/// <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)
{
WarmUpPeriod = Math.Max(tenkanPeriod + senkouADelayPeriod, kijunPeriod + senkouADelayPeriod);
WarmUpPeriod = Math.Max(WarmUpPeriod, senkouBPeriod + senkouBDelayPeriod);
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);
Chikou = new Delay(name + "_Chikou", senkouADelayPeriod);
SenkouA = new FunctionalIndicator <IndicatorDataPoint>(
name + "_SenkouA",
input => SenkouA.IsReady ? (DelayedTenkanSenkouA + DelayedKijunSenkouA) / 2 : decimal.Zero,
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
SenkouB = new FunctionalIndicator <IndicatorDataPoint>(
name + "_SenkouB",
input => SenkouB.IsReady ? (DelayedMaximumSenkouB + DelayedMinimumSenkouB) / 2 : decimal.Zero,
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = new FunctionalIndicator <IndicatorDataPoint>(
name + "_Tenkan",
input => Tenkan.IsReady ? (TenkanMaximum + TenkanMinimum) / 2 : decimal.Zero,
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = new FunctionalIndicator <IndicatorDataPoint>(
name + "_Kijun",
input => Kijun.IsReady ? (KijunMaximum + KijunMinimum) / 2 : decimal.Zero,
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.Reset();
});
}
/// <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 <TradeBar>(
name + "_SenkouA",
input => computeSenkouA(senkouAPeriod, input),
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
SenkouB = new FunctionalIndicator <TradeBar>(
name + "_SenkouB",
input => computeSenkouB(senkouBPeriod, input),
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = new FunctionalIndicator <TradeBar>(
name + "_Tenkan",
input => ComputeTenkan(tenkanPeriod, input),
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = new FunctionalIndicator <TradeBar>(
name + "_Kijun",
input => ComputeKijun(kijunPeriod, input),
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.Reset();
});
}
public AlligatorIndicator(string name, int jawPeriod, int teethPeriod, int lipsPeriod, int jawDelay, int teethDelay, int lipsDelay, MovingAverageType movingAverageType) : base(name)
{
switch (movingAverageType)
{
case MovingAverageType.Simple:
_jaw = new SimpleMovingAverage(name + "_JAW", jawPeriod);
_teeth = new SimpleMovingAverage(name + "_TEETH", teethPeriod);
_lips = new SimpleMovingAverage(name + "_LIPS", lipsPeriod);
break;
case MovingAverageType.Exponential:
break;
}
_jawDelay = new Delay(name + "_JAW_DELAY", jawDelay);
_teethDelay = new Delay(name + "_TEETH_DELAY", teethDelay);
_lipsDelay = new Delay(name + "_LIPS_DELAY", lipsDelay);
}
