Package de.gsi.financial.samples.service.addon

Class AbsorptionConsolidationAddon

java.lang.Object

de.gsi.financial.samples.service.addon.AbsorptionConsolidationAddon

All Implemented Interfaces:

OhlcvConsolidationAddon

public class AbsorptionConsolidationAddon
extends java.lang.Object
implements OhlcvConsolidationAddon

Constructor Summary

Constructors

Constructor	Description
AbsorptionConsolidationAddon(boolean searchDynamic, int absorptionLevel, int absorptionCluster, double searchBarPercent, double extremeAbsorptionLevelParam)

Method Summary

Modifier and Type	Method	Description
DefaultOHLCV	consolidationAdditionAddon(DefaultOHLCV ohlcv, OHLCVItem incrementItem)	Base method for addon calculation process
DefaultOHLCV	consolidationUpdateAddon(DefaultOHLCV ohlcv, OHLCVItem incrementItem)	Base method for addon calculation process
protected void	findClusters(OHLCVItem barItem)
protected void	findClustersOfSide(OHLCVItem barItem, boolean bidOrAsk, AbsorptionClusterDO absorptionClusterDO)
boolean	isDynamic()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AbsorptionConsolidationAddon

public AbsorptionConsolidationAddon(boolean searchDynamic,
                                    int absorptionLevel,
                                    int absorptionCluster,
                                    double searchBarPercent,
                                    double extremeAbsorptionLevelParam)

Parameters:

searchDynamic - - dynamic processing when the bar is painting

absorptionLevel - - defines value for volume in the price level which detects price for absorption cluster

absorptionCluster - - minimal length of cluster for detection

searchBarPercent - - where is accepted the cluster in whole bar in percent (e.g. 33% = 1/3 bar from low for bid, and high for ask)

extremeAbsorptionLevelParam - - logic for searching extreme bid/ask volumes single clusters

Method Detail

consolidationUpdateAddon

public DefaultOHLCV consolidationUpdateAddon(DefaultOHLCV ohlcv,
                                             OHLCVItem incrementItem)

Description copied from interface: OhlcvConsolidationAddon

Base method for addon calculation process

Specified by:

consolidationUpdateAddon in interface OhlcvConsolidationAddon

Parameters:

ohlcv - existed ohlcv structure

incrementItem - incremental ohlc item

Returns:

enhanced signal

consolidationAdditionAddon

public DefaultOHLCV consolidationAdditionAddon(DefaultOHLCV ohlcv,
                                               OHLCVItem incrementItem)

Description copied from interface: OhlcvConsolidationAddon

Base method for addon calculation process

Specified by:

consolidationAdditionAddon in interface OhlcvConsolidationAddon

Parameters:

ohlcv - existed ohlcv structure

incrementItem - incremental ohlc item

Returns:

enhanced signal

isDynamic

public boolean isDynamic()

Specified by:

isDynamic in interface OhlcvConsolidationAddon

Returns:

true = addon needs recalculation per tick in the consolidation process, false = the computation is processing by new tick which create new bar. It means in the end of previous closed bar - on close of bar.

findClusters

protected void findClusters(OHLCVItem barItem)

findClustersOfSide

protected void findClustersOfSide(OHLCVItem barItem,
                                  boolean bidOrAsk,
                                  AbsorptionClusterDO absorptionClusterDO)