highlowreversal.java

EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and hi

/*
 * Copyright (c) 2004-2006 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Michael Williamson <[e-mail]> - original AST implementation
 *     Marco Maccaferri - porting to EclipseTrader
 */

package net.sourceforge.eclipsetrader.trading.patterns;

import java.util.ArrayList;
import java.util.List;

import net.sourceforge.eclipsetrader.core.IPattern;
import net.sourceforge.eclipsetrader.core.Sentiment;
import net.sourceforge.eclipsetrader.core.db.Bar;
import net.sourceforge.eclipsetrader.core.db.Security;

public class HighLowReversal implements IPattern
{
    List bars = new ArrayList();
    int minimumBars = 2;
    int maximumBars = 2;
    Sentiment sentiment = Sentiment.INVALID;
    double difference = 0.05;

    public HighLowReversal()
    {
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IPattern#init(net.sourceforge.eclipsetrader.core.db.Security)
     */
    public void init(Security security)
    {
        bars = new ArrayList();
        sentiment = Sentiment.INVALID;
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IPattern#add(net.sourceforge.eclipsetrader.core.db.Bar)
     */
    public void add(Bar bar)
    {
        bars.add(bar);
        if (bars.size() > maximumBars)
            bars.remove(0);

        if (bars.size() >= minimumBars)
        {
            sentiment = Sentiment.NEUTRAL;
            Bar[] recs = (Bar[])bars.toArray(new Bar[bars.size()]);

            if (recs[0].getClose() >= recs[0].getHigh() - difference && recs[1].getClose() <= recs[1].getLow() + difference)
                sentiment = Sentiment.BEARISH;
            else if (recs[1].getClose() >= recs[1].getHigh() - difference && recs[0].getClose() <= recs[0].getLow() + difference)
                sentiment = Sentiment.BULLISH;
        }
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IPattern#getSentiment()
     */
    public Sentiment getSentiment()
    {
        return sentiment;
    }
}