at the pattern. outputTrix = TaLibUtilities.fixOutputArray(outputTrix, lookback); calculatedDatasetTrix = Dataset.EMPTY(initial.getItemsCount()); for (int i = 0; i < outputTrix.length; i++) calculatedDatasetTrix.setDataItem(i, new DataItem(initial.getTimeAt(i), outputTrix[i])); emaLookback = core.emaLookback(emaPeriod); core.ema(0, count-1, calculatedDatasetTrix.getCloseValues(), emaPeriod, outBegIdx, outNbElement, outputSignal); //Everything between the /***/ lines is what needs to be changed. //Everything else remains the same. You are done with your part now. /**********************************************************************/ //fix the output array's structure. TA-Lib does NOT match //indicator index and dataset index automatically. That's what //this function does for us. outputSignal = TaLibUtilities.fixOutputArray(outputSignal, emaLookback); calculatedDatasetSignal = Dataset.EMPTY(initial.getItemsCount()); for (int i = 0; i < outputSignal.length; i++) calculatedDatasetSignal.setDataItem(i, new DataItem(initial.getTimeAt(i), outputSignal[i])); addDataset(ABBREV, calculatedDatasetTrix); addDataset(EMA_ABBREV, calculatedDatasetSignal); } }