/// <summary>
/// Creates a new IchimokuKinkoHyo indicator from the specific periods
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="tenkanPeriod">The Tenkan-sen period</param>
/// <param name="kijunPeriod">The Kijun-sen period</param>
/// <param name="senkouAPeriod">The Senkou A Span period</param>
/// <param name="senkouBPeriod">The Senkou B Span period</param>
/// <param name="senkouADelayPeriod">The Senkou A Span delay</param>
/// <param name="senkouBDelayPeriod">The Senkou B Span delay</param>
public IchimokuKinkoHyo(string name, int tenkanPeriod = 9, int kijunPeriod = 26, int senkouAPeriod = 26, int senkouBPeriod = 52, int senkouADelayPeriod = 26, int senkouBDelayPeriod = 26)
: base(name)
{
TenkanMaximum = new Maximum(name + "_TenkanMax", tenkanPeriod);
TenkanMinimum = new Minimum(name + "_TenkanMin", tenkanPeriod);
KijunMaximum = new Maximum(name + "_KijunMax", kijunPeriod);
KijunMinimum = new Minimum(name + "_KijunMin", kijunPeriod);
SenkouBMaximum = new Maximum(name + "_SenkouBMaximum", senkouBPeriod);
SenkouBMinimum = new Minimum(name + "_SenkouBMinimum", senkouBPeriod);
DelayedTenkanSenkouA = new Delay(name + "DelayedTenkan", senkouADelayPeriod);
DelayedKijunSenkouA = new Delay(name + "DelayedKijun", senkouADelayPeriod);
DelayedMaximumSenkouB = new Delay(name + "DelayedMax", senkouBDelayPeriod);
DelayedMinimumSenkouB = new Delay(name + "DelayedMin", senkouBDelayPeriod);
SenkouA = new FunctionalIndicator <DataPointBar>(
name + "_SenkouA",
input => computeSenkouA(senkouAPeriod, input),
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
SenkouB = new FunctionalIndicator <DataPointBar>(
name + "_SenkouB",
input => computeSenkouB(senkouBPeriod, input),
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = new FunctionalIndicator <DataPointBar>(
name + "_Tenkan",
input => ComputeTenkan(tenkanPeriod, input),
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = new FunctionalIndicator <DataPointBar>(
name + "_Kijun",
input => ComputeKijun(kijunPeriod, input),
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.Reset();
});
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(DataPointBar input)
{
Minimum.Update(input.Occured, input.TimeZone, input.Low);
Maximum.Update(input.Occured, input.TimeZone, input.High);
if (!IsReady)
{
return(0);
}
var range = (Maximum.Current.Price - Minimum.Current.Price);
return(range == 0 ? 0 : -100m * (Maximum.Current.Price - input.Close) / range);
}
/// <summary>
/// Creates a new AroonOscillator from the specified up/down periods.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="upPeriod">The lookback period to determine the highest high for the AroonDown</param>
/// <param name="downPeriod">The lookback period to determine the lowest low for the AroonUp</param>
public AroonOscillator(string name, int upPeriod, int downPeriod)
: base(name)
{
var max = new Maximum(name + "_Max", upPeriod + 1);
AroonUp = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonUp",
input => ComputeAroonUp(upPeriod, max, input),
aroonUp => max.IsReady,
() => max.Reset()
);
var min = new Minimum(name + "_Min", downPeriod + 1);
AroonDown = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonDown",
input => ComputeAroonDown(downPeriod, min, input),
aroonDown => min.IsReady,
() => min.Reset()
);
}
/// <summary>
/// AroonUp = 100 * (period - {periods since max})/period
/// </summary>
/// <param name="upPeriod">The AroonUp period</param>
/// <param name="max">A Maximum indicator used to compute periods since max</param>
/// <param name="input">The next input data</param>
/// <returns>The AroonUp value</returns>
private static decimal ComputeAroonUp(int upPeriod, Maximum max, IndicatorDataPoint input)
{
max.Update(input);
return(100m * (upPeriod - max.PeriodsSinceMaximum) / upPeriod);
}
/// <summary>
/// Initializes a new instance of the <see cref="DonchianChannel"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="upperPeriod">The period for the upper channel.</param>
/// <param name="lowerPeriod">The period for the lower channel</param>
public DonchianChannel(string name, int upperPeriod, int lowerPeriod)
: base(name)
{
UpperBand = new Maximum(name + "_UpperBand", upperPeriod);
LowerBand = new Minimum(name + "_LowerBand", lowerPeriod);
}
/// <summary>
/// Resets this indicator and both sub-indicators (Max and Min)
/// </summary>
public override void Reset()
{
Maximum.Reset();
Minimum.Reset();
base.Reset();
}
/// <summary>
/// Creates a new Williams %R.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The lookback period to determine the highest high for the AroonDown</param>
public WilliamsPercentR(string name, int period)
: base(name)
{
Maximum = new Maximum(name + "_Max", period);
Minimum = new Minimum(name + "_Min", period);
}
