quantitative 0.3.1 → 0.3.3

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 0cfda18120bf7e3432b359a53d19d633f70f66e3ea4468098673cfc89ac2f77e
-  data.tar.gz: 598dc565f6da96ce9565afee249f38bc909234177d7b484ce82cba226e2e8d60
+  metadata.gz: 5980a746b36ba0ee44bbd6117df75040a94969c5f00e1129d0f74aa1772b5013
+  data.tar.gz: 88fff74e34d1c446d252f9750bb5363828a448b9b326904fefa41499318fdb20
 SHA512:
-  metadata.gz: 5b2625954abe0e72a776de95da8d26af213440cb7e2d7beddd48529dfdb70d7247562066b09a3edd1dd3f171ad3ff8a32390ffe337729ca9712f65bdb147084e
-  data.tar.gz: 780f81a808f14d2d63b53aa81f8f30920b252979f17409d1ba48105ed5eadc91dadc253ada0cd75c6c21b8e6a8450cf39c75ce542adb450759fb097679899cce
+  metadata.gz: 57dd5832cf3aceaac7fda15fe2cec89fb615387205fcbbfd2dcb20ed2241bde58648aaa5b87f6bf605e2f827086613e7309d4e71bffdf60d786e2d71038a146f
+  data.tar.gz: f80357622cd7cbcee2d13d5439b0423aa0aab9006d3a1aedfd215d8690cf5cc158a9c10990b5ecb933322d5784709c258daa26ccaa0c51ea4808e36ee35554a2

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    quantitative (0.3.1)
+    quantitative (0.3.3)
       oj (~> 3.10)
       zeitwerk (~> 2.6)
 

data/lib/quant/dominant_cycles_source.rb

@@ -17,40 +17,9 @@ module Quant
   class DominantCyclesSource
     def initialize(indicator_source:)
       @indicator_source = indicator_source
+      indicator_source.define_indicator_accessors(indicator_source: self)
     end
 
-    # Auto-Correlation Reversals is a method of computing the dominant cycle
-    # by correlating the data stream with itself delayed by a lag.
-    def acr; indicator(Indicators::DominantCycles::Acr) end
-
-    # The band-pass dominant cycle passes signals within a certain frequency
-    # range, and attenuates signals outside that range.
-    # The trend component of the signal is removed, leaving only the cyclical
-    # component.  Then we count number of iterations between zero crossings
-    # and this is the `period` of the dominant cycle.
-    def band_pass; indicator(Indicators::DominantCycles::BandPass) end
-
-    # The Dual Differentiator algorithm computes the phase angle from the
-    # analytic signal as the arctangent of the ratio of the imaginary
-    # component to the real component. Further, the angular frequency
-    # is defined as the rate change of phase. We can use these facts to
-    # derive the cycle period.
-    def differential; indicator(Indicators::DominantCycles::Differential) end
-
-    # Static, arbitrarily set period.
-    def half_period; indicator(Indicators::DominantCycles::HalfPeriod) end
-
-    # Homodyne means the signal is multiplied by itself. More precisely,
-    # we want to multiply the signal of the current bar with the complex
-    # value of the signal one bar ago
-    def homodyne; indicator(Indicators::DominantCycles::Homodyne) end
-
-    # The phase accumulation method of computing the dominant cycle measures
-    # the phase at each sample by taking the arctangent of the ratio of the
-    # quadrature component to the in-phase component.  The phase is then
-    # accumulated and the period is derived from the phase.
-    def phase_accumulator; indicator(Indicators::DominantCycles::PhaseAccumulator) end
-
     private
 
     def indicator(indicator_class)

data/lib/quant/indicators/adx.rb

@@ -21,12 +21,9 @@ module Quant
     end
 
     class Adx < Indicator
+      register name: :adx
       depends_on Indicators::Atr
 
