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; } }