[Tail-cvs] Tail/src/java/net/sf/tail/indicator/tracker ParabolicSarIndicator.java, 1.3

[Thies <tg...@us...>]

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv18190/src/java/net/sf/tail/indicator/tracker

Modified Files:
	ParabolicSarIndicator.java 
Log Message:
Nova forma de calcular o parabolic sar

Index: ParabolicSarIndicator.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker/ParabolicSarIndicator.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ParabolicSarIndicator.java	26 Sep 2007 19:24:06 -0000	1.2
--- ParabolicSarIndicator.java	17 Oct 2007 18:29:56 -0000	1.3
***************
*** 3,6 ****
--- 3,10 ----
  import net.sf.tail.TimeSeries;
  import net.sf.tail.indicator.cache.CachedIndicator;
+ import net.sf.tail.indicator.helper.HighestValueIndicator;
+ import net.sf.tail.indicator.helper.LowestValueIndicator;
+ import net.sf.tail.indicator.simple.MaxPriceIndicator;
+ import net.sf.tail.indicator.simple.MinPriceIndicator;
  
  public class ParabolicSarIndicator extends CachedIndicator<Double> {
***************
*** 11,18 ****
  
  	private double extremePoint;
! 
! 	public ParabolicSarIndicator(TimeSeries series) {
! 		this.acceleration = 0.02;
  		this.series = series;
  	}
  
--- 15,31 ----
  
  	private double extremePoint;
! 	
! 	private final HighestValueIndicator highestValueIndicator;
! 	
! 	private final LowestValueIndicator lowestValueIndicator;
! 	
! 	private Boolean isDownTrade;
! 	
! 	public ParabolicSarIndicator(TimeSeries series, int timeFrame) {
! 		this.acceleration = 0.02d;
  		this.series = series;
+ 		this.highestValueIndicator = new HighestValueIndicator(new MaxPriceIndicator(series), timeFrame);
+ 		this.lowestValueIndicator = new LowestValueIndicator(new MinPriceIndicator(series), timeFrame);
+ 		isDownTrade = null;
  	}
  
***************
*** 20,79 ****
  	protected Double calculate(int index) {
  
! 		if (index <= 1) {
  			extremePoint = series.getTick(index).getClosePrice();
  			return extremePoint;
  		}
! 		double sar;
! 
! 		// trend switch
! 		if (series.getTick(index - 2).getClosePrice() > series.getTick(index - 1).getClosePrice() && series.getTick(
! 				index - 1).getClosePrice() < series.getTick(index).getClosePrice())
! 		{
! 			sar = extremePoint;
! 			extremePoint = series.getTick(index).getMaxPrice();
! 			acceleration = 0.02;
! 		}
! 		// trend switch
! 		else if((series.getTick(index - 2).getClosePrice() < series.getTick(index - 1).getClosePrice() && series
! 						.getTick(index - 1).getClosePrice() > series.getTick(index).getClosePrice())) {
! 			
! 			sar = extremePoint;
! 			extremePoint = series.getTick(index).getMinPrice();
! 			acceleration = 0.02;
! 			
! 		}
  		//DownTrend
! 		else if (series.getTick(index - 1).getClosePrice() >= series.getTick(index).getClosePrice()) {
! 			if (extremePoint > series.getTick(index).getClosePrice()) {
! 				acceleration = acceleration >= 0.19 ? 0.2 : acceleration + 0.02d;
! 				extremePoint = series.getTick(index).getMinPrice();
  			}
! 			sar = acceleration * (extremePoint - getValue(index - 1)) + getValue(index - 1);
! 			if (sar <= series.getTick(index - 1).getMaxPrice())
! 				sar = series.getTick(index - 1).getMaxPrice();
! 			else if (sar <= series.getTick(index - 2).getMaxPrice())
! 				sar = series.getTick(index - 2).getMaxPrice();
! 			if (sar <= series.getTick(index).getMaxPrice()) {
! 				sar = series.getTick(index).getMinPrice();
  			}
  
  		}
  		//UpTrend
  		else {
! 			if (extremePoint < series.getTick(index).getMaxPrice()) {
! 				acceleration = acceleration >= 0.19 ? 0.2 : acceleration + 0.02;
! 				extremePoint = series.getTick(index).getMaxPrice();
  			}
! 			sar = acceleration * (extremePoint - getValue(index - 1)) + getValue(index - 1);
! 			if (sar >= series.getTick(index - 1).getMinPrice())
! 				sar = series.getTick(index - 1).getMinPrice();
! 			else if (sar >= series.getTick(index - 2).getMinPrice())
! 				sar = series.getTick(index - 2).getMinPrice();
! 			if (sar >= series.getTick(index).getMinPrice()) {
! 				sar = series.getTick(index).getMaxPrice();
  			}
  
  		}
! 		return sar;
  	}
  
--- 33,75 ----
  	protected Double calculate(int index) {
  
! 		if (index == 0) {
  			extremePoint = series.getTick(index).getClosePrice();
  			return extremePoint;
  		}
! 		
  		//DownTrend
! 		if (series.getTick(index - 1).getClosePrice() >= series.getTick(index).getClosePrice()) {
! 			double actualLowest = lowestValueIndicator.getValue(index);
! 			
! 			if(isDownTrade == null || !isDownTrade) {
! 				isDownTrade = true;
! 				acceleration = 0.02d;
! 				extremePoint = actualLowest;
  			}
! 			else if(actualLowest != extremePoint) {
! 				if(actualLowest < extremePoint)				
! 					acceleration = acceleration >= 0.2d? 0.2d : acceleration + 0.02d;
! 				extremePoint = actualLowest;
  			}
+ 			
  
  		}
  		//UpTrend
  		else {
! 			double actualHighest = highestValueIndicator.getValue(index);
! 			if(isDownTrade == null || isDownTrade) {
! 				isDownTrade = false;
! 				acceleration = 0.02d;
! 				extremePoint = actualHighest;
  			}
! 			else if(actualHighest != extremePoint){
! 				if(actualHighest > extremePoint)
! 					acceleration = acceleration >= 0.2d? 0.2d : acceleration + 0.02d;
! 				extremePoint = actualHighest;	
! 				
  			}
  
  		}
! 		return getValue(index - 1) + acceleration * (extremePoint - getValue(index - 1));
  	}