-      def alpha
-        bars_to_alpha(dc_period)
-      end
-
       def scale
         1.0
       end
@@ -71,7 +68,7 @@ module Quant
         p0.di_ema = three_pole_super_smooth(:di, period:, previous: :di_ema).clamp(-10.0, 10.0)
 
         p0.value = p0.di_ema
-        p0.inst_stoch = stochastic :di, period: dc_period
+        p0.inst_stoch = stochastic(:di, period:)
         p0.stoch = three_pole_super_smooth :inst_stoch, period:, previous: :stoch
       end
     end

data/lib/quant/indicators/atr.rb

@@ -25,6 +25,8 @@ module Quant
     end
 
     class Atr < Indicator
+      register name: :atr
+
       attr_reader :points
 
       def period

data/lib/quant/indicators/cci.rb

@@ -18,6 +18,8 @@ module Quant
     #
     # SOURCE: https://www.mesasoftware.com/papers/CORRELATION%20AS%20A%20CYCLE%20INDICATOR.pdf
     class Cci < Indicator
+      register name: :cci
+
       def max_period
         [min_period, dc_period].max
       end

data/lib/quant/indicators/decycler.rb

@@ -24,6 +24,8 @@ module Quant
     end
 
     class Decycler < Indicator
+      register name: :decycler
+
       def max_period
         dc_period
       end

data/lib/quant/indicators/dominant_cycles/acr.rb

@@ -28,6 +28,8 @@ module Quant
       # The cyclic information is extracted using a discrete Fourier transform
       # (DFT) of the autocorrelation results.
       class Acr < DominantCycle
+        register name: :acr
+
         BANDWIDTH_DEGREES = 370
         BANDWIDTH_RADIANS = BANDWIDTH_DEGREES * Math::PI / 180.0
 

data/lib/quant/indicators/dominant_cycles/band_pass.rb

@@ -20,6 +20,8 @@ module Quant
       # component.  Then we count number of iterations between zero crossings
       # and this is the `period` of the dominant cycle.
       class BandPass < DominantCycle
+        register name: :band_pass
+
         def bandwidth
           0.75
         end

data/lib/quant/indicators/dominant_cycles/differential.rb

@@ -9,6 +9,8 @@ module Quant
       # is defined as the rate change of phase. We can use these facts to
       # derive the cycle period.
       class Differential < DominantCycle
+        register name: :differential
+
         def compute_period
           p0.ddd = (p0.q2 * (p0.i2 - p1.i2)) - (p0.i2 * (p0.q2 - p1.q2))
           p0.inst_period = p0.ddd > 0.01 ? 6.2832 * (p0.i2**2 + p0.q2**2) / p0.ddd : 0.0

data/lib/quant/indicators/dominant_cycles/half_period.rb

@@ -12,6 +12,8 @@ module Quant
       end
 
       class HalfPeriod < DominantCycle
+        register name: :half_period
+
         def compute
           # No-Op
         end

data/lib/quant/indicators/dominant_cycles/homodyne.rb

@@ -7,6 +7,8 @@ module Quant
       # we want to multiply the signal of the current bar with the complex
       # value of the signal one bar ago
       class Homodyne < DominantCycle
+        register name: :homodyne
+
         def compute_period
           p0.re = (p0.i2 * p1.i2) + (p0.q2 * p1.q2)
           p0.im = (p0.i2 * p1.q2) - (p0.q2 * p1.i2)

data/lib/quant/indicators/dominant_cycles/phase_accumulator.rb

@@ -24,6 +24,8 @@ module Quant
       # Therefore, shorter cycle periods necessarily have a higher output
       # signal-to-noise ratio.
       class PhaseAccumulator < DominantCycle
+        register name: :phase_accumulator
+
         def compute_period
           p0.i1 = 0.15 * p0.i1 + 0.85 * p1.i1
           p0.q1 = 0.15 * p0.q1 + 0.85 * p1.q1

