public RelativeStrength(IEnumerable <TInput> inputs, Func <TInput, decimal> inputMapper, int periodCount) : base(inputs, inputMapper)
{
_closePriceChange = new DifferenceByTuple(inputs.Select(inputMapper));
Func <int, decimal?> u = i => i > 0 ? Math.Max(_closePriceChange[i].Value, 0) : (decimal?)null;
Func <int, decimal?> l = i => i > 0 ? Math.Abs(Math.Min(_closePriceChange[i].Value, 0)) : (decimal?)null;
_uEma = new GenericMovingAverage(
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(u) : null,
u,
i => 1.0m / periodCount,
inputs.Count());
_dEma = new GenericMovingAverage(
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(l) : null,
l,
i => 1.0m / periodCount,
inputs.Count());
PeriodCount = periodCount;
}
public NegativeDifference(IEnumerable <TInput> inputs, Func <TInput, decimal?> inputMapper, int periodCount = 1) : base(inputs, inputMapper)
{
PeriodCount = periodCount;
_diff = new DifferenceByTuple(inputs.Select(inputMapper), periodCount);
}