KeltnerChannelUpperIndicator.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.trackers.keltner;

import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.indicators.CachedIndicator;
import eu.verdelhan.ta4j.indicators.helpers.AverageTrueRangeIndicator;

/**
 * Keltner Channel (upper line) indicator
 * @see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:keltner_channels
 */
public class KeltnerChannelUpperIndicator extends CachedIndicator<Decimal> {

    private final AverageTrueRangeIndicator averageTrueRangeIndicator;

    private final KeltnerChannelMiddleIndicator keltnerMiddleIndicator;

    private final Decimal ratio;

    public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, Decimal ratio, int timeFrameATR) {
        super(keltnerMiddleIndicator);
        this.ratio = ratio;
        this.keltnerMiddleIndicator = keltnerMiddleIndicator;
        averageTrueRangeIndicator = new AverageTrueRangeIndicator(keltnerMiddleIndicator.getTimeSeries(), timeFrameATR);
    }

    @Override
    protected Decimal calculate(int index) {
        return keltnerMiddleIndicator.getValue(index).plus(ratio.multipliedBy(averageTrueRangeIndicator.getValue(index)));
    }

}