/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j.indicators.helpers;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
/**
* True range indicator.
* <p>
*/
public class TrueRangeIndicator extends CachedIndicator<Decimal>{
private TimeSeries series;
public TrueRangeIndicator(TimeSeries series) {
super(series);
this.series = series;
}
@Override
protected Decimal calculate(int index) {
Decimal ts = series.getTick(index).getMaxPrice().minus(series.getTick(index).getMinPrice());
Decimal ys = index == 0 ? Decimal.ZERO : series.getTick(index).getMaxPrice().minus(series.getTick(index - 1).getClosePrice());
Decimal yst = index == 0 ? Decimal.ZERO : series.getTick(index - 1).getClosePrice().minus(series.getTick(index).getMinPrice());
return ts.abs().max(ys.abs()).max(yst.abs());
}
}