A B C D E F G I K L M O P R S T W

A

AccumulateDistribute - class webcab.lib.finance.trading.indicators.AccumulateDistribute.

These indicators measure to what degree on net an asset is being accumulated (i.e.

AccumulateDistribute() - Constructor for class webcab.lib.finance.trading.indicators.AccumulateDistribute

Creates a new instance.

AccumulateDistributeJDBC - class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC.

A `JDBC interface' for the AccumulateDistribute class.

AccumulateDistributeJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Creates a new instance of this `JDBC interface' that encapsulates a AccumulateDistribute class.

AccumulateDistributeJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Creates a new instance of this `JDBC interface' that encapsulates a AccumulateDistribute class.

AccumulateDistributeJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBCException.

Exception to signal JDBC problems while calling the AccumulateDistributeJDBC class.

AccumulateDistributeJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBCException

accumulationDistribution(double, double, double) - Method in class webcab.lib.finance.trading.indicators.AccumulateDistribute

The accumulation/distribution indicator illustrates the degree to which an asset is being accumulated or reduced by the market on a given day.

accumulationDistributionPeriod(double[], double[], double[]) - Method in class webcab.lib.finance.trading.indicators.AccumulateDistribute

This indicator is a slight generalization of the AccumulationDistribution indicator above, here the indicator may be evaluated with respect to a period of a days rather than with respect to a one day period.

Aroon - class webcab.lib.finance.trading.indicators.Aroon.

Within this class we define the Aroon indicator which was developed by Tushar Chande in order to establish whether a price is trending or within a trading range.

Aroon() - Constructor for class webcab.lib.finance.trading.indicators.Aroon

Creates a new instance.

aroonDown(double[]) - Method in class webcab.lib.finance.trading.indicators.Aroon

Calculates the Aroon Down indicator which measures the relative time since the last lowest low.

AroonJDBC - class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC.

A `JDBC interface' for the Aroon class.

AroonJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Aroon class.

AroonJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Aroon class.

AroonJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.AroonJDBCException.

Exception to signal JDBC problems while calling the AroonJDBC class.

AroonJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.AroonJDBCException

aroonOscillator(double, double) - Method in class webcab.lib.finance.trading.indicators.Aroon

Evaluates the Aroon Oscillator over the last n-days which is given by the following formulae:

Aroon Oscillator = (Aroon Up Indicator) - (Aroon Down Indicator)

where "(Aroon Up Indicator)" can be evaluated using aroonUp, and "(Aroon Down Indicator)" can be evaluated using aroonDown.

aroonUp(double[]) - Method in class webcab.lib.finance.trading.indicators.Aroon

The Aroon Up indicator measures the relative time since the last highest high.

averageDailyTrueRange(double[]) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

We evaluate the x-day Average Daily True Range (ADTR) of an asset over a period.

B

balanceOfPower(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.MarketStrength

Implements the Balance of Power (BOP) indicator, created by Igor Livshin; which captures the struggle between the Bulls and Bears throughout a trading day.

BollingerBands - class webcab.lib.finance.trading.indicators.BollingerBands.

Within this class we offer procedures which evaluate the upper and lower Bollinger Bands.

BollingerBands() - Constructor for class webcab.lib.finance.trading.indicators.BollingerBands

Creates a new instance.

bollingerBandsHigher(double[], double) - Method in class webcab.lib.finance.trading.indicators.BollingerBands

Evaluates the position of the Upper Bollinger Band for a given standard deviation level.

BollingerBandsJDBC - class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC.

A `JDBC interface' for the BollingerBands class.

BollingerBandsJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a BollingerBands class.

BollingerBandsJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a BollingerBands class.

BollingerBandsJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBCException.

Exception to signal JDBC problems while calling the BollingerBandsJDBC class.

BollingerBandsJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBCException

bollingerBandsLower(double[], double) - Method in class webcab.lib.finance.trading.indicators.BollingerBands

Evaluates the position of the Lower Bollinger Band for a given standard deviation level.

