com.aquafold.openapi.math
Interface AQFinancial

public interface AQFinancial

Method Summary

double[]	accdistosc(double[] high, double[] low, double[] close, double[] volume) Calculates Accumulation Distribution (Chaikin) Oscillator for incoming data.
double[]	accumdistrib(double[] high, double[] low, double[] close, double[] volume) Calculates accumulation/distribution line of incoming data.
double[][]	bollinger(double[] in, int span) Returns Bollinger bands for incoming data.
double[]	chaikinmoneyflow(double[] high, double[] low, double[] close, double[] volume, int span) Calculates Chaikin Money Flow for incoming data.
double[]	chaikinosc(double[] high, double[] low, double[] close, double[] volume) Calculates Chaikin Oscillator for incoming data.
double[]	chvol(double[] high, double[] low, int span) Calculates Chaikin volitility.
double	clv(double high, double low, double close) Calculates close location value of incoming data.
double[]	ema(double[] in, int span) Calculates Exponential moving average-- moving average whose weighting factors decrease exponentially.
double[]	hhigh(double[] close, int span) Calculates highest high in a given period
double[]	llow(double[] close, int span) Calculates lowest low in a given period
double[][]	macd(double[] in, int fastspan, int slowspan, int convspan) Returns moving average convergence/divergence for incoming data.
double[]	medianprice(double[] high, double[] low) Calculates median price of incoming data..
double[]	momentum(double[] close, int span) Calculates momentum of incoming data.
double[]	movingaverage(double[] in, int span) Calculates Simple Moving average [link]
double[]	movingstd(double[] in, int span) Calculates Moving Standard Deviation.
double[]	nvi(double[] volume, double[] close) Calculates negative volume index of incoming data.
double[]	obv(double[] volume, double[] close) Calculates on balance volume of incoming data.
double[]	proc(double[] close, int span) Returns price rate of change of incoming data.
double[]	pvi(double[] volume, double[] close) Calculates positive volume index of incoming data.
double[]	pvt(double[] volume, double[] close) Calculates price and volume trend of incoming data.
double[]	rsi(double[] close, int span) Calculates Relative strength index of incoming data.
double[][]	stochosc(double[] high, double[] low, double[] close) Calculates default (14-day fast) stochastic oscillator.
double[][]	stochosc(double[] high, double[] low, double[] close, int span, int smoothspan) Calculates general stochastic oscillator.
double[][]	stochosc(double[] high, double[] low, double[] close, int span, String option) Calculates fast or slow stochastic oscillator of user defined width.
double	sum(double[] in) Calculates sum of incoming data
double[]	trh(double[] high, double[] close) Calculates True Range High of incoming array.
double[]	trl(double[] low, double[] close) Calculates True Range Low of incoming array.
double[]	typicalprice(double[] high, double[] low, double[] close) Calculates typical price of incoming data.
double[]	vroc(double[] volume, int span) Calculates volume rate of change.
double[]	waccumdistrib(double[] high, double[] low, double[] close) Calculates Williams accumulation/distribution of incoming data.
double[]	wclose(double[] high, double[] low, double[] close) Calculates weighted close.

Method Detail

accumdistrib

double[] accumdistrib(double[] high,
                      double[] low,
                      double[] close,
                      double[] volume)

Calculates accumulation/distribution line of incoming data. Finds relative difference between high, low, and close and scaled by volume. Determines whether investors are generally buying or selling. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

volume - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

clv

double clv(double high,
           double low,
           double close)

Calculates close location value of incoming data. Scales the closing value of a stock to the difference between high and low prices. [link]

Parameters:

high - a double precision value.

low - a double precision value.

close - a double precision value.

Returns:

double precision value

Throws:

IllegalArgumentException - if the incoming data is empty

chaikinosc

double[] chaikinosc(double[] high,
                    double[] low,
                    double[] close,
                    double[] volume)

Calculates Chaikin Oscillator for incoming data. See also accumulation/distribution oscillator [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

volume - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

sum

double sum(double[] in)

Calculates sum of incoming data

Parameters:

in - incoming data array

Returns:

double precision value

Throws:

IllegalArgumentException - if the incoming array is empty

accdistosc

double[] accdistosc(double[] high,
                    double[] low,
                    double[] close,
                    double[] volume)

Calculates Accumulation Distribution (Chaikin) Oscillator for incoming data. Finds relative difference between high, low, and close and scaled by volume. Determines whether investors are generally buying or selling. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

volume - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

chaikinmoneyflow

double[] chaikinmoneyflow(double[] high,
                          double[] low,
                          double[] close,
                          double[] volume,
                          int span)

Calculates Chaikin Money Flow for incoming data. Compares closing price to price range and determines if data is under accumulation or distribution. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

volume - a double precision array.

span - an integer value

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

ema

double[] ema(double[] in,
             int span)

Calculates Exponential moving average-- moving average whose weighting factors decrease exponentially. [link]

Parameters:

in - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

movingaverage

double[] movingaverage(double[] in,
                       int span)

Calculates Simple Moving average [link]

Parameters:

in - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

movingstd

double[] movingstd(double[] in,
                   int span)

Calculates Moving Standard Deviation. Measures variability of data during period. [link]

Parameters:

in - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

bollinger

double[][] bollinger(double[] in,
                     int span)

Returns Bollinger bands for incoming data. Calculates 2 standard deviations above (bollinger[][0]) and below (bollinger[][1]) the simple moving average. [link]

Parameters:

in - a double precision array.

