public Chavkin(int windowSize, int interval)
: base(1)
{
if (interval <= 0 || interval > windowSize)
{
throw new ArgumentOutOfRangeException();
}
_interval = interval;
_ema = new ExponentialMovingAverage(windowSize);
_mahl = new CirculatedArray <double>(interval);
}
public MovingAverageConvergenceDivergence(int shortWindowSize, int longWindowSize, int diffWindowSize)
: base(1)
{
if (shortWindowSize < 1 || longWindowSize < 1 || diffWindowSize < 1)
{
throw new ArgumentOutOfRangeException("No any parameter can be smaller than 1");
}
if (shortWindowSize >= longWindowSize)
{
throw new ArgumentException("short windowSize should be smaller than long windowSize");
}
_emaShort = new ExponentialMovingAverage(shortWindowSize);
_emaLong = new ExponentialMovingAverage(longWindowSize);
_emaDiff = new ExponentialMovingAverage(diffWindowSize);
}