Package com.webcab.ejb.finance.trading.indicators

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

See:
Description

Interface Summary

AccumulateDistribute	These indicators measure to what degree on net an asset is being accumulated (i.e.
AccumulateDistributeHome	The home interface of the stateless AccumulateDistribute Enterprise JavaBeansTM component.
AccumulateDistributeLocal	Local interface of AccumulateDistribute.
AccumulateDistributeLocalHome	Local Home interface of the AccumulateDistribute Enterprise JavaBean.
Aroon	Within this Enterprise JavaBean 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.
AroonHome	The home interface of the stateless Aroon Enterprise JavaBeansTM component.
AroonLocal	Local interface of Aroon.
AroonLocalHome	Local Home interface of the Aroon Enterprise JavaBean.
BollingerBands	Within this Enterprise JavaBean we offer procedures which evaluate the upper and lower Bollinger Bands.
BollingerBandsHome	The home interface of the stateless BollingerBands Enterprise JavaBeansTM component.
BollingerBandsLocal	Local interface of BollingerBands.
BollingerBandsLocalHome	Local Home interface of the BollingerBands Enterprise JavaBean.
DirectionalMovementIndicator	Within this Enterprise JavaBean 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.
DirectionalMovementIndicatorHome	The home interface of the stateless DirectionalMovementIndicator Enterprise JavaBeansTM component.
DirectionalMovementIndicatorLocal	Local interface of DirectionalMovementIndicator.
DirectionalMovementIndicatorLocalHome	Local Home interface of the DirectionalMovementIndicator Enterprise JavaBean.
Filters	Here we details a number of filters which can be applied to `clean' the underlying time series making it more amendable to analysis.
FiltersHome	The home interface of the stateless Filters Enterprise JavaBeansTM component.
FiltersLocal	Local interface of Filters.
FiltersLocalHome	Local Home interface of the Filters Enterprise JavaBean.
MarketStrength	Within this class we Enterprise JavaBean a number of indicators which measure the relative strength or weakness of the market.
MarketStrengthHome	The home interface of the stateless MarketStrength Enterprise JavaBeansTM component.
MarketStrengthLocal	Local interface of MarketStrength.
MarketStrengthLocalHome	Local Home interface of the MarketStrength Enterprise JavaBean.
MeanReversion	Within this Enterprise JavaBean 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.
MeanReversionHome	The home interface of the stateless MeanReversion Enterprise JavaBeansTM component.
MeanReversionLocal	Local interface of MeanReversion.
MeanReversionLocalHome	Local Home interface of the MeanReversion Enterprise JavaBean.
MovingAverage	Moving Averages in there various forms are used to smooth data so that the underlying trend is more discernible.
MovingAverageHome	The home interface of the stateless MovingAverage Enterprise JavaBeansTM component.
MovingAverageLocal	Local interface of MovingAverage.
MovingAverageLocalHome	Local Home interface of the MovingAverage Enterprise JavaBean.
Oscillators	Within this Enterprise JavaBean we implement Oscillators such as the money flow index, momentum and rate of change (ROC) indicators.
OscillatorsHome	The home interface of the stateless Oscillators Enterprise JavaBeansTM component.
OscillatorsLocal	Local interface of Oscillators.
OscillatorsLocalHome	Local Home interface of the Oscillators Enterprise JavaBean.
Stochastics	The Stochastics Oscillator compares the closing price with the price over a given period.
StochasticsHome	The home interface of the stateless Stochastics Enterprise JavaBeansTM component.
StochasticsLocal	Local interface of Stochastics.
StochasticsLocalHome	Local Home interface of the Stochastics Enterprise JavaBean.

Exception Summary

ReferencedServiceException

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

Package com.webcab.ejb.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.