Class: Quant::Indicators::Pivots::Demark

Inherits:
Pivot show all
Defined in:
lib/quant/indicators/pivots/demark.rb

Overview

R1 = X / 2 - L PP = X / 4 (this is not an official DeMark number but merely a reference point based on the calculation of X) S1 = X / 2 - H

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 Pivot

#band?, #compute, #compute_extents, #period, #period_midpoints, #points_class, #smoothed_average_midpoint

Methods inherited from Indicator

#<<, #[], #adaptive_half_period, #adaptive_period, #compute, 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, #points_class, #priority, register, #size, #t, #ticks, #values, #warmed_up?

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 



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# File 'lib/quant/indicators/pivots/demark.rb', line 19

def averaging_period
  min_period / 2
end

#compute_bands ⇒ Object 



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# File 'lib/quant/indicators/pivots/demark.rb', line 42

def compute_bands
  p0.h1 = (p0.input / 2.0) - p0.avg_high
  p0.h1 = three_pole_super_smooth :h1, previous: :h1, period: averaging_period

  p0.l1 = (p0.input / 2.0) - p0.avg_low
  p0.l1 = three_pole_super_smooth :l1, previous: :l1, period: averaging_period
end

#compute_midpoint ⇒ Object 



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# File 'lib/quant/indicators/pivots/demark.rb', line 37

def compute_midpoint
  p0.midpoint = p0.input / 4.0
  p0.midpoint = three_pole_super_smooth :midpoint, previous: :midpoint, period: averaging_period
end

#compute_value ⇒ Object 



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# File 'lib/quant/indicators/pivots/demark.rb', line 33

def compute_value
  p0.input = x_factor
end

#x_factor ⇒ Object 



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# File 'lib/quant/indicators/pivots/demark.rb', line 23

def x_factor
  if t0.close_price == t0.open_price
    ((2.0 * t0.close_price) + p0.avg_high + p0.avg_low)
  elsif t0.close_price > t0.open_price
    ((2.0 * p0.avg_high) + p0.avg_low + t0.close_price)
  else
    ((2.0 * p0.avg_low) + p0.avg_high + t0.close_price)
  end
end