Enum Class VariancePrecision

java.lang.Object

java.lang.Enum<VariancePrecision>

com.wualabs.qtsurfer.engine.indicators.statistics.VariancePrecision

All Implemented Interfaces:

Serializable, Comparable<VariancePrecision>, Constable

public enum VariancePrecision
extends Enum<VariancePrecision>

How VarianceRTIndicator (and so StandardDeviationRTIndicator and the Bollinger bands) works the variance out.

Both give the variance of the window; they differ in cost and in the last digits.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
EXACT	The default.
FAST	O(1) per tick.

Method Summary

Modifier and Type	Method	Description
static VariancePrecision	valueOf(String name)	Returns the enum constant of this class with the specified name.
static VariancePrecision[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

EXACT

public static final VariancePrecision EXACT

The default. The mean first, then the squared deviations from it, from the window on every tick: O(periods) per tick, exact to the last digits, nothing to drift, and the same digits in every engine.

FAST

public static final VariancePrecision FAST

O(1) per tick. Keeps running sums of the deviations from a reference value near the mean of the window, together with a worst-case bound on the rounding each sum has gathered, and works the window out again (an EXACT pass, rare in practice) as soon as that bound could cost more than one part in a thousand million of the variance. So the rounding stays below about 1e-9 of the variance wherever the mean is (the tests hold the result to ten times that), it does not lose the width of the bands in a quiet market the way a plain running sum of squares does, and the cost does not grow with the periods. It is not bit-for-bit the exact result, and a nearly flat window may take the exact pass on every tick.

Method Details

values

public static VariancePrecision[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static VariancePrecision valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null