/// <summary>
/// Initializes a new instance of the <see cref="CoppockCurve" /> indicator
/// </summary>
/// <param name="name">A name for the indicator</param>
/// <param name="shortRocPeriod">The period for the short ROC</param>
/// <param name="longRocPeriod">The period for the long ROC</param>
/// <param name="lwmaPeriod">The period for the LWMA</param>
public CoppockCurve(string name, int shortRocPeriod, int longRocPeriod, int lwmaPeriod)
: base(name)
{
_shortRoc = new RateOfChangePercent(shortRocPeriod);
_longRoc = new RateOfChangePercent(longRocPeriod);
_lwma = new LinearWeightedMovingAverage(lwmaPeriod);
WarmUpPeriod = Math.Max(shortRocPeriod, longRocPeriod) + lwmaPeriod - 1;
}
/// <summary>
/// A Hull Moving Average
/// </summary>
/// <param name="name">string - a name for the indicator</param>
/// <param name="period">int - the number of periods to calculate the HMA - the period of the slower LWMA</param>
public HullMovingAverage(string name, int period)
: base(name)
{
if (period < 2)
{
throw new ArgumentException("The Hull Moving Average period should be greater or equal to 2", "period");
}
_slowWma = new LinearWeightedMovingAverage(period);
_fastWma = new LinearWeightedMovingAverage((int)Math.Round(period * 1d / 2));
var k = (int)Math.Round(Math.Sqrt(period));
_hullMa = new LinearWeightedMovingAverage(k);
WarmUpPeriod = period + k - 1;
}