/// <summary>
/// Calculates Stochastic indicator
/// KDJ is derived from Stoch.
/// K = Dline
/// D = Slow-Dline; dfault perido = 3
/// J = 3D-2K
/// </summary>
/// <param name="highs">Signal representing price highs</param>
/// <param name="lows">Signal representing price lows</param>
/// <param name="closes">Signal representing closing prices</param>
/// <param name="kPeriods">Number of periods for %K line; default=5</param>
/// <param name="dPeriods">Number of periods for %D line; default=3</param>
/// <returns>Object containing operation results</returns>
public static StochasticResult Stochastic(IEnumerable<double> highs, IEnumerable<double> lows, IEnumerable<double> closes, int kPeriods, int dPeriods)
{
int startKIndex = kPeriods - 1;
int startDIndex = startKIndex + 2;
var outputKLine = new List<double>();
var outputDLine = new List<double>();
for (int i = kPeriods - 1; i < highs.Count(); i++)
{
double highestHigh = highs.Skip(i + 1 - kPeriods)
.Take(kPeriods)
.Max();
double lowestLow = lows.Skip(i + 1 - kPeriods)
.Take(kPeriods)
.Min();
double currentClose = closes.ElementAt(i);
double k = (currentClose - lowestLow) / (highestHigh - lowestLow) * 100;
outputKLine.Add(k);
}
if (outputDLine != null)
{
var dLineSMA = SMA(outputKLine, dPeriods);
foreach (var item in dLineSMA.Values)
{
outputDLine.Add(item);
}
}
var result = new StochasticResult()
{
KLine = outputKLine,
DLine = outputDLine,
DStartIndexOffset = startDIndex,
KStartIndexOffset = startKIndex
};
return result;
}
/// <summary>
/// Calculates Stochastic indicator
/// KDJ is derived from Stoch.
/// K = Dline
/// D = Slow-Dline; dfault perido = 3
/// J = 3D-2K
/// </summary>
/// <param name="highs">Signal representing price highs</param>
/// <param name="lows">Signal representing price lows</param>
/// <param name="closes">Signal representing closing prices</param>
/// <param name="kPeriods">Number of periods for %K line; default=5</param>
/// <param name="dPeriods">Number of periods for %D line; default=3</param>
/// <returns>Object containing operation results</returns>
public static StochasticResult Stochastic(IEnumerable <double> highs, IEnumerable <double> lows, IEnumerable <double> closes, int kPeriods, int dPeriods)
{
int startKIndex = kPeriods - 1;
int startDIndex = startKIndex + 2;
var outputKLine = new List <double>();
var outputDLine = new List <double>();
for (int i = kPeriods - 1; i < highs.Count(); i++)
{
double highestHigh = highs.Skip(i + 1 - kPeriods)
.Take(kPeriods)
.Max();
double lowestLow = lows.Skip(i + 1 - kPeriods)
.Take(kPeriods)
.Min();
double currentClose = closes.ElementAt(i);
double k = (currentClose - lowestLow) / (highestHigh - lowestLow) * 100;
outputKLine.Add(k);
}
if (outputDLine != null)
{
var dLineSMA = SMA(outputKLine, dPeriods);
foreach (var item in dLineSMA.Values)
{
outputDLine.Add(item);
}
}
var result = new StochasticResult()
{
KLine = outputKLine,
DLine = outputDLine,
DStartIndexOffset = startDIndex,
KStartIndexOffset = startKIndex
};
return(result);
}