Ejemplo n.º 1
0
 /// <summary>
 /// Initializes a new instance of the average class
 /// </summary>
 /// <param name="name">The name of the indicator instance</param>
 /// <param name="n">The window period (must be even). Example value: 16</param>
 /// <param name="longPeriod">The average period. Example value: 198</param>
 public FractalAdaptiveMovingAverage(string name, int n, int longPeriod)
     : base(name)
 {
     if (n % 2 > 0)
     {
         throw new ArgumentException("N must be even.");
     }
     _n    = n;
     _w    = CalculateW(longPeriod);
     _high = new RollingWindow <double>(n);
     _low  = new RollingWindow <double>(n);
 }
Ejemplo n.º 2
0
 /// <summary>
 ///     Initializes a new instance of the WindowIndicator class
 /// </summary>
 /// <param name="name">The name of this indicator</param>
 /// <param name="period">The number of data points to hold in the window</param>
 protected WindowIndicator(string name, int period)
     : base(name)
 {
     _window = new RollingWindow <T>(period);
 }