Created
January 31, 2012 12:04
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MACD calculator. Not a standalone Java program but some Java code as good as pseudocode.
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import java.util.ArrayList; | |
public class MACDCalculator extends SimpleCalculator { | |
private float ema1alpha; | |
private float ema2alpha; | |
private float signalalpha; | |
private float[] pema1; | |
private float[] pema2; | |
private float[] psignal; | |
MACDCalculator(ArrayList<Float> args) { | |
this.ema1alpha = args.get(0); | |
this.ema2alpha = args.get(1); | |
this.signalalpha = args.get(2); | |
this.pema1 = null; | |
this.pema2 = null; | |
this.psignal = null; | |
} | |
@Override | |
public float[] calculate(float[] values) { | |
float[] res; | |
if (this.pema1 == null){ | |
this.pema1 = values.clone(); | |
this.pema2 = values.clone(); | |
this.psignal = values.clone(); | |
res = values.clone(); | |
} | |
else{ | |
res = new float[values.length]; | |
for (int i = 0; i < values.length; i++){ | |
this.pema1[i] = this.ema1alpha * values[i] + (1-this.ema1alpha) * this.pema1[i]; | |
this.pema2[i] = this.ema2alpha * values[i] + (1-this.ema2alpha) * this.pema2[i]; | |
this.psignal[i] = this.signalalpha * (this.pema1[i]-this.pema2[i]) + (1-this.signalalpha) * this.psignal[i]; | |
res[i] = this.pema1[i] - this.pema2[i] - this.psignal[i]; | |
} | |
} | |
return res; | |
} | |
} |
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