public static TimeSeries <IchimokuCloud.IndicatorResult> Ichimoku(this Equity equity, int shortPeriodCount, int middlePeriodCount, int longPeriodCount, Country?country = null, DateTime?startTime = null, DateTime?endTime = null)
{
var ic = equity.GetOrCreateAnalytic <IchimokuCloud>(shortPeriodCount, middlePeriodCount, longPeriodCount);
if (country.HasValue)
{
ic.InitWithCountry(country.Value);
}
return(ic.Compute(startTime, endTime));
}
public static TimeSeries <AroonOscillator.IndicatorResult> AroonOsc(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <AroonOscillator>(periodCount).Compute(startTime, endTime);
public static TimeSeries <Stochastics.IndicatorResult> SlowSto(this Equity equity, int periodCount, int smaPeriodCountD, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <Stochastics.Slow>(periodCount, smaPeriodCountD).Compute(startTime, endTime);
public static TimeSeries <SimpleMovingAverageOscillator.IndicatorResult> SmaOsc(this Equity equity, int periodCount1, int periodCount2, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <SimpleMovingAverageOscillator>(periodCount1, periodCount2).Compute(startTime, endTime);
public static TimeSeries <RelativeStrengthIndex.IndicatorResult> Rsi(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <RelativeStrengthIndex>(periodCount).Compute(startTime, endTime);
public static TimeSeries <StandardDeviation.IndicatorResult> Sd(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <StandardDeviation>(periodCount).Compute(startTime, endTime);
public static TimeSeries <LowestLow.IndicatorResult> LowestLow(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <LowestLow>(periodCount).Compute(startTime, endTime);
public static TimeSeries <ClosePricePercentageChange.IndicatorResult> ClosePricePercentageChange(this Equity equity, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <ClosePricePercentageChange>().Compute(startTime, endTime);
public static TimeSeries <BollingerBandWidth.IndicatorResult> BbWidth(this Equity equity, int periodCount, int sdCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <BollingerBandWidth>(periodCount, sdCount).Compute(startTime, endTime);
public static TimeSeries <ExponentialMovingAverage.IndicatorResult> Ema(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <ExponentialMovingAverage>(periodCount).Compute(startTime, endTime);
public static TimeSeries <AverageTrueRange.IndicatorResult> Atr(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <AverageTrueRange>(periodCount).Compute(startTime, endTime);
public static TimeSeries <AverageDirectionalMovementIndexRating.IndicatorResult> Adxr(this Equity equity, int periodCount, int adxrPeriodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <AverageDirectionalMovementIndexRating>(periodCount, adxrPeriodCount).Compute(startTime, endTime);
public static TimeSeries <DirectionalMovementIndex.IndicatorResult> Dmi(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <DirectionalMovementIndex>(periodCount).Compute(startTime, endTime);
public static TimeSeries <ChandelierExit.IndicatorResult> Chandlr(this Equity equity, int periodCount, int atrCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <ChandelierExit>(periodCount, atrCount).Compute(startTime, endTime);
public static TimeSeries <MovingAverageConvergenceDivergence.IndicatorResult> Macd(this Equity equity, int emaPeriodCount1, int emaPeriodCount2, int demPeriodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <MovingAverageConvergenceDivergence>(emaPeriodCount1, emaPeriodCount2, demPeriodCount).Compute(startTime, endTime);
public static TimeSeries <AccumulationDistributionLine.IndicatorResult> AccumDist(this Equity equity, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <AccumulationDistributionLine>().Compute(startTime, endTime);
public static TimeSeries <OnBalanceVolume.IndicatorResult> Obv(this Equity equity, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <OnBalanceVolume>().Compute(startTime, endTime);
public static TimeSeries <EfficiencyRatio.IndicatorResult> Er(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <EfficiencyRatio>(periodCount).Compute(startTime, endTime);
public static TimeSeries <RawStochasticsValue.IndicatorResult> Rsv(this Equity equity, int periodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <RawStochasticsValue>(periodCount).Compute(startTime, endTime);
public decimal?PriceChange() => _equity.GetOrCreateAnalytic <ClosePriceChange>().ComputeByIndex(_index).Change;
public static TimeSeries <KaufmanAdaptiveMovingAverage.IndicatorResult> Kama(this Equity equity, int periodCount, int emaFastPeriodCount, int emaSlowPeriodCount, DateTime?startTime = null, DateTime?endTime = null) => equity.GetOrCreateAnalytic <KaufmanAdaptiveMovingAverage>(periodCount, emaFastPeriodCount, emaSlowPeriodCount).Compute(startTime, endTime);