laratrade /
indicators
| @@ 27-53 (lines=27) @@ | ||
| 24 | * 50-75 Very Strong Trend |
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| 25 | * 75-100 Extremely Strong Trend |
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| 26 | */ |
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| 27 | class AverageDirectionalMovementIndexIndicator implements Indicator |
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| 28 | { |
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| 29 | ||
| 30 | public function __invoke(Collection $ohlcv, int $period = 14): int |
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| 31 | { |
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| 32 | $adx = trader_adx( |
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| 33 | $ohlcv->get('high'), |
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| 34 | $ohlcv->get('low'), |
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| 35 | $ohlcv->get('close'), |
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| 36 | $period); |
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| 37 | ||
| 38 | if (false === $adx) { |
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| 39 | throw new NotEnoughDataPointsException('Not enough data points'); |
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| 40 | } |
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| 41 | ||
| 42 | $adx = array_pop($adx); //[count($adx) - 1]; |
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| 43 | ||
| 44 | if ($adx > 50) { |
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| 45 | return static::BUY; // overbought |
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| 46 | } elseif ($adx < 20) { |
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| 47 | return static::SELL; // underbought |
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| 48 | } else { |
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| 49 | return static::HOLD; |
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| 50 | } |
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| 51 | } |
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| 52 | ||
| 53 | } |
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| 54 | ||
| @@ 18-42 (lines=25) @@ | ||
| 15 | * determine when an investment vehicle is reaching a condition of being overbought or oversold. |
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| 16 | * |
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| 17 | */ |
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| 18 | class CommodityChannelIndexIndicator implements Indicator |
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| 19 | { |
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| 20 | ||
| 21 | public function __invoke(Collection $ohlcv, int $period = 14): int |
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| 22 | { |
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| 23 | ||
| 24 | # array $high , array $low , array $close [, integer $timePeriod ] |
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| 25 | $cci = trader_cci($ohlcv->get('high'), $ohlcv->get('low'), $ohlcv->get('close'), $period); |
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| 26 | ||
| 27 | if (false === $cci) { |
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| 28 | throw new NotEnoughDataPointsException('Not enough data points'); |
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| 29 | } |
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| 30 | ||
| 31 | $cci = array_pop($cci); #[count($cci) - 1]; |
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| 32 | ||
| 33 | if ($cci > 100) { |
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| 34 | return static::SELL; // overbought |
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| 35 | } elseif ($cci < -100) { |
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| 36 | return static::BUY; // underbought |
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| 37 | } else { |
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| 38 | return static::HOLD; |
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| 39 | } |
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| 40 | } |
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| 41 | ||
| 42 | } |
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| 43 | ||
| @@ 24-51 (lines=28) @@ | ||
| 21 | * |
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| 22 | * |
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| 23 | */ |
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| 24 | class MoneyFlowIndexIndicator implements Indicator |
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| 25 | { |
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| 26 | public function __invoke(Collection $ohlcv, int $period = 14): int |
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| 27 | { |
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| 28 | $mfi = trader_mfi( |
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| 29 | $ohlcv->get('high'), |
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| 30 | $ohlcv->get('low'), |
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| 31 | $ohlcv->get('close'), |
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| 32 | $ohlcv->get('volume'), |
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| 33 | $period |
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| 34 | ); |
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| 35 | ||
| 36 | if (false === $mfi) { |
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| 37 | throw new NotEnoughDataPointsException('Not enough data points'); |
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| 38 | } |
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| 39 | ||
| 40 | $mfiValue = array_pop($mfi); |
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| 41 | ||
| 42 | if ($mfiValue < -10) { |
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| 43 | return static::BUY; |
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| 44 | } elseif ($mfiValue > 80) { |
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| 45 | return static::SELL; |
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| 46 | } |
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| 47 | ||
| 48 | return static::HOLD; |
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| 49 | } |
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| 50 | ||
| 51 | } |
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