data/lib/quant/indicators/ema.rb

@@ -0,0 +1,67 @@
+module Quant
+  module Indicators
+    class EmaPoint < IndicatorPoint
+      attribute :ss_dc_period, default: :input
+      attribute :ss_half_dc_period, default: :input
+      attribute :ss_micro_period, default: :input
+      attribute :ss_min_period, default: :input
+      attribute :ss_half_period, default: :input
+      attribute :ss_max_period, default: :input
+
+      attribute :ema_dc_period, default: :input
+      attribute :ema_half_dc_period, default: :input
+      attribute :ema_micro_period, default: :input
+      attribute :ema_min_period, default: :input
+      attribute :ema_half_period, default: :input
+      attribute :ema_max_period, default: :input
+
+      attribute :osc_dc_period, default: 0.0
+      attribute :osc_half_dc_period, default: 0.0
+      attribute :osc_micro_period, default: 0.0
+      attribute :osc_min_period, default: 0.0
+      attribute :osc_half_period, default: 0.0
+      attribute :osc_max_period, default: 0.0
+    end
+
+    class Ema < Indicator
+      register name: :ema
+
+      def half_dc_period
+        dc_period / 2
+      end
+
+      def compute_super_smoothers
+        p0.ss_dc_period = super_smoother :input, previous: :ss_dc_period, period: dc_period
+        p0.ss_half_dc_period = super_smoother :input, previous: :ss_half_dc_period, period: half_dc_period
+        p0.ss_micro_period = super_smoother :input, previous: :ss_micro_period, period: micro_period
+        p0.ss_min_period = super_smoother :input, previous: :ss_min_period, period: min_period
+        p0.ss_half_period = super_smoother :input, previous: :ss_half_period, period: half_period
+        p0.ss_max_period = super_smoother :input, previous: :ss_max_period, period: max_period
+      end
+
+      def compute_emas
+        p0.ema_dc_period = ema :input, previous: :ema_dc_period, period: dc_period
+        p0.ema_half_dc_period = ema :input, previous: :ema_half_dc_period, period: half_dc_period
+        p0.ema_micro_period = ema :input, previous: :ema_micro_period, period: micro_period
+        p0.ema_min_period = ema :input, previous: :ema_min_period, period: min_period
+        p0.ema_half_period = ema :input, previous: :ema_half_period, period: half_period
+        p0.ema_max_period = ema :input, previous: :ema_max_period, period: max_period
+      end
+
+      def compute_oscillators
+        p0.osc_dc_period = p0.ss_dc_period - p0.ema_dc_period
+        p0.osc_half_dc_period = p0.ss_half_dc_period - p0.ema_half_dc_period
+        p0.osc_micro_period = p0.ss_micro_period - p0.ema_micro_period
+        p0.osc_min_period = p0.ss_min_period - p0.ema_min_period
+        p0.osc_half_period = p0.ss_half_period - p0.ema_half_period
+        p0.osc_max_period = p0.ss_max_period - p0.ema_max_period
+      end
+
+      def compute
+        compute_super_smoothers
+        compute_emas
+        compute_oscillators
+      end
+    end
+  end
+end

data/lib/quant/indicators/frama.rb

@@ -15,6 +15,7 @@ module Quant
     #
     # SOURCE: http://www.mesasoftware.com/papers/FRAMA.pdf
     class Frama < Indicator
+      register name: :frama
       using Quant
 
       # The max_period is divided into two smaller, equal periods, so must be even

data/lib/quant/indicators/indicator.rb

@@ -15,6 +15,10 @@ module Quant
       include Mixins::FisherTransform
       # include Mixins::Direction
 
+      def self.register(name:)
+        Quant::IndicatorsSource.register(name:, indicator_class: self)
+      end
+
       # Provides a registry of dependent indicators for each indicator class.
       # NOTE: Internal use only.
       def self.dependent_indicator_classes
@@ -94,9 +98,18 @@ module Quant
         series.indicators[source][dominant_cycle_indicator_class]
       end
 
-      def dc_period
+      # The adaptive period is the full dominant cycle period
+      def adaptive_period
         dominant_cycle.points[t0].period
       end
+      alias dc_period adaptive_period
+      alias dominant_cycle_period adaptive_period
+
+      def adaptive_half_period
+        adaptive_period / 2
+      end
+      alias dc_half_period adaptive_half_period
+      alias dominant_half_cycle_period adaptive_half_period
 
       def ticks
         @points.keys
@@ -189,67 +202,14 @@ module Quant
         t0.send(source)
       end
 
-      # def warmed_up?
-      #   true
-      # end
-
-      # attr_reader :dc_period
-
-      # def points_for(series:)
-      #   @points_for_cache[series] ||= self.class.new(series:, settings:, cloning: true).tap do |indicator|
-      #     series.ticks.each { |tick| indicator.points.push(tick.indicators[self]) }
-      #   end
-      # end
-
-      # # Ticks belong to the first series they're associated with always
-      # # NOTE: No provisions for series merging their ticks to one series!
-      # def parent_series
-      #   series.ticks.empty? ? series : series.ticks.first.series
-      # end
-
-      # # Returns the last point of the current indicator rather than the entire series
-      # # This is used for indicators that depend on dominant cycle or other indicators
-      # # to compute their data points.
-      # def current_point
-      #   points.size - 1
-      # end
-
-      # def dominant_cycles
-      #   parent_series.indicators.dominant_cycles
-      # end
-
-      # # Override this method to change source of dominant cycle computation for an indicator
-      # def dominant_cycle_indicator
-      #   @dominant_cycle_indicator ||= dominant_cycles.band_pass
-      # end
-
-      # def ensure_not_dominant_cycler_indicator
-      #   return unless is_a? Quant::Indicators::DominantCycles::DominantCycle
-
-      #   raise 'Dominant Cycle Indicators cannot use the thing they compute!'
-      # end
-
-      # # Returns the dominant cycle point for the current indicator's point
-      # def current_dominant_cycle
-      #   dominant_cycle_indicator[current_point]
-      # end
+      def warmed_up?
+        ticks.size > min_period
+      end
 
