tail-cvs

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

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/indicator/tracker
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv25602/src/java/net/sf/tail/indicator/tracker

Added Files:
	WilliamsRIndicator.java 
Log Message:
Indicador Williams % R

--- NEW FILE: WilliamsRIndicator.java ---
package net.sf.tail.indicator.tracker;

import net.sf.tail.Indicator;
import net.sf.tail.indicator.simple.MaxPriceIndicator;
import net.sf.tail.indicator.simple.MinPriceIndicator;

public class WilliamsRIndicator extends CachedIndicator<Double>{
	
	private MaxPriceIndicator maxPriceIndicator;
	private MinPriceIndicator minPriceIndicator;
	
	public WilliamsRIndicator(Indicator<? extends Number> indicator, int timeFrame, MaxPriceIndicator maxPriceIndicator, MinPriceIndicator minPriceIndicator) {
		super(indicator, timeFrame);
		this.maxPriceIndicator = maxPriceIndicator;
		this.minPriceIndicator = minPriceIndicator;
	}
	
	@Override
	protected Double calculate(int index) {
		double highestHighPrice = getHighestHighPrice(index);
		double lowestLowPrice = getLowestLowPrice(index);
		
		return ((highestHighPrice - indicator.getValue(index).doubleValue()) / (highestHighPrice - lowestLowPrice)) * -100d;
	}
	
	private Double getHighestHighPrice(int index)
	{
		int start = Math.max(0, index - timeFrame + 1);
		Double highest = maxPriceIndicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(highest.doubleValue() < maxPriceIndicator.getValue(i).doubleValue())
				highest = maxPriceIndicator.getValue(i);
		}
		return highest;
	}
	
	private Double getLowestLowPrice(int index)
	{
		int start = Math.max(0, index - timeFrame + 1);
		Double lowest = minPriceIndicator.getValue(start);
		for (int i = start + 1; i <= index; i++) {
			if(lowest.doubleValue() > minPriceIndicator.getValue(i).doubleValue())
				lowest = minPriceIndicator.getValue(i);
		}
		return lowest;
	}
}