C

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Given an array of Java objects, this method identifies the corresponding Stochastics method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Given an array of Java objects, this method identifies the corresponding Oscillators method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Given an array of Java objects, this method identifies the corresponding MeanReversion method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Given an array of Java objects, this method identifies the corresponding MarketStrength method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Given an array of Java objects, this method identifies the corresponding Filters method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Given an array of Java objects, this method identifies the corresponding MovingAverage method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Given an array of Java objects, this method identifies the corresponding DirectionalMovementIndicator method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Given an array of Java objects, this method identifies the corresponding BollingerBands method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Given an array of Java objects, this method identifies the corresponding Aroon method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, Serializable[], String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Given an array of Java objects, this method identifies the corresponding AccumulateDistribute method methodName and writes the result of the computation to the database, as indicated by the output query.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Stochastics method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Oscillators method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MeanReversion method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MarketStrength method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Filters method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MovingAverage method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DirectionalMovementIndicator method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding BollingerBands method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Aroon method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AccumulateDistribute method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Stochastics method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Oscillators method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MeanReversion method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MarketStrength method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Filters method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MovingAverage method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DirectionalMovementIndicator method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding BollingerBands method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Aroon method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AccumulateDistribute method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Stochastics method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Oscillators method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MeanReversion method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MarketStrength method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Filters method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding MovingAverage method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DirectionalMovementIndicator method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding BollingerBands method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Aroon method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

call(String, String, String, int[][]) - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding AccumulateDistribute method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.

chaikinMoneyFlow(double[], double[], double[], double[]) - Method in class webcab.lib.finance.trading.indicators.AccumulateDistribute

Chaikin Money Flow (CMF) is a volume weighted average of Accumulation/Distribution over a specified period, which is usually taken to be 21 days.

chaikinOscillator(double[], double[], double[], double) - Method in class webcab.lib.finance.trading.indicators.AccumulateDistribute

This method implements the Chaikin Oscillator (also known as the Chaikin A/D Oscillator).

classifyMovements(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Determines whether todays price action is a day of (up or down) trend, (up or down) gap, or (inner or outer) range type.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Close all open database connections and returns the underlying Stochastics instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Close all open database connections and returns the underlying Oscillators instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Close all open database connections and returns the underlying MeanReversion instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Close all open database connections and returns the underlying MarketStrength instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Close all open database connections and returns the underlying Filters instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Close all open database connections and returns the underlying MovingAverage instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Close all open database connections and returns the underlying DirectionalMovementIndicator instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Close all open database connections and returns the underlying BollingerBands instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Close all open database connections and returns the underlying Aroon instance.

close() - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Close all open database connections and returns the underlying AccumulateDistribute instance.

commodityChannelIndex(double[], double[], double[]) - Method in class webcab.lib.finance.trading.indicators.MeanReversion

Evaluates the Commodity Channel Index (CCI) developed by Donald Lambert.

crossingSignal(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.Stochastics

Implements a general framework for producing trading signals based on the crossing of two Stochastics.

D

directionalMotion(double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Calculates the Directional Indicator forms the main part of the Directional Movement System developed by Wellas Wilder.

directionalMotion(double, double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Directional Movement Indicator (DMI).

DirectionalMovementIndicator - class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator.

Within this class we implement the Directional Movement Indicator (MDI) and Average Directional Indicator (ADX) which was first developed by Wellas Wilder in order to classify price moves and trends.

DirectionalMovementIndicator() - Constructor for class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Creates a new instance.

DirectionalMovementIndicatorJDBC - class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC.

A `JDBC interface' for the DirectionalMovementIndicator class.

DirectionalMovementIndicatorJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Creates a new instance of this `JDBC interface' that encapsulates a DirectionalMovementIndicator class.

DirectionalMovementIndicatorJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Creates a new instance of this `JDBC interface' that encapsulates a DirectionalMovementIndicator class.

DirectionalMovementIndicatorJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBCException.

Exception to signal JDBC problems while calling the DirectionalMovementIndicatorJDBC class.

DirectionalMovementIndicatorJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBCException

dmiSignal(double[], double[], int) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates what is know as the Directional Motion Indicator (MDI) Trading Signal.

dStochastic(double[], int) - Method in class webcab.lib.finance.trading.indicators.Stochastics

Evaluate the (general) %D Stochastic.

E

exponentiallyWeightedMovingAverage(double[], double) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Evaluates the (x-day) Exponentially Weighted Moving Average (EWMA) of a time series from the 0-th period until the (x-1)-th period.

extremeValueSignal(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.Stochastics

Implements a general framework for producing extreme value trading signals in accordance with the follow.

