Package webcab.lib.finance.trading.indicators

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

See:
Description

Class Summary

AccumulateDistribute	These indicators measure to what degree on net an asset is being accumulated (i.e.
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.
BollingerBands	Within this class we offer procedures which evaluate the upper and lower Bollinger Bands.
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.
Filters	Here we details a number of filters which can be applied to `clean' the underlying time series making it more amendable to analysis.
MarketStrength	Within this class we class a number of indicators which measure the relative strength or weakness of the market.
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.
MovingAverage	Moving Averages in there various forms are used to smooth data so that the underlying trend is more discernible.
Oscillators	Within this class we implement Oscillators such as the money flow index, momentum and rate of change (ROC) indicators.
Stochastics	The Stochastics Oscillator compares the closing price with the price over a given period.

Exception Summary

ReferencedServiceException

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

Package webcab.lib.finance.trading.indicators Description

Provides a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our database mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS.

Details of the Functionality Offered

The Indicators module contains the following functionality:

• Technical Indicators


• Moving Averages - Simple, Median, Geometric Moving Averages, Linearly Weighted Moving Average (LWMA), Exponentially Weighted Moving Average (EWMA), Variable Moving Average (VMA)
• Directional Movement Indicator (DMI) and Average Directional Movement Indicator (ADX) - Directional Movement (PDM, MDM), True Range (TR), DMI Trading System, Directional Indicators (DX, ADX)
• Accumulation/Distribution - Accumulation/Distribution Indicator, Chaikin Oscillator, Chaikin Money Flow (CMF)
• Trend or Range? - Aroon Up/Down, Aroon Oscillator
• Market Strength - Balance of Power (BOP)
• Oscillators - Money Flow Index (MFI), Momentum, Rate of Change (ROC)
• Bollinger Bands - Upper and Lower Bollinger Bands
• Mean Reversion - Commodity Channel Index (CCI)
• Stochastics - (fast and slow)


• Filters - Typical and Median price

Classes contained within the Indicators Module

• AccumulateDistribute - Offers indicators which measure to what degree on net an asset is being accumulated (i.e. brought) or distributed (i.e. sold) by the market as a whole.
• Aroon - 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.
• BollingerBands - We offer procedures which evaluate the upper and lower Bollinger Bands.
• DirectionalMovementIndicator - 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.
• Filters - Details a number of filters which can be applied to `clean' the underlying time series making it more amendable to analysis.
• MarketStrength - Offers indicators which measure the relative strength or weakness of the market.
• MeanReversion - 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.
• MovingAverage - Moving Averages in there various forms are used to smooth data so that the underlying trend is more discernible.
• Oscillators - Implements Oscillators such as the money flow index, momentum and rate of change (ROC) indicators used to identify short term price reversal points.
• Stochastics - Implemented a fast %K Stochastic and a general %D Stochastic and the Stochastic Oscillator.