add Indicator.unstablePeriod

CHANGELOG.md

@@ -23,6 +23,7 @@ Changelog for `ta4j`, roughly following [keepachangelog.com](http://keepachangel
 
 ### Added
 - added `TradingRecord.getStartIndex()` and `TradingRecord.getEndIndex()` to track start and end of the recording
+- added `Indicator.getUnstablePeriod()` 
 - added **SuperTrendIndicator**
 - added **SuperTrendUpperBandIndicator**
 - added **SuperTrendLowerBandIndicator**

ta4j-core/src/main/java/org/ta4j/core/Indicator.java

@@ -42,6 +42,11 @@ public interface Indicator<T> {
      */
     T getValue(int index);
 
+    /**
+     * @return the number of bars up to which the indicator calculates wrong values
+     */
+    int getUnstablePeriod();
+
     /**
      * @return the related bar series
      */

ta4j-core/src/main/java/org/ta4j/core/analysis/CashFlow.java

@@ -265,4 +265,9 @@ static int determineEndIndex(Position position, int finalIndex, int maxIndex) {
         }
         return idx;
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/analysis/Returns.java

@@ -221,4 +221,9 @@ private void fillToTheEnd(int endIndex) {
             values.addAll(Collections.nCopies(barSeries.getEndIndex() - values.size() + 1, barSeries.zero()));
         }
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ATRIndicator.java

@@ -50,6 +50,11 @@ public Num getValue(int index) {
         return averageTrueRangeIndicator.getValue(index);
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return getBarCount();
+    }
+
     public TRIndicator getTRIndicator() {
         return trIndicator;
     }

ta4j-core/src/main/java/org/ta4j/core/indicators/AccelerationDecelerationIndicator.java

@@ -49,4 +49,9 @@ public AccelerationDecelerationIndicator(BarSeries series) {
     protected Num calculate(int index) {
         return awesome.getValue(index).minus(sma.getValue(index));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/AwesomeOscillatorIndicator.java

@@ -74,4 +74,9 @@ public AwesomeOscillatorIndicator(BarSeries series) {
     protected Num calculate(int index) {
         return sma5.getValue(index).minus(sma34.getValue(index));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/CCIIndicator.java

@@ -69,6 +69,11 @@ protected Num calculate(int index) {
         return (typicalPrice.minus(typicalPriceAvg)).dividedBy(meanDeviation.multipliedBy(factor));
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;

ta4j-core/src/main/java/org/ta4j/core/indicators/CMOIndicator.java

@@ -69,4 +69,9 @@ protected Num calculate(int index) {
         }
         return sumOfGains.minus(sumOfLosses).dividedBy(sumOfGains.plus(sumOfLosses)).multipliedBy(hundred());
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ChandelierExitLongIndicator.java

@@ -68,4 +68,9 @@ public ChandelierExitLongIndicator(BarSeries series, int barCount, double k) {
     protected Num calculate(int index) {
         return high.getValue(index).minus(atr.getValue(index).multipliedBy(k));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ChandelierExitShortIndicator.java

@@ -68,4 +68,9 @@ public ChandelierExitShortIndicator(BarSeries series, int barCount, double k) {
     protected Num calculate(int index) {
         return low.getValue(index).plus(atr.getValue(index).multipliedBy(k));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ChopIndicator.java

@@ -82,4 +82,9 @@ public Num calculate(int index) {
         // TODO: implement Num.log10(Num)
         return scaleUpTo.multipliedBy(numOf(Math.log10(a.doubleValue()))).dividedBy(log10n);
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return timeFrame;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/CoppockCurveIndicator.java

@@ -69,4 +69,9 @@ public CoppockCurveIndicator(Indicator<Num> indicator, int longRoCBarCount, int
     protected Num calculate(int index) {
         return wma.getValue(index);
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/DPOIndicator.java

@@ -83,6 +83,11 @@ protected Num calculate(int index) {
         return indicatorMinusPreviousSMAIndicator.getValue(index);
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
+
     @Override
     public String toString() {
         return name;

ta4j-core/src/main/java/org/ta4j/core/indicators/DateTimeIndicator.java

@@ -50,4 +50,9 @@ protected ZonedDateTime calculate(int index) {
         Bar bar = getBarSeries().getBar(index);
         return this.action.apply(bar);
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/DistanceFromMAIndicator.java

@@ -69,4 +69,9 @@ protected Num calculate(int index) {
         Num maValue = (Num) movingAverage.getValue(index);
         return (closePrice.minus(maValue)).dividedBy(maValue);
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/DoubleEMAIndicator.java

@@ -62,4 +62,9 @@ protected Num calculate(int index) {
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/EMAIndicator.java

@@ -43,4 +43,9 @@ public class EMAIndicator extends AbstractEMAIndicator {
     public EMAIndicator(Indicator<Num> indicator, int barCount) {
         super(indicator, barCount, (2.0 / (barCount + 1)));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return getBarCount();
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/FisherIndicator.java

