com.dukascopy.indicators

Class PearsonCorrelationCoefficient

java.lang.Object

com.dukascopy.indicators.PearsonCorrelationCoefficient

All Implemented Interfaces:

IIndicator

public class PearsonCorrelationCoefficient
extends java.lang.Object
implements IIndicator

Constructor Summary

Constructors

Constructor and Description
PearsonCorrelationCoefficient()

Method Summary

Modifier and Type	Method and Description
IndicatorResult	calculate(int startIndex, int endIndex) Calculates values of the indicator from startIndex to endIndex of input parameter and places them in output parameters
IndicatorInfo	getIndicatorInfo() Returns object that describes indicator, how many inputs, outputs it has, where it should be shown etc
InputParameterInfo	getInputParameterInfo(int index) Returns object that describes one of the inputs
int	getLookback() Returns number of elements needed to calculate value of the first element.
int	getLookforward() Returns number of elements after last element needed to calculate value of the last element.
OptInputParameterInfo	getOptInputParameterInfo(int index) Returns object that describes optional input
OutputParameterInfo	getOutputParameterInfo(int index) Returns object that describes output
void	onStart(IIndicatorContext context) Called on indicator initialization
void	setInputParameter(int index, java.lang.Object array) Sets input parameter.
void	setOptInputParameter(int index, java.lang.Object value) Sets optional input parameter.
void	setOutputParameter(int index, java.lang.Object array) Sets output parameter.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PearsonCorrelationCoefficient

public PearsonCorrelationCoefficient()

Method Detail

onStart

public void onStart(IIndicatorContext context)

Description copied from interface: IIndicator

Called on indicator initialization

Specified by:

onStart in interface IIndicator

Parameters:

context - allows access to system functionality

calculate

public IndicatorResult calculate(int startIndex,
                                 int endIndex)

Description copied from interface: IIndicator

Calculates values of the indicator from startIndex to endIndex of input parameter and places them in output parameters

Specified by:

calculate in interface IIndicator

Parameters:

startIndex - index of the first element in input parameters that needs corresponding indicator value. That doesn't mean that values before startIndex will not be read, they will be if lookback is more than 0. That also doesn't mean that value for startIndex will be calculated, it will be not if startIndex < lookback. IndicatorResult.getFirstValueIndex() returns index of the first element that has corresponding calculated value in output array(s)

endIndex - index of the last element in input parameters that needs corresponding indicator value

Returns:

object with first index in input that has calculated value and number of values calculated

getIndicatorInfo

public IndicatorInfo getIndicatorInfo()

Description copied from interface: IIndicator

Returns object that describes indicator, how many inputs, outputs it has, where it should be shown etc

Specified by:

getIndicatorInfo in interface IIndicator

Returns:

object that describes indicator

getInputParameterInfo

public InputParameterInfo getInputParameterInfo(int index)

Description copied from interface: IIndicator

Returns object that describes one of the inputs

Specified by:

getInputParameterInfo in interface IIndicator

Parameters:

index - index of the input

Returns:

object that describes input

getLookback

public int getLookback()

Description copied from interface: IIndicator

Returns number of elements needed to calculate value of the first element. Usually depends on optional parameters

Specified by:

getLookback in interface IIndicator

Returns:

number of elements needed to calculate value of the first element

getLookforward

public int getLookforward()

Description copied from interface: IIndicator

Returns number of elements after last element needed to calculate value of the last element. Usually depends on optional parameters

Specified by:

getLookforward in interface IIndicator

Returns:

number of elements needed to calculate value of the last element

getOptInputParameterInfo

public OptInputParameterInfo getOptInputParameterInfo(int index)

Description copied from interface: IIndicator

Returns object that describes optional input

Specified by:

getOptInputParameterInfo in interface IIndicator

Parameters:

index - index of the optional input

Returns:

object that describes optional input

getOutputParameterInfo

public OutputParameterInfo getOutputParameterInfo(int index)

Description copied from interface: IIndicator

Returns object that describes output

Specified by:

getOutputParameterInfo in interface IIndicator

Parameters:

index - index of the output

Returns:

object that describes output

setInputParameter

public void setInputParameter(int index,
                              java.lang.Object array)

Description copied from interface: IIndicator

Sets input parameter. Array parameter is an array of the doubles, ints or prices represented as double[][]. Prices is in following order: open, close, high, low, volume

Specified by:

setInputParameter in interface IIndicator

Parameters:

index - index of the parameter

array - array of the doubles, ints or prices represented as double[][]

setOptInputParameter

public void setOptInputParameter(int index,
                                 java.lang.Object value)

Description copied from interface: IIndicator

Sets optional input parameter. If one of the parameters not set, then default value should be used

Specified by:

setOptInputParameter in interface IIndicator

Parameters:

index - index of the parameter

value - int or double value

setOutputParameter

public void setOutputParameter(int index,
                               java.lang.Object array)

Description copied from interface: IIndicator

Sets output parameter. Size of the array should be enough to hold calculated values requested with IIndicator.calculate(int, int) call

Specified by:

setOutputParameter in interface IIndicator

Parameters:

index - index of the parameter

array - array of doubles or ints enough to hold values from startIndex to endIndex