Ejemplo n.º 1
0
 public VolumeRatio(int windowSize)
     : base(0)
 {
     _msPv = new MovingSum(windowSize);
     _msNv = new MovingSum(windowSize);
     _msZv = new MovingSum(windowSize);
 }
Ejemplo n.º 2
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        public DirectionMovementIndex(int windowSize)
            : base(1)
        {
            _msPdm = new MovingSum(windowSize);
            _msNdm = new MovingSum(windowSize);
            _msTr  = new MovingSum(windowSize);
            _maDx  = new MovingAverage(windowSize);
            _adx   = new CirculatedArray <double>(windowSize);

            Values = new double[4];
        }
Ejemplo n.º 3
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        public ArBrCr(int windowSize)
            : base(0)
        {
            _sumUp   = new MovingSum(windowSize);
            _sumDown = new MovingSum(windowSize);
            _sumBrBs = new MovingSum(windowSize);
            _sumBrSs = new MovingSum(windowSize);
            _sumCrBs = new MovingSum(windowSize);
            _sumCrSs = new MovingSum(windowSize);

            Values = new double[3];
        }
Ejemplo n.º 4
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        public UltimateOscillator(int windowSize1, int windowSize2, int windowSize3, double weight1, double weight2, double weight3)
            : base(0)
        {
            if (weight1 < 0.0 || weight2 < 0.0 || weight3 < 0.0)
            {
                throw new ArgumentOutOfRangeException("weight");
            }

            _weight[0] = weight1;
            _weight[1] = weight2;
            _weight[2] = weight3;

            _msBp[0] = new MovingSum(windowSize1);
            _msTr[0] = new MovingSum(windowSize1);
            _msBp[1] = new MovingSum(windowSize2);
            _msTr[1] = new MovingSum(windowSize2);
            _msBp[2] = new MovingSum(windowSize3);
            _msTr[2] = new MovingSum(windowSize3);
        }
 public RelativeStrengthIndex(int windowSize)
     : base(0)
 {
     _msUc = new MovingSum(windowSize);
     _msDc = new MovingSum(windowSize);
 }
 public WilliamVariableAccumulationDistribution(int windowSize)
     : base(0)
 {
     _ms = new MovingSum(windowSize);
 }
 public AccumulationDistribution(int windowSize)
     : base(0)
 {
     _sumCost   = new MovingSum(windowSize);
     _sumVolume = new MovingSum(windowSize);
 }
Ejemplo n.º 8
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 public EfficiencyRatio(int windowSize)
     : base(windowSize)
 {
     _volatility = new MovingSum(windowSize);
 }
Ejemplo n.º 9
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 public MoneyFlowIndex(int windowSize)
     : base(1)
 {
     _msNmf = new MovingSum(windowSize);
     _msPmf = new MovingSum(windowSize);
 }
 public CumulativeRelativeStrengthIndex(int rsiWindowSize, int cumulativeWindowSize)
     : base(0)
 {
     _rsi    = new RelativeStrengthIndex(rsiWindowSize);
     _msCrsi = new MovingSum(cumulativeWindowSize);
 }
Ejemplo n.º 11
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 public CostMovingAverage(int windowSize)
     : base(windowSize)
 {
     _msCost   = new MovingSum(windowSize);
     _msVolume = new MovingSum(windowSize);
 }