@@ -169,6 +169,11 @@ protected Num calculate(int index) {
                 Num term3 = term2.plus(beta.multipliedBy(getValue(index - 1)));
                 return term3.dividedBy(FisherIndicator.this.densityFactor);
             }
+
+            @Override
+            public int getUnstablePeriod() {
+                return 0;
+            }
         };
     }
 
@@ -192,4 +197,9 @@ protected Num calculate(int index) {
         return gamma.multipliedBy(term1).plus(delta.multipliedBy(term2));
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
+
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/HMAIndicator.java

@@ -55,6 +55,11 @@ protected Num calculate(int index) {
         return sqrtWma.getValue(index);
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;

ta4j-core/src/main/java/org/ta4j/core/indicators/KAMAIndicator.java

@@ -103,4 +103,9 @@ protected Num calculate(int index) {
         return priorKAMA.plus(sc.multipliedBy(currentPrice.minus(priorKAMA)));
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
+
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/KSTIndicator.java

@@ -93,4 +93,9 @@ protected Num calculate(int index) {
                 .plus(RCMA3.getValue(index).multipliedBy(RCMA3Multiplier))
                 .plus(RCMA4.getValue(index).multipliedBy(RCMA4Multiplier)));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/LWMAIndicator.java

@@ -64,6 +64,11 @@ protected Num calculate(int index) {
         return sum.dividedBy(denominator);
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;

ta4j-core/src/main/java/org/ta4j/core/indicators/MACDIndicator.java

@@ -86,4 +86,9 @@ public EMAIndicator getLongTermEma() {
     protected Num calculate(int index) {
         return shortTermEma.getValue(index).minus(longTermEma.getValue(index));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/MMAIndicator.java

@@ -43,4 +43,9 @@ public class MMAIndicator extends AbstractEMAIndicator {
     public MMAIndicator(Indicator<Num> indicator, int barCount) {
         super(indicator, barCount, 1.0 / barCount);
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/MassIndexIndicator.java

@@ -69,4 +69,9 @@ protected Num calculate(int index) {
         }
         return massIndex;
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/PPOIndicator.java

@@ -69,4 +69,9 @@ protected Num calculate(int index) {
         Num longEmaValue = longTermEma.getValue(index);
         return shortEmaValue.minus(longEmaValue).dividedBy(longEmaValue).multipliedBy(hundred());
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ParabolicSarIndicator.java

@@ -181,6 +181,11 @@ protected Num calculate(int index) {
         return sar;
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
+
     /**
      * Increments the acceleration factor.
      */

ta4j-core/src/main/java/org/ta4j/core/indicators/RAVIIndicator.java

@@ -55,4 +55,9 @@ protected Num calculate(int index) {
         Num longMA = longSma.getValue(index);
         return shortMA.minus(longMA).dividedBy(longMA).multipliedBy(hundred());
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/ROCIndicator.java

@@ -60,6 +60,11 @@ protected Num calculate(int index) {
         return currentValue.minus(nPeriodsAgoValue).dividedBy(nPeriodsAgoValue).multipliedBy(hundred());
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;

ta4j-core/src/main/java/org/ta4j/core/indicators/RSIIndicator.java

@@ -60,4 +60,9 @@ protected Num calculate(int index) {
         // compute relative strength index
         return hundred().minus(hundred().dividedBy(one().plus(relativeStrength)));
     }
+
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
 }

ta4j-core/src/main/java/org/ta4j/core/indicators/RWIHighIndicator.java

@@ -63,6 +63,11 @@ protected Num calculate(int index) {
         return maxRWIH;
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     private Num calcRWIHFor(final int index, final int n) {
         BarSeries series = getBarSeries();
         Num high = series.getBar(index).getHighPrice();

ta4j-core/src/main/java/org/ta4j/core/indicators/RWILowIndicator.java

@@ -63,6 +63,11 @@ protected Num calculate(int index) {
         return minRWIL;
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     private Num calcRWIHFor(final int index, final int n) {
         BarSeries series = getBarSeries();
         Num low = series.getBar(index).getLowPrice();

ta4j-core/src/main/java/org/ta4j/core/indicators/SMAIndicator.java

@@ -55,6 +55,11 @@ protected Num calculate(int index) {
         return sum.dividedBy(numOf(realBarCount));
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;

ta4j-core/src/main/java/org/ta4j/core/indicators/StochasticOscillatorDIndicator.java

@@ -50,6 +50,11 @@ protected Num calculate(int index) {
         return indicator.getValue(index);
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return 0;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " " + indicator;

ta4j-core/src/main/java/org/ta4j/core/indicators/StochasticOscillatorKIndicator.java

@@ -77,6 +77,11 @@ protected Num calculate(int index) {
                 .multipliedBy(hundred());
     }
 
+    @Override
+    public int getUnstablePeriod() {
+        return barCount;
+    }
+
     @Override
     public String toString() {
         return getClass().getSimpleName() + " barCount: " + barCount;