CMOIndicator.java

/**
 * 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.oscillators;

import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
import eu.verdelhan.ta4j.indicators.helpers.CumulatedGainsIndicator;
import eu.verdelhan.ta4j.indicators.helpers.CumulatedLossesIndicator;

/**
 * Chande Momentum Oscillator indicator.
 * <p>
 * @see http://tradingsim.com/blog/chande-momentum-oscillator-cmo-technical-indicator/
 * @see http://www.investopedia.com/terms/c/chandemomentumoscillator.asp
 */
public class CMOIndicator extends CachedIndicator<Decimal> {

    private final CumulatedGainsIndicator cumulatedGains;

    private final CumulatedLossesIndicator cumulatedLosses;

    /**
     * Constructor.
     * @param price a price indicator
     * @param timeFrame the time frame
     */
    public CMOIndicator(Indicator<Decimal> price, int timeFrame) {
        super(price);
        cumulatedGains = new CumulatedGainsIndicator(price, timeFrame);
        cumulatedLosses = new CumulatedLossesIndicator(price, timeFrame);
    }

    @Override
    protected Decimal calculate(int index) {
        Decimal sumOfGains = cumulatedGains.getValue(index);
        Decimal sumOfLosses = cumulatedLosses.getValue(index);
        return sumOfGains.minus(sumOfLosses)
                .dividedBy(sumOfGains.plus(sumOfLosses))
                .multipliedBy(Decimal.HUNDRED);
    }
}