public RelativeStrength(IEnumerable <TInput> inputs, Func <TInput, decimal?> inputMapper, int periodCount) : base(inputs, inputMapper)
{
PeriodCount = periodCount;
_u = new PositiveDifferenceByTuple(inputs.Select(inputMapper).ToList(), 1);
_d = new NegativeDifferenceByTuple(inputs.Select(inputMapper).ToList(), 1);
_uEma = new GenericMovingAverage(
periodCount,
i => Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => _u[j]),
i => _u[i],
Smoothing.Mma(periodCount),
inputs.Count());
_dEma = new GenericMovingAverage(
periodCount,
i => Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => _d[j]),
i => _d[i],
Smoothing.Mma(periodCount),
inputs.Count());
}
public RelativeMomentum(IEnumerable <TInput> inputs, Func <TInput, decimal?> inputMapper, int rmiPeriod, int mtmPeriod) : base(inputs, inputMapper)
{
_u = new PositiveDifferenceByTuple(inputs.Select(inputMapper), mtmPeriod);
_d = new NegativeDifferenceByTuple(inputs.Select(inputMapper), mtmPeriod);
_uEma = new GenericMovingAverage(
rmiPeriod + mtmPeriod - 1,
i => Enumerable.Range(i - rmiPeriod + 1, rmiPeriod).Average(j => _u[j]),
i => _u[i],
i => 2.0m / (rmiPeriod + 1),
inputs.Count());
_dEma = new GenericMovingAverage(
rmiPeriod + mtmPeriod - 1,
i => Enumerable.Range(i - rmiPeriod + 1, rmiPeriod).Average(j => _d[j]),
i => _d[i],
i => 2.0m / (rmiPeriod + 1),
inputs.Count());
MtmPeriod = mtmPeriod;
RmiPeriod = rmiPeriod;
}