100 lines
2.8 KiB
Go
100 lines
2.8 KiB
Go
package indicator
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import (
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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// Refer: Klinger Oscillator
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// Refer URL: https://www.investopedia.com/terms/k/klingeroscillator.asp
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// Explanation:
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// The Klinger Oscillator is a technical indicator that was developed by Stephen Klinger.
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// It is based on the assumption that there is a relationship between money flow and price movement in the stock market.
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// The Klinger Oscillator is calculated by taking the difference between a 34-period and 55-period moving average.
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// Usually the indicator is using together with a 9-period or 13-period of moving average as the signal line.
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// This indicator is often used to identify potential turning points in the market, as well as to confirm the strength of a trend.
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//
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//go:generate callbackgen -type KlingerOscillator
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type KlingerOscillator struct {
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types.SeriesBase
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types.IntervalWindow
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Fast types.UpdatableSeries
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Slow types.UpdatableSeries
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VF VolumeForce
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updateCallbacks []func(value float64)
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}
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func (inc *KlingerOscillator) Length() int {
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if inc.Fast == nil || inc.Slow == nil {
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return 0
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}
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return inc.Fast.Length()
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}
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func (inc *KlingerOscillator) Last(i int) float64 {
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if inc.Fast == nil || inc.Slow == nil {
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return 0
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}
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return inc.Fast.Last(i) - inc.Slow.Last(i)
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}
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func (inc *KlingerOscillator) Update(high, low, cloze, volume float64) {
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if inc.Fast == nil {
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inc.SeriesBase.Series = inc
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inc.Fast = &EWMA{IntervalWindow: types.IntervalWindow{Window: 34, Interval: inc.Interval}}
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inc.Slow = &EWMA{IntervalWindow: types.IntervalWindow{Window: 55, Interval: inc.Interval}}
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}
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if inc.VF.lastSum > 0 {
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inc.VF.Update(high, low, cloze, volume)
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inc.Fast.Update(inc.VF.Value)
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inc.Slow.Update(inc.VF.Value)
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} else {
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inc.VF.Update(high, low, cloze, volume)
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}
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}
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var _ types.SeriesExtend = &KlingerOscillator{}
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func (inc *KlingerOscillator) PushK(k types.KLine) {
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inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64(), k.Volume.Float64())
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}
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func (inc *KlingerOscillator) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
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target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
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}
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// Utility to hold the state of calculation
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type VolumeForce struct {
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dm float64
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cm float64
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trend float64
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lastSum float64
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Value float64
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}
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func (inc *VolumeForce) Update(high, low, cloze, volume float64) {
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if inc.lastSum == 0 {
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inc.dm = high - low
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inc.cm = inc.dm
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inc.trend = 1.
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inc.lastSum = high + low + cloze
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inc.Value = volume // first volume is not calculated
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return
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}
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trend := 1.
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if high+low+cloze <= inc.lastSum {
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trend = -1.
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}
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dm := high - low
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if inc.trend == trend {
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inc.cm = inc.cm + dm
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} else {
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inc.cm = inc.dm + dm
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}
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inc.trend = trend
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inc.lastSum = high + low + cloze
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inc.dm = dm
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inc.Value = volume * (2.*(inc.dm/inc.cm) - 1.) * trend
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}
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