Stochastic Momentum Indicator - Java and TA-LIB

Here is a snippet of a Java program that calculates the Stochastic Momentum Indicator.

Not included is the use of the Overbought/Oversold value.

For references see:

https://www.tradingview.com/script/HLbqdCku-Stochastic-Momentum-Index-SMI/

https://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2013/04/11/StochasticMomentumIndex.html



    public double[] SMI;
    public double[] Signal;

 public StochasticMomentum(double high[], double low[], double close[],
                 int hiLowPeriod, MAType mat, int maPeriod, int smoothPeriod, int signalPeriod) {

        final double cm[] = new double[close.length];
        final double hl[] = new double[close.length];
        for (int i1 = 0; i1 <= high.length - hiLowPeriod; i1++) {
            double hh = -1e9;
            double ll = 1e9;
            for (int i2 = 0; i2 < hiLowPeriod; i2++) {
                if (hh < high[i1 + i2]) {
                    hh = high[i1 + i2];
                }
                if (ll > low[i1 + i2]) {
                    ll = low[i1 + i2];
                }
            }
            final double m = (hh + ll) / 2;
            cm[i1 + hiLowPeriod - 1] = close[i1 + hiLowPeriod - 1] - m;
            hl[i1 + hiLowPeriod - 1] = hh - ll;
        }
        final Core core = new Core();

        MInteger outBegIdx = new MInteger();
        MInteger outNBElement = new MInteger();

        core.movingAverage(0, cm.length - 1, cm, maPeriod, mat, outBegIdx, outNBElement, cm);
        Realign.realign(cm, outBegIdx);

        core.movingAverage(outBegIdx.value, cm.length - 1, cm, smoothPeriod, mat, outBegIdx, outNBElement, cm);
        Realign.realign(cm, outBegIdx);

        outBegIdx = new MInteger();
        outNBElement = new MInteger();

        core.movingAverage(0, hl.length - 1, hl, maPeriod, mat, outBegIdx, outNBElement, hl);
        Realign.realign(hl, outBegIdx);

        core.movingAverage(outBegIdx.value, hl.length - 1, hl, smoothPeriod, mat, outBegIdx, outNBElement, hl);
        Realign.realign(hl, outBegIdx);

        SMI = new double[hl.length];
        for (int i1 = 0; i1 < hl.length; i1++) {
            if (hl[i1] == 0) {
                continue;
            }
            SMI[i1] = cm[i1] / (hl[i1] / 2) * 100;
        }

        outBegIdx = new MInteger();
        outNBElement = new MInteger();
        Signal = new double[hl.length];
        core.movingAverage(0, hl.length - 1, SMI, signalPeriod, mat, outBegIdx, outNBElement, Signal);
        Realign.realign(Signal, outBegIdx);

    }