Exponential Moving Average implemented

src/main/java/Main.java

@@ -10,7 +10,8 @@ import storage.Order;
 import storage.OrderHistory;
 import storage.TradeHistory;
 import utils.DrawGraph;
-import utils.MovingAverage;
+import utils.ExponentialMovingAverage;
+import utils.SimpleMovingAverage;
 
 import javax.swing.*;
 
@@ -34,8 +35,10 @@ public class Main {
     private static SimpleRegression srbuyvolume = new SimpleRegression(true);
     private static SimpleRegression srsellvolume = new SimpleRegression(true);
     private static SimpleRegression srprice = new SimpleRegression(true);
-    private static MovingAverage ma15 = new MovingAverage(200);
+    private static SimpleMovingAverage ma15 = new SimpleMovingAverage(200);
-    private static MovingAverage ma50 = new MovingAverage(1000);
+    private static SimpleMovingAverage ma50 = new SimpleMovingAverage(1000);
+    private static ExponentialMovingAverage ema15 = new ExponentialMovingAverage(50);
+    private static ExponentialMovingAverage ema50 = new ExponentialMovingAverage(100);
 
     private static OrderHistory orders = new OrderHistory();
     private static Funds funds = new Funds();
@@ -62,6 +65,8 @@ public class Main {
     private static ArrayList<Double> graphValuesBase = new ArrayList<>();
     private static ArrayList<Double> graphValues1 = new ArrayList<>();
     private static ArrayList<Double> graphValues2 = new ArrayList<>();
+    private static ArrayList<Double> graphValues3 = new ArrayList<>();
+    private static ArrayList<Double> graphValues4 = new ArrayList<>();
 
     public static void main(String[] args) throws InterruptedException {
         System.out.println("Starting DekaBot...");
@@ -383,7 +388,7 @@ public class Main {
 
     private static String calculateTrend_4() {
         if(currentIteration < 500) return "neutral";
-
+        /*
         if(ma15.getAverage().compareTo(ma50.getAverage()) == 1){
             buyindicator += 3;
             return "normal buy";
@@ -393,9 +398,21 @@ public class Main {
         }else{
             return "neutral";
         }
+        */
+
+        if(ema15.getAverage() > ema50.getAverage()){
+            buyindicator += 3;
+            return "normal buy";
+        }else if(ema15.getAverage() < ema50.getAverage()){
+            buyindicator -= 3;
+            return "normal sell";
+        }else{
+            return "neutral";
+        }
     }
 
     private static void doBacktest(){
+        System.out.println("Start backtest");
         try {
             graphValues1.clear();
             graphValues2.clear();
@@ -450,9 +467,13 @@ public class Main {
                 ma15.add(currentPrice);
                 ma50.add(currentPrice);
 
-                if(!regressionbacktest) return;graphValuesBase.add(currentPrice);
+               // if(!regressionbacktest) return;
+
+                graphValuesBase.add(currentPrice);
                 graphValues1.add(ma15.getAverage().doubleValue());
                 graphValues2.add(ma50.getAverage().doubleValue());
+                graphValues3.add(ema15.average(currentPrice));
+                graphValues4.add(ema50.average(currentPrice));
 
                 outputAnalyzationResults();
 
@@ -481,8 +502,13 @@ public class Main {
             if(!regressionbacktest) System.out.println("utils.DrawGraph -- "+graphValues1.size());
             if(!regressionbacktest) drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues1, graphValues2);
 
+
+            if(!regressionbacktest) drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues3, graphValues4);
+
         } catch (IOException e) {
             System.out.println("Error:" + e.getMessage());
+        } catch (Exception e) {
+            System.out.println("Exception occured:" + e.getMessage());
         }
     }
 
@@ -588,7 +614,7 @@ public class Main {
     }
 
     private static void drawGraph(String title, ArrayList<Double> valuesBase, ArrayList<Double> values1, ArrayList<Double> values2){
-        JFrame frame = new JFrame("Graph");
+        JFrame frame = new JFrame(title);
 
         frame.setSize(700, 400);
         frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);

src/main/java/utils/ExponentialMovingAverage.java

@@ -0,0 +1,26 @@
+package utils;
+
+
+public class ExponentialMovingAverage {
+    private double alpha;
+    private Double oldValue;
+    public ExponentialMovingAverage(double alpha) {
+        this.alpha = alpha;
+    }
+
+    public double average(double value) {
+        if (oldValue == null) {
+            oldValue = value;
+            return value;
+        }
+        //double newValue = oldValue + alpha * (value - oldValue);
+        double k = 2 / (alpha +1);
+        double newValue = (value * k) + (oldValue * (1 - k));
+        oldValue = newValue;
+        return newValue;
+    }
+
+    public double getAverage(){
+        return oldValue;
+    }
+}

src/main/java/utils/SimpleMovingAverage.java

@@ -5,13 +5,13 @@ import java.math.RoundingMode;
 import java.util.LinkedList;
 import java.util.Queue;
 
-public class MovingAverage {
+public class SimpleMovingAverage {
 
     private final Queue<BigDecimal> window = new LinkedList<BigDecimal>();
     private final int period;
     private BigDecimal sum = BigDecimal.ZERO;
 
-    public MovingAverage(int period) {
+    public SimpleMovingAverage(int period) {
         this.period = period;
     }