Improve stability propagation

[sgflt]

Improve stability propagation

[sgflt]

Related question #1142

[sgflt]

If I consider following implementation:

public class DownTrendIndicator extends AbstractIndicator<Boolean> {

  private static final int UNSTABLE_BARS = 5;

  private final ADXIndicator directionStrengthIndicator;
  private final Rule downtrendRule;


  public DownTrendIndicator(final BarSeries series) {
    super(series);
    this.directionStrengthIndicator = new ADXIndicator(series, UNSTABLE_BARS);

    final var plusDMIndicator = new PlusDMIndicator(series);
    final var minusDMIndicator = new MinusDMIndicator(series);
    this.downtrendRule = new UnderIndicatorRule(plusDMIndicator, minusDMIndicator);
  }



  @Override
  public Boolean getValue(final int index) {
    return  this.directionStrengthIndicator.getValue(index).isGreaterThan(numOf(25))
            && this.downtrendRule.isSatisfied(index);
  }


  @Override
  public int getUnstableBars() {
    return UNSTABLE_BARS;
  }
}

Still, BaseStrategy have to be manually filled with unstableBars, which as user, I do not know where to get.

Related to #919

[sgflt]

If propagation through rules to strategy is not viable, then I am thinking about user friendly builder, which does the dirty work.

StrategyBuilder.create()
   .withIndicators(List<Indicator>)    // Takes max unstable bars
   .withEntryRule(Rule)
   .withExitRule(Rule)
   .build() // calls new BaseStrategy(entry, exit, unstableBars)
   ;

[TheCookieLab]

Regarding your builder example, the Strategy should only need to know about its two Rules and not the Indicators they use.

An Indicator knows it's own unstable period. If we are returning NaN for any calculation within the unstable period then Rules don't need to know about the unstable period either as it can simply key off of NaN values. Typically Rules are comparing the results of one or more Indicators and if any of them are NaN it should know what to do.