Ejemplo n.º 1
0
        /// <summary>
        ///
        /// </summary>
        /// <param name="fastEMAPeriod"></param>
        /// <param name="slowEMAPeriod"></param>
        /// <param name="RSIPeriod"></param>
        public EMARSI(
            int fastEMAPeriod = 14,
            int slowEMAPeriod = 20,
            int RSIPeriod     = 14,
            decimal EMAWeight = 1,
            decimal EMABias   = 0,
            decimal RSIWeight = -0.01m,
            decimal RSIBias   = 0.5m)
        {
            //_fastEMAPeriod = fastEMAPeriod;
            //_slowEMAPeriod = slowEMAPeriod;
            //_RSIPeriod = RSIPeriod;

            _fastEMA = new ATSGlobalIndicatorWrapper.EMA(lookBackPeriod: fastEMAPeriod);
            _slowEMA = new ATSGlobalIndicatorWrapper.EMA(lookBackPeriod: slowEMAPeriod);
            _RSI     = new ATSGlobalIndicatorWrapper.RSI(lookBackPeriod: RSIPeriod);
            _EMA_w   = EMAWeight;
            _EMA_b   = EMABias;
            _RSI_w   = RSIWeight;
            _RSI_b   = RSIBias;
        }
Ejemplo n.º 2
0
 /// <summary>
 /// Initialize all needed indicators
 /// </summary>
 void Initialize_Indicators()
 {
     _ATR = new ATSGlobalIndicatorPersonal.ATR(_period);
     _EMA = new ATSGlobalIndicatorWrapper.EMA(_period);
 }