mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
89 lines
2.5 KiB
Go
89 lines
2.5 KiB
Go
package indicator
|
|
|
|
import (
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
// Refer: Triple Exponential Moving Average (TEMA)
|
|
// URL: https://investopedia.com/terms/t/triple-exponential-moving-average.asp
|
|
//
|
|
// The Triple Exponential Moving Average (TEMA) is a technical analysis indicator that is used to smooth price data and reduce the lag
|
|
// associated with traditional moving averages. It is calculated by taking the exponentially weighted moving average of the input data,
|
|
// and then taking the exponentially weighted moving average of that result, and then taking the exponentially weighted moving average of
|
|
// that result. This triple-smoothing process helps to eliminate much of the noise in the original data and provides a more accurate
|
|
// representation of the underlying trend. The TEMA line is then plotted on the price chart, which can be used to make predictions about
|
|
// future price movements. The TEMA is typically more responsive to changes in the underlying data than a simple moving average, but may be
|
|
// less reliable in trending markets.
|
|
|
|
//go:generate callbackgen -type TEMA
|
|
type TEMA struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
Values floats.Slice
|
|
A1 *EWMA
|
|
A2 *EWMA
|
|
A3 *EWMA
|
|
|
|
UpdateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *TEMA) Update(value float64) {
|
|
if len(inc.Values) == 0 {
|
|
inc.SeriesBase.Series = inc
|
|
inc.A1 = &EWMA{IntervalWindow: inc.IntervalWindow}
|
|
inc.A2 = &EWMA{IntervalWindow: inc.IntervalWindow}
|
|
inc.A3 = &EWMA{IntervalWindow: inc.IntervalWindow}
|
|
}
|
|
inc.A1.Update(value)
|
|
a1 := inc.A1.Last(0)
|
|
inc.A2.Update(a1)
|
|
a2 := inc.A2.Last(0)
|
|
inc.A3.Update(a2)
|
|
a3 := inc.A3.Last(0)
|
|
inc.Values.Push(3*a1 - 3*a2 + a3)
|
|
}
|
|
|
|
func (inc *TEMA) Last(i int) float64 {
|
|
return inc.Values.Last(i)
|
|
}
|
|
|
|
func (inc *TEMA) Index(i int) float64 {
|
|
return inc.Last(i)
|
|
}
|
|
|
|
func (inc *TEMA) Length() int {
|
|
return len(inc.Values)
|
|
}
|
|
|
|
var _ types.SeriesExtend = &TEMA{}
|
|
|
|
func (inc *TEMA) PushK(k types.KLine) {
|
|
inc.Update(k.Close.Float64())
|
|
}
|
|
|
|
func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine) {
|
|
if inc.A1 == nil {
|
|
for _, k := range allKLines {
|
|
inc.PushK(k)
|
|
inc.EmitUpdate(inc.Last(0))
|
|
}
|
|
} else {
|
|
k := allKLines[len(allKLines)-1]
|
|
inc.PushK(k)
|
|
inc.EmitUpdate(inc.Last(0))
|
|
}
|
|
}
|
|
|
|
func (inc *TEMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
|
|
if inc.Interval != interval {
|
|
return
|
|
}
|
|
|
|
inc.CalculateAndUpdate(window)
|
|
}
|
|
|
|
func (inc *TEMA) Bind(updater KLineWindowUpdater) {
|
|
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
|
|
}
|