span - an integer

Returns:

Nx3 double precision array, where N is length of incoming data

• moving average of incoming data
• upper and lower Bollinger bands

Throws:

IllegalArgumentException - if the incoming array is empty

macd

double[][] macd(double[] in,
                int fastspan,
                int slowspan,
                int convspan)

Returns moving average convergence/divergence for incoming data. Calculates the difference between fast and slow exponential moving averages of incoming data. [link]

Parameters:

in - a double precision array.

fastspan - an integer

slowspan - an integer

convspan - an integer

Returns:

Nx2 double precision array, where N is length of incoming data

• moving average convergence/divergence line (macd) is first double vector
• signal line (signal) is second double vector

Throws:

IllegalArgumentException - if the incoming array is empty

chvol

double[] chvol(double[] high,
               double[] low,
               int span)

Calculates Chaikin volitility. Calculates range between high and low for given period. [link]

Parameters:

high - a double precision array.

low - a double precision array.

span - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

momentum

double[] momentum(double[] close,
                  int span)

Calculates momentum of incoming data. Finds change in price over period. [link]

Parameters:

close - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

nvi

double[] nvi(double[] volume,
             double[] close)

Calculates negative volume index of incoming data. Index which tracks days which close lower than the previous day. [link]

Parameters:

volume - a double precision array.

close - a double precision array

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

pvi

double[] pvi(double[] volume,
             double[] close)

Calculates positive volume index of incoming data. Index which tracks days which close higher than the previous day. [link]

Parameters:

volume - a double precision array.

close - a double precision array

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

obv

double[] obv(double[] volume,
             double[] close)

Calculates on balance volume of incoming data. Accumulator relating momentum to volume. [link]

Parameters:

volume - a double precision array.

close - a double precision array

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

proc

double[] proc(double[] close,
              int span)

Returns price rate of change of incoming data. Calculates the relative change in price over a given period. [link]

Parameters:

close - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

pvt

double[] pvt(double[] volume,
             double[] close)

Calculates price and volume trend of incoming data. Accumulator of daily volume, scaled by relative change in closing price. [link]

Parameters:

volume - a double precision array.

close - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

rsi

double[] rsi(double[] close,
             int span)

Calculates Relative strength index of incoming data. The ratio of the exponential moving averages of upward and downward movements of closing price. [link]

Parameters:

close - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

vroc

double[] vroc(double[] volume,
              int span)

Calculates volume rate of change. Calculates the relative change in volume over a given period. [link]

Parameters:

volume - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

typicalprice

double[] typicalprice(double[] high,
                      double[] low,
                      double[] close)

Calculates typical price of incoming data. Average of high, low and close. [link]

Parameters:

high - a double precision array.

low - a double precision array

close - a double precision array

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

medianprice

double[] medianprice(double[] high,
                     double[] low)

Calculates median price of incoming data.. Calculates middle point between data pairs in incoming data sets. [link]

Parameters:

high - a double precision array.

low - a double precision array

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

hhigh

double[] hhigh(double[] close,
               int span)

Calculates highest high in a given period

Parameters:

close - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

llow

double[] llow(double[] close,
              int span)

Calculates lowest low in a given period

Parameters:

close - a double precision array.

span - an integer

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

stochosc

double[][] stochosc(double[] high,
                    double[] low,
                    double[] close)

Calculates default (14-day fast) stochastic oscillator. Momentum indicator depending on percentage changes in closing price, scaled by daily range. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

Returns:

Nx2 double precision array

• First return vector is %K
• Second return vector is %D

Throws:

IllegalArgumentException - if the incoming array is empty

stochosc

double[][] stochosc(double[] high,
                    double[] low,
                    double[] close,
                    int span,
                    String option)

Calculates fast or slow stochastic oscillator of user defined width. Momentum indicator depending on percentage changes in closing price, scaled by daily range. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

span - an integer

option - a string

• fast (smooths over smaller window)
• slow (smooths over longer window)

Returns:

Nx2 double precision array

• First return vector is %K
• Second return vector is %D

Throws:

IllegalArgumentException - if the incoming array is empty

stochosc

double[][] stochosc(double[] high,
                    double[] low,
                    double[] close,
                    int span,
                    int smoothspan)

Calculates general stochastic oscillator. Momentum indicator depending on percentage changes in closing price, scaled by daily range. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

span - an integer

smoothspan - an integer

• span controls oscillator period
• smoothspan controls smoothing period

Returns:

Nx2 double precision array

• First return vector is %K
• Second return vector is %D

Throws:

IllegalArgumentException - if the incoming array is empty

wclose

double[] wclose(double[] high,
                double[] low,
                double[] close)

Calculates weighted close. Running average of daily price with additional weighting for the close. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

trh

double[] trh(double[] high,
             double[] close)

Calculates True Range High of incoming array. Daily high or previous close, whichever is higher. [link]

Parameters:

high - a double precision array.

close - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

trl

double[] trl(double[] low,
             double[] close)

Calculates True Range Low of incoming array. Daily low or previous close, whichever is lower. [link]

Parameters:

low - a double precision array.

close - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty

waccumdistrib

double[] waccumdistrib(double[] high,
                       double[] low,
                       double[] close)

Calculates Williams accumulation/distribution of incoming data. Accumulator of daily positive and negative price movments. [link]

Parameters:

high - a double precision array.

low - a double precision array.

close - a double precision array.

Returns:

double precision array

Throws:

IllegalArgumentException - if the incoming array is empty