com.webcab.ejb.finance.trading.indicators
Interface Filters

All Superinterfaces:

EJBObject, Remote

public interface Filters

extends EJBObject

Within this class we detail a number of filters which can be applied to `clean' the underlying time series making it more amendable to analysis.

Method Summary

double	medianPrice(double high, double low) The Median Price Indicator is the midpoint of each days trading range.
double	typicalPrice(double high, double low, double close) The Typical Price Indicator is arithmetic average of the high, low and closing price for a trading day.

Methods inherited from interface javax.ejb.EJBObject

getEJBHome, getHandle, getPrimaryKey, isIdentical, remove

Method Detail

typicalPrice

public double typicalPrice(double high,
                           double low,
                           double close)
                    throws RemoteException

The Typical Price Indicator is arithmetic average of the high, low and closing price for a trading day. The Typical Price is often used in place of the closing price within trading systems.

RemoteException

medianPrice

public double medianPrice(double high,
                          double low)
                   throws RemoteException

The Median Price Indicator is the midpoint of each days trading range. By replacing an interval with a point you are able to draw a daily line chart of a securities price action.

RemoteException