F

Filters - class webcab.lib.finance.trading.indicators.Filters.

Here we details a number of filters which can be applied to `clean' the underlying time series making it more amendable to analysis.

Filters() - Constructor for class webcab.lib.finance.trading.indicators.Filters

Creates a new instance.

FiltersJDBC - class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC.

A `JDBC interface' for the Filters class.

FiltersJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Filters class.

FiltersJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Filters class.

FiltersJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.FiltersJDBCException.

Exception to signal JDBC problems while calling the FiltersJDBC class.

FiltersJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBCException

G

geometricMovingAverage(double[]) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Calculates the x-day Geometric Moving Average (GMA) which is the geometric average of the values given over the past x days.

I

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

This method returns the underlying instance of the Stochastics business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

This method returns the underlying instance of the Oscillators business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

This method returns the underlying instance of the MeanReversion business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

This method returns the underlying instance of the MarketStrength business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

This method returns the underlying instance of the Filters business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

This method returns the underlying instance of the MovingAverage business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

This method returns the underlying instance of the DirectionalMovementIndicator business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

This method returns the underlying instance of the BollingerBands business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

This method returns the underlying instance of the Aroon business class.

instance() - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

This method returns the underlying instance of the AccumulateDistribute business class.

K

kairi(double, double) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Calculates the Kairi Indicator measures as a percentage of the price the divergence between the a moving average (generally the simple moving average) of the price and the price itself.

kFastStochastic(double[], double[], double) - Method in class webcab.lib.finance.trading.indicators.Stochastics

Evaluation of the Fast %K Stochastic.

L

linearlyWeightedMovingAverage(double[]) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Returns the value of the Linearly Weighted Moving Average (LWMA) of a (finite) price series.

M

MarketStrength - class webcab.lib.finance.trading.indicators.MarketStrength.

Within this class we class a number of indicators which measure the relative strength or weakness of the market.

MarketStrength() - Constructor for class webcab.lib.finance.trading.indicators.MarketStrength

Creates a new instance.

MarketStrengthJDBC - class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC.

A `JDBC interface' for the MarketStrength class.

MarketStrengthJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MarketStrength class.

MarketStrengthJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MarketStrength class.

MarketStrengthJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBCException.

Exception to signal JDBC problems while calling the MarketStrengthJDBC class.

MarketStrengthJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBCException

MeanReversion - class webcab.lib.finance.trading.indicators.MeanReversion.

Within this class we detail a number of technical indicators which in some way or another rely on the fact that many market time series are mean reverting.

MeanReversion() - Constructor for class webcab.lib.finance.trading.indicators.MeanReversion

Creates a new instance.

MeanReversionJDBC - class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC.

A `JDBC interface' for the MeanReversion class.

MeanReversionJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MeanReversion class.

MeanReversionJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MeanReversion class.

MeanReversionJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBCException.

Exception to signal JDBC problems while calling the MeanReversionJDBC class.

MeanReversionJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBCException

medianMovingAverage(double[], double[]) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Returns the x-day Median Moving Average of the market price of a traded asset over the past x-days.

medianPrice(double, double) - Method in class webcab.lib.finance.trading.indicators.Filters

Evaluates the Median Price which is the midpoint of each days trading range.

minusDirectionalMovement(double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Minus Directional Movement Indicator (DMI).

minusDirectionalMovement(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Minus Directional Movement (MDM).

minusDirectionalMovement(double, double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Minus Directional Movement Indicator (DMI).

momentum(double, double) - Method in class webcab.lib.finance.trading.indicators.Oscillators

We evaluate the n-day momentum which is simply the difference between today's closing price and the close price n days ago.

moneyFlowIndex(double[], double[], double[], double[]) - Method in class webcab.lib.finance.trading.indicators.Oscillators

Evaluates the Money Flow Index (MFI) measures the strength of money flowing in and out of a security.

MovingAverage - class webcab.lib.finance.trading.indicators.MovingAverage.

Moving Averages in there various forms are used to smooth data so that the underlying trend is more discernible.

MovingAverage() - Constructor for class webcab.lib.finance.trading.indicators.MovingAverage

Creates a new instance.

