Class: Quant::Indicators::Pivot

Inherits:
Indicator show all
Defined in:
lib/quant/indicators/pivot.rb

Constant Summary

Constants inherited from Indicator

Indicator::PRIORITIES

Constants included from Mixins::UniversalFilters

Mixins::UniversalFilters::K

Instance Attribute Summary

Attributes inherited from Indicator

#p0, #p1, #p2, #p3, #series, #source, #t0, #t1, #t2, #t3

Instance Method Summary collapse

Methods inherited from Indicator

#<<, #[], #dc_period, dependent_indicator_classes, depends_on, #dominant_cycle, #dominant_cycle_indicator_class, #dominant_cycle_kind, #each, #half_period, #indicator_name, #initialize, #input, #inspect, #max_period, #micro_period, #min_period, #p, #period_points, #pivot_kind, #priority, #size, #t, #ticks, #values

Methods included from Mixins::FisherTransform

#fisher_transform, #inverse_fisher_transform, #relative_fisher_transform

Methods included from Mixins::Stochastic

#stochastic

Methods included from Mixins::SuperSmoother

#three_pole_super_smooth, #two_pole_super_smooth

Methods included from Mixins::HilbertTransform

#hilbert_transform

Methods included from Mixins::ExponentialMovingAverage

#exponential_moving_average

Methods included from Mixins::SimpleMovingAverage

#simple_moving_average

Methods included from Mixins::WeightedMovingAverage

#extended_weighted_moving_average, #weighted_moving_average

Methods included from Mixins::UniversalFilters

#universal_band_pass, #universal_ema, #universal_filter, #universal_one_pole_high_pass, #universal_one_pole_low_pass, #universal_two_pole_high_pass, #universal_two_pole_low_pass

Methods included from Mixins::ButterworthFilters

#three_pole_butterworth, #two_pole_butterworth

Methods included from Mixins::HighPassFilters

#high_pass_filter, #hpf2, #two_pole_high_pass_filter

Methods included from Mixins::Functions

#angle, #bars_to_alpha, #deg2rad, #period_to_alpha, #rad2deg

Constructor Details

This class inherits a constructor from Quant::Indicators::Indicator

Instance Method Details

#averaging_period ⇒ Object 



66
67
68
 
# File 'lib/quant/indicators/pivot.rb', line 66

def averaging_period
  min_period
end

#band?(band) ⇒ Boolean

Returns:

  • (Boolean) 


58
59
60
 
# File 'lib/quant/indicators/pivot.rb', line 58

def band?(band)
  p0.key?(band)
end

#compute ⇒ Object 



74
75
76
77
78
79
 
# File 'lib/quant/indicators/pivot.rb', line 74

def compute
  compute_extents
  compute_value
  compute_midpoint
  compute_bands
end

#compute_bands ⇒ Object 



89
90
91
 
# File 'lib/quant/indicators/pivot.rb', line 89

def compute_bands
  # No-op -- override in subclasses
end

#compute_extents ⇒ Object 



93
94
95
96
97
98
99
100
101
102
103
104
 
# File 'lib/quant/indicators/pivot.rb', line 93

def compute_extents
  period_midpoints.tap do |midpoints|
    p0.high_price = t0.high_price
    p0.low_price = t0.low_price
    p0.highest = midpoints.max
    p0.lowest = midpoints.min
    p0.range = p0.high_price - p0.low_price
    p0.avg_low = super_smoother(:low_price, previous: :avg_low, period: averaging_period)
    p0.avg_high = super_smoother(:high_price, previous: :avg_high, period: averaging_period)
    p0.avg_range = super_smoother(:range, previous: :avg_range, period: averaging_period)
  end
end

#compute_midpoint ⇒ Object 



81
82
83
 
# File 'lib/quant/indicators/pivot.rb', line 81

def compute_midpoint
  p0.midpoint = p0.input
end

#compute_value ⇒ Object 



85
86
87
 
# File 'lib/quant/indicators/pivot.rb', line 85

def compute_value
  # No-op -- override in subclasses
end

#period ⇒ Object 



62
63
64
 
# File 'lib/quant/indicators/pivot.rb', line 62

def period
  dc_period
end

#period_midpoints ⇒ Object 



70
71
72
 
# File 'lib/quant/indicators/pivot.rb', line 70

def period_midpoints
  period_points(period).map(&:midpoint)
end

#points_class ⇒ Object 



54
55
56
 
# File 'lib/quant/indicators/pivot.rb', line 54

def points_class
  Quant::Indicators::PivotPoint
end