protected override Decimal Calculate(int index)
{
var highestHigh = new HighestValueIndicator(_maxPriceIndicator, _timeFrame);
var lowestMin = new LowestValueIndicator(_minPriceIndicator, _timeFrame);
var highestHighPrice = highestHigh.GetValue(index);
var lowestLowPrice = lowestMin.GetValue(index);
return(((highestHighPrice.Minus(_indicator.GetValue(index))).DividedBy(highestHighPrice.Minus(lowestLowPrice))).MultipliedBy(Multiplier));
}
/// <summary>
/// Constructor.
/// </summary>
/// <param name="price"> the price indicator (usually <seealso cref="MedianPriceIndicator"/>) </param>
/// <param name="timeFrame"> the time frame (usually 10) </param>
/// <param name="alphaD"> the alpha (usually 0.33) </param>
/// <param name="betaD"> the beta (usually 0.67) </param>
/// <param name="gammaD">gammaD the gamma (usually 0.25 or 0.5)</param>
/// <param name="deltaD">deltaD the delta (usually 0.5)</param>
/// <param name="densityFactorD">densityFactorD the density factor (usually 1.0)</param>
/// <param name="isPriceIndicator">isPriceIndicator use true, if "price" is a price indicator</param>
internal FisherIndicator(IIndicator <Decimal> price, int timeFrame, double alphaD, double betaD, double gammaD, double deltaD, double densityFactorD, bool isPriceIndicator) : base(price)
{
_price = price;
_gamma = Decimal.ValueOf(gammaD);
_delta = Decimal.ValueOf(deltaD);
_densityFactor = Decimal.ValueOf(densityFactorD);
var alpha = Decimal.ValueOf(alphaD);
var beta = Decimal.ValueOf(betaD);
IIndicator <Decimal> periodHigh = new HighestValueIndicator(isPriceIndicator ? new MaxPriceIndicator(price.TimeSeries) : price, timeFrame);
IIndicator <Decimal> periodLow = new LowestValueIndicator(isPriceIndicator ? new MinPriceIndicator(price.TimeSeries) : price, timeFrame);
_intermediateValue = new RecursiveCachedIndicatorAnonymousInnerClass(this, alpha, beta, periodHigh, periodLow);
}
public ParabolicSarIndicator(TimeSeries series, int timeFrame) : base(series)
{
_series = series;
_lowestValueIndicator = new LowestValueIndicator(new MinPriceIndicator(series), timeFrame);
_highestValueIndicator = new HighestValueIndicator(new MaxPriceIndicator(series), timeFrame);
}
/// <summary>
/// Constructor. </summary>
/// <param name="series"> the time series </param>
/// <param name="timeFrame"> the time frame (usually 22) </param>
/// <param name="k"> the K multiplier for ATR (usually 3.0) </param>
public ChandelierExitShortIndicator(TimeSeries series, int timeFrame, Decimal k) : base(series)
{
_low = new LowestValueIndicator(new MinPriceIndicator(series), timeFrame);
_atr = new AverageTrueRangeIndicator(series, timeFrame);
_k = k;
}
