Package com.polytechnik.freemoney
Class FreeMoneyForAll
java.lang.Object
com.polytechnik.freemoney.FreeMoneyForAll
Directional indicator in the state: between a spike in
I=dV/dt
and "now".- See Also:
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate static final boolean
final PFuture
final PFuture
final double
Price in the state of global maxI
.final double
Regular moving average.final double
Price in the state of global maxI
.final double
Standard deviation ofpv_average
.final double
Time to "now" (in tau units) in the state of global maxI
.final double
Time to "now" (in tau units) in the state of global maxI
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Constructor Summary
ConstructorsConstructorDescriptionFreeMoneyForAll
(int n, CommonlyUsedMoments sst, boolean flagUseSecondarySamplingFordIHdt) FreeMoneyForAll
(int n, CommonlyUsedMoments sst, boolean flagUseSecondarySamplingFordIHdt, double eps) Constructor. -
Method Summary
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Field Details
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pv_average
public final double pv_averageRegular moving average. -
stdev_pv_average
public final double stdev_pv_averageStandard deviation ofpv_average
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pv_IH
public final double pv_IHPrice in the state of global maxI
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pt_IH
public final double pt_IHPrice in the state of global maxI
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T_IH
public final double T_IHTime to "now" (in tau units) in the state of global maxI
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Tv_IH
public final double Tv_IHTime to "now" (in tau units) in the state of global maxI
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FORCE_SELFTEST_BY_DEFALT
private static final boolean FORCE_SELFTEST_BY_DEFALT- See Also:
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pFV
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pFA
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Constructor Details
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FreeMoneyForAll
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FreeMoneyForAll
public FreeMoneyForAll(int n, CommonlyUsedMoments sst, boolean flagUseSecondarySamplingFordIHdt, double eps) Constructor.- Parameters:
n
- Basis dimension.sst
- Internal state with moments.flagUseSecondarySamplingFordIHdt
- Whether to use secondary sampling.eps
- If positive -- run internal selftests with this eps, typical value is about1e-5
. May fail and throwRuntimeException
if internal results do not match within thiseps
.
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