       # # Returns the atr point for the current indicator's point
       # def atr_point
       #   parent_series.indicators.atr[current_point]
       # end
-
-      # # def dc_period
-      # #   dominant_cycle.period.round(0).to_i
-      # # end
-
-      # def <<(ohlc)
-      #   points.append(ohlc)
-      # end
-
-      # def append(ohlc)
-      #   points.append(ohlc)
-      # end
     end
   end
 end

data/lib/quant/indicators/indicator_point.rb

@@ -27,6 +27,17 @@ module Quant
       def_delegator :indicator, :dominant_cycle_kind
       def_delegator :indicator, :pivot_kind
 
+      def_delegator :tick, :high_price
+      def_delegator :tick, :low_price
+      def_delegator :tick, :close_price
+      def_delegator :tick, :open_price
+      def_delegator :tick, :volume
+      def_delegator :tick, :trades
+
+      def oc2
+        tick.respond_to?(:oc2) ? tick.oc2 : tick.close_price
+      end
+
       def initialize_data_points
         # No-Op - Override in subclass if needed.
       end

data/lib/quant/indicators/mama.rb

@@ -46,6 +46,8 @@ module Quant
     # dominant cycle indicator other than the homodyne for the rest
     # of your indicators.
     class Mama < Indicator
+      register name: :mama
+
       # constrain between 6 and 50 bars
       def constrain_period_bars
         p0.period = p0.period.clamp(min_period, max_period)

data/lib/quant/indicators/mesa.rb

@@ -33,12 +33,11 @@ module Quant
     # indicators for the dominant cycle, then this version is useful
     # as it avoids extra computational steps.
     class Mesa < Indicator
-      def period
-        dc_period
-      end
+      register name: :mesa
+      depends_on DominantCycles::Homodyne
 
       def fast_limit
-        @fast_limit ||= bars_to_alpha(min_period / 2)
+        @fast_limit ||= bars_to_alpha(micro_period)
       end
 
       def slow_limit

data/lib/quant/indicators/ping.rb

@@ -13,6 +13,8 @@ module Quant
 
     # A simple idicator used primarily to test the indicator system
     class Ping < Indicator
+      register name: :ping
+
       def compute
         p0.pong = input
         p0.compute_count += 1

data/lib/quant/indicators/pivots/atr.rb

@@ -2,6 +2,7 @@ module Quant
   module Indicators
     module Pivots
       class Atr < Pivot
+        register name: :atr
         depends_on Indicators::Atr
 
         def atr_point
@@ -9,31 +10,25 @@ module Quant
         end
 
         def scale
-          5.0
+          3.0
         end
 
         def atr_value
-          atr_point.slow * scale
+          atr_point.value * scale
         end
 
         def compute_midpoint
-          p0.midpoint = two_pole_super_smooth :input, previous: :midpoint, period: averaging_period
+          p0.midpoint = smoothed_average_midpoint
         end
 
-        def compute_bands
-          p0.h6 = p0.midpoint + 1.000 * atr_value
-          p0.h5 = p0.midpoint + 0.786 * atr_value
-          p0.h4 = p0.midpoint + 0.618 * atr_value
-          p0.h3 = p0.midpoint + 0.500 * atr_value
-          p0.h2 = p0.midpoint + 0.382 * atr_value
-          p0.h1 = p0.midpoint + 0.236 * atr_value
+        ATR_SERIES = [0.236, 0.382, 0.500, 0.618, 0.786, 1.0].freeze
 
