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ALMA Java

This Java code defines a class called ALMA that implements an indicator for calculating the Arnaud Legoux Moving Average (ALMA). The class initializes indicator properties, input and output parameters, and contains methods for resetting the calculation window, calculating values over a given index range, and getting indicator metadata. It uses exponentially weighted moving average calculations with window size, smoothing, and sampling point as adjustable parameters.

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210 views3 pages

ALMA Java

This Java code defines a class called ALMA that implements an indicator for calculating the Arnaud Legoux Moving Average (ALMA). The class initializes indicator properties, input and output parameters, and contains methods for resetting the calculation window, calculating values over a given index range, and getting indicator metadata. It uses exponentially weighted moving average calculations with window size, smoothing, and sampling point as adjustable parameters.

Uploaded by

ferrariace
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as TXT, PDF, TXT or read online on Scribd
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import com.dukascopy.api.indicators.*; import com.dukascopy.api.IIndicators; import java.awt.*; import java.util.Map; import java.awt.geom.

GeneralPath; /** * ALMA by Arnaud Legoux / Dimitris Kouzis-Loukas / Anthony Cascino * www.arnaudlegoux.com * Coded by: chriz aka Indiana Pips * Date: April 06, 2011 * email: puntasabbioni/AT/gmail.com */ public class ALMA implements IIndicator { private IndicatorInfo indicatorInfo; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private double[][] inputs = new double[1][]; private private private private double[][] outputs = new double[1][]; int iWindowSize = 9; double iM_Sigma = 6.0; double iP_Sample = 0.85;

private double[] aALMA; public void onStart(IIndicatorContext context) { indicatorInfo = new IndicatorInfo("ALMA", "Arnaud Legoux Moving Average" , "Overlap Studies", true, false, true, 1, 3, 1); inputParameterInfos = new InputParameterInfo[] { new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE) {{ setAppliedPrice(IIndicators.AppliedPrice.CLOSE); }} }; optInputParameterInfos = new OptInputParameterInfo[] { new OptInputParameterInfo("ALMA period. Must be an ODD number.", Opt InputParameterInfo.Type.OTHER,new IntegerRangeDescription(9, 1, 50, 1)), new OptInputParameterInfo("Precision / Smoothing", OptInputParameter Info.Type.OTHER,new DoubleRangeDescription(6, 1, 50, 0.1, 1)), new OptInputParameterInfo("Sample point. Where in terms of the windo w should we take the current value (0-1)", OptInputParameterInfo.Type.OTHER,new DoubleRangeDescription(0.85, 0, 1, 0.01, 2)) }; outputParameterInfos = new OutputParameterInfo[] { new OutputParameterInfo("ALMA", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE) {{ setColor(Color.BLUE); }} }; } private void ResetWindow() {

aALMA = new double[iWindowSize]; double m = (int)Math.floor(iP_Sample * (double)(iWindowSize - 1) ); double s = iWindowSize; s /= iM_Sigma; for (int i = 0; i < iWindowSize; i++) { aALMA[i] = Math.exp(-((((double)i)-m)*(((double)i)-m))/(2*s* s)); } } public IndicatorResult calculate(int startIndex, int endIndex) { //calculating startIndex taking into account lookback value if (startIndex - getLookback() < 0) { startIndex -= startIndex - getLookback(); } ResetWindow(); int i, j; for (i = startIndex, j = 0; i <= endIndex; i++, j++) { double agr = 0; double norm = 0; for (int k = iWindowSize, z=0 ; k > 0; k--,z++) { agr += aALMA[z] * inputs[0][i - k]; norm += aALMA[z]; } if (norm != 0) agr /= norm; outputs[0][j] = agr; } return new IndicatorResult(startIndex, j); } public IndicatorInfo getIndicatorInfo() { return indicatorInfo; } public InputParameterInfo getInputParameterInfo(int index) { if (index <= inputParameterInfos.length) { return inputParameterInfos[index]; } return null; } public int getLookback() { return iWindowSize; } public int getLookforward() { return 0; } public OptInputParameterInfo getOptInputParameterInfo(int index) {

if (index <= optInputParameterInfos.length) { return optInputParameterInfos[index]; } return null; } public OutputParameterInfo getOutputParameterInfo(int index) { if (index <= outputParameterInfos.length) { return outputParameterInfos[index]; } return null; } public void setInputParameter(int index, Object array) { inputs[index] = (double[]) array; } public void setOptInputParameter(int index, Object value) { switch (index) { case 0: iWindowSize = (Integer) value; break; case 1: iM_Sigma = (Double) value; break; case 2: iP_Sample = (Double) value; break; default: throw new ArrayIndexOutOfBoundsException(index); } } public void setOutputParameter(int index, Object array) { outputs[index] = (double[]) array; } }

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