MovingAverageJDBC - class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC.

A `JDBC interface' for the MovingAverage class.

MovingAverageJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MovingAverage class.

MovingAverageJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Creates a new instance of this `JDBC interface' that encapsulates a MovingAverage class.

MovingAverageJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBCException.

Exception to signal JDBC problems while calling the MovingAverageJDBC class.

MovingAverageJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBCException

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oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MeanReversionJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MarketStrengthJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.FiltersJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.MovingAverageJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.DirectionalMovementIndicatorJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.BollingerBandsJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AroonJDBC

Invokes method methodName once using values from running one SELECT statement.

oneSelect(String, String) - Method in class webcab.lib.finance.trading.indicators.jdbc.AccumulateDistributeJDBC

Invokes method methodName once using values from running one SELECT statement.

Oscillators - class webcab.lib.finance.trading.indicators.Oscillators.

Within this class we implement Oscillators such as the money flow index, momentum and rate of change (ROC) indicators.

Oscillators() - Constructor for class webcab.lib.finance.trading.indicators.Oscillators

Creates a new instance.

OscillatorsJDBC - class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC.

A `JDBC interface' for the Oscillators class.

OscillatorsJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Oscillators class.

OscillatorsJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Oscillators class.

OscillatorsJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBCException.

Exception to signal JDBC problems while calling the OscillatorsJDBC class.

OscillatorsJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.OscillatorsJDBCException

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plusDirectionalMovement(double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Calculates the Plus Directional Movement Indicator (DMI) of todays price action.

plusDirectionalMovement(double, double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Plus Directional Movement Indicator (DMI).

positiveDirectionalMovement(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Positive Directional Movement (PDM).

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rateOfChange(double, double) - Method in class webcab.lib.finance.trading.indicators.Oscillators

Calculate the n-day rate of change (ROC) indicator is related to the momentum indicator and will give similar readings.

ReferencedServiceException - exception webcab.lib.finance.trading.indicators.ReferencedServiceException.

This exception is signaled by a class to indicate an error in another class.

ReferencedServiceException(String) - Constructor for class webcab.lib.finance.trading.indicators.ReferencedServiceException

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simpleCrossingSignal(double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Generates of trading signal in accordance with the Simple crossing two moving average trading system.

simpleMovingAverage(double[]) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Calculates the x-day arithmetic moving average of the market price of a traded asset over the past x-days.

Stochastics - class webcab.lib.finance.trading.indicators.Stochastics.

The Stochastics Oscillator compares the closing price with the price over a given period.

Stochastics() - Constructor for class webcab.lib.finance.trading.indicators.Stochastics

Creates a new instance.

StochasticsJDBC - class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC.

A `JDBC interface' for the Stochastics class.

StochasticsJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Stochastics class.

StochasticsJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBC

Creates a new instance of this `JDBC interface' that encapsulates a Stochastics class.

StochasticsJDBCException - exception webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBCException.

Exception to signal JDBC problems while calling the StochasticsJDBC class.

StochasticsJDBCException(String) - Constructor for class webcab.lib.finance.trading.indicators.jdbc.StochasticsJDBCException

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trueRange(double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Finds the True Range (TR) of a traded asset today.

typicalPrice(double, double, double) - Method in class webcab.lib.finance.trading.indicators.Filters

Evaluates the Typical Price which is arithmetic average of the high, low and closing price for a trading day.

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webcab.lib.finance.trading.indicators - package webcab.lib.finance.trading.indicators

Provides a collection of technical indicators which can be used in the construction of technical trading systems.

webcab.lib.finance.trading.indicators.jdbc - package webcab.lib.finance.trading.indicators.jdbc

Wrap the functionality provided by the Indicators module with our JDBC mediator.

weightedxDayMovingAverage(double[], double[]) - Method in class webcab.lib.finance.trading.indicators.MovingAverage

Here we evaluate the Weighted Moving Average (WMA) which allows you to assign more significance to resent price dynamics.

wilderAverageDirectionalMotion(double, double, double, double, double, double, double, double, double, double) - Method in class webcab.lib.finance.trading.indicators.DirectionalMovementIndicator

Evaluates the Average Directional Movement Index Rating (ADXR), which is a component of the Directional Movement System developed by Welles Wilder.

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