-          p0.l1 = p0.midpoint - 0.236 * atr_value
-          p0.l2 = p0.midpoint - 0.382 * atr_value
-          p0.l3 = p0.midpoint - 0.500 * atr_value
-          p0.l4 = p0.midpoint - 0.618 * atr_value
-          p0.l5 = p0.midpoint - 0.786 * atr_value
-          p0.l6 = p0.midpoint - 1.000 * atr_value
+        def compute_bands
+          ATR_SERIES.each_with_index do |ratio, index|
+            offset = ratio * atr_value
+            p0[index + 1] = p0.midpoint + offset
+            p0[-index - 1] = p0.midpoint - offset
+          end
         end
       end
     end

data/lib/quant/indicators/pivots/bollinger.rb

@@ -4,40 +4,25 @@ module Quant
   module Indicators
     module Pivots
       class Bollinger < Pivot
+        register name: :bollinger
+
         using Quant
 
         def compute_midpoint
-          values = period_points(half_period).map(&:input)
-          alpha = bars_to_alpha(half_period)
+          values = period_points(adaptive_half_period).map(&:input)
+          alpha = bars_to_alpha(adaptive_half_period)
 
           p0.midpoint = alpha * values.mean + (1 - alpha) * p1.midpoint
           p0.std_dev = values.standard_deviation(p0.midpoint)
         end
 
-        def compute_bands
-          p0.h1 = p0.midpoint + p0.std_dev * 1.0
-          p0.l1 = p0.midpoint - p0.std_dev * 1.0
-
-          p0.h2 = p0.midpoint + p0.std_dev * 1.5
-          p0.l2 = p0.midpoint - p0.std_dev * 1.5
-
-          p0.h3 = p0.midpoint + p0.std_dev * 1.75
-          p0.l3 = p0.midpoint - p0.std_dev * 1.75
-
-          p0.h4 = p0.midpoint + p0.std_dev * 2.0
-          p0.l4 = p0.midpoint - p0.std_dev * 2.0
+        BOLLINGER_SERIES = [1.0, 1.5, 1.75, 2.0, 2.25, 2.5, 2.75, 3.0].freeze
 
-          p0.h5 = p0.midpoint + p0.std_dev * 2.25
-          p0.l5 = p0.midpoint - p0.std_dev * 2.25
-
-          p0.h6 = p0.midpoint + p0.std_dev * 2.5
-          p0.l6 = p0.midpoint - p0.std_dev * 2.5
-
-          p0.h7 = p0.midpoint + p0.std_dev * 2.75
-          p0.l7 = p0.midpoint - p0.std_dev * 2.75
-
-          p0.h8 = p0.midpoint + p0.std_dev * 3.0
-          p0.l8 = p0.midpoint - p0.std_dev * 3.0
+        def compute_bands
+          BOLLINGER_SERIES.each_with_index do |ratio, index|
+            p0[index + 1] = p0.midpoint + ratio * p0.std_dev
+            p0[-index - 1] = p0.midpoint - ratio * p0.std_dev
+          end
         end
       end
     end

data/lib/quant/indicators/pivots/camarilla.rb

@@ -7,53 +7,52 @@ module Quant
       # input the previous day’s open, high, low and close. The formulas for each
       # resistance and support level are:
       #
-      # R4 = Close + (High – Low) * 1.1/2
-      # R3 = Close + (High – Low) * 1.1/4
-      # R2 = Close + (High – Low) * 1.1/6
-      # R1 = Close + (High – Low) * 1.1/12
-      # S1 = Close – (High – Low) * 1.1/12
-      # S2 = Close – (High – Low) * 1.1/6
-      # S3 = Close – (High – Low) * 1.1/4
-      # S4 = Close – (High – Low) * 1.1/2
+      # R4 = Closing + ((High -Low) x 1.5000)
+      # R3 = Closing + ((High -Low) x 1.2500)
+      # R2 = Closing + ((High -Low) x 1.1666)
+      # R1 = Closing + ((High -Low x 1.0833)
+      # PP = (High + Low + Closing) / 3
+      # S1 = Closing – ((High -Low) x 1.0833)
+      # S2 = Closing – ((High -Low) x 1.1666)
+      # S3 = Closing – ((High -Low) x 1.2500)
+      # S4 = Closing – ((High-Low) x 1.5000)
+      #
+      # R5 = R4 + 1.168 * (R4 – R3)
+      # R6 = (High/Low) * Close
+      # S5 = S4 – 1.168 * (S3 – S4)
+      # S6 = Close – (R6 – Close)
       #
       # The calculation for further resistance and support levels varies from this
       # norm. These levels can come into play during strong trend moves, so it’s
       # important to understand how to identify them. For example, R5, R6, S5 and S6
       # are calculated as follows:
       #
-      # R5 = R4 + 1.168 * (R4 – R3)
-      # R6 = (High/Low) * Close
-      #
-      # S5 = S4 – 1.168 * (S3 – S4)
-      # S6 = Close – (R6 – Close)
+      # source: https://tradingstrategyguides.com/camarilla-pivot-trading-strategy/
       class Camarilla < Pivot
-        def multiplier
-          1.1
-        end
+        register name: :camarilla
 
         def compute_midpoint
-          p0.midpoint = t0.close_price
+          p0.midpoint = t0.hlc3
         end
 
         def compute_bands
-          mp_plus_range = p0.midpoint + p0.range
-          mp_minus_range = p0.midpoint - p0.range
+          p0.h1 = t0.close_price + p0.range * 1.083
+          p0.l1 = t0.close_price - p0.range * 1.083
+
+          p0.h2 = t0.close_price + p0.range * 1.167
+          p0.l2 = t0.close_price - p0.range * 1.167
 
-          p0.h4 = mp_plus_range * (1.1 / 2.0)
-          p0.h3 = mp_plus_range * (1.1 / 4.0)
-          p0.h2 = mp_plus_range * (1.1 / 6.0)
-          p0.h1 = mp_plus_range * (1.1 / 12.0)
+          p0.h3 = t0.close_price + p0.range * 1.250
+          p0.l3 = t0.close_price - p0.range * 1.250
 
-          p0.l1 = mp_minus_range * (1.1 / 12.0)
-          p0.l2 = mp_minus_range * (1.1 / 6.0)
-          p0.l3 = mp_minus_range * (1.1 / 4.0)
-          p0.l4 = mp_minus_range * (1.1 / 2.0)
+          p0.h4 = t0.close_price + p0.range * 1.500
+          p0.l4 = t0.close_price - p0.range * 1.500
 
-          p0.h5 = p0.h4 + 1.168 * (p0.h4 - p0.h3)
-          p0.h6 = p0.midpoint * (p0.high_price / p0.low_price)
+          p0.h5 = p0.h4 + 1.68 * (p0.h4 - p0.h3)
+          p0.l5 = p0.l4 - 1.68 * (p0.l3 - p0.l4)
 
-          p0.l5 = p0.l4 - 1.168 * (p0.l3 - p0.l4)
-          p0.l6 = p0.midpoint - (p0.h6 - p0.midpoint)
+          p0.h6 = (t0.high_price / t0.low_price) * t0.close_price
+          p0.l6 = t0.close_price - (p0.h6 - t0.close_price)
         end
       end
     end

data/lib/quant/indicators/pivots/classic.rb

@@ -4,8 +4,10 @@ module Quant
   module Indicators
     module Pivots
       class Classic < Pivot
+        register name: :classic
+
         def compute_midpoint
-          p0.midpoint = super_smoother :input, previous: :midpoint, period: averaging_period
+          p0.midpoint = smoothed_average_midpoint
         end
 
         def compute_bands

data/lib/quant/indicators/pivots/demark.rb

@@ -14,6 +14,8 @@ module Quant
       # PP = X / 4 (this is not an official DeMark number but merely a reference point based on the calculation of X)
       # S1 = X / 2 - H
       class Demark < Pivot
+        register name: :demark
+
         def averaging_period
           min_period / 2
         end
@@ -34,15 +36,15 @@ module Quant
 
         def compute_midpoint
           p0.midpoint = p0.input / 4.0
-          p0.midpoint = super_smoother :midpoint, previous: :midpoint, period: averaging_period
+          p0.midpoint = three_pole_super_smooth :midpoint, previous: :midpoint, period: averaging_period
         end
 
         def compute_bands
           p0.h1 = (p0.input / 2.0) - p0.avg_high
-          p0.h1 = super_smoother :h1, previous: :h1, period: averaging_period
+          p0.h1 = three_pole_super_smooth :h1, previous: :h1, period: averaging_period
 
           p0.l1 = (p0.input / 2.0) - p0.avg_low
-          p0.l1 = super_smoother :l1, previous: :l1, period: averaging_period
+          p0.l1 = three_pole_super_smooth :l1, previous: :l1, period: averaging_period
         end
       end
     end