protected override void OnStartUp()
{
onBasicBars = primType == RWT_HA.PrimaryOHLC.BARS;
var b1 = RWT_HA.OHLCFactory.createPrimary(primType, Open, High, Low, Close, Input);
var b2 = RWT_HA.OHLCFactory.createSecondary(b1, smoothType, smoothArg);
bars = new RWT_HA.Heiken_Ashi(b2);
lastFilt = 0.5 * (bars.High + bars.Low);
lastProxy = lastFilt;
filter = RWT_MA.MAFactory.create(filterType, filterArg);
filter.init(lastFilt);
linreg = new RWT_MA.LINREGSLOPE((double)lookback);
linreg.init(lastFilt);
dirUp = true;
actualTolerance = tolerance;
if (onBasicBars)
{
actualTolerance *= TickSize;
}
}
protected override void OnStartUp()
{
var prim = RWT_HA.OHLCFactory.createPrimary(primType, Open, High, Low, Close, Input);
var sm = RWT_HA.OHLCFactory.createSecondary(prim, smoothType, smoothArg);
habars = RWT_HA.OHLCFactory.createSecondary(sm, RWT_HA.SecondaryOHLC.HEIKEN_ASHI, 0.0);
}
protected override void OnStartUp()
{
bars = RWT_HA.OHLCFactory.createPrimary(inputType, Open, High, Low, Close, Input);
smoother = RWT_MA.MAFactory.create(smoothType, smoothArg);
smoother.init(Input[0]);
band = RWT_Bands.BandFactory.create(bandType, bars, lengthOfBand, bandArg);
band.init(Input[0]);
bandSmoother1 = RWT_MA.MAFactory.create(bandsmoothType, bandsmoothArg);
bandSmoother1.init(Input[0]);
bandSmoother2 = RWT_MA.MAFactory.create(bandsmoothType, bandsmoothArg);
bandSmoother2.init(Input[0]);
}
protected override void OnStartUp()
{
var b1 = RWT_HA.OHLCFactory.createPrimary(barsType, Open, High, Low, Close, Input);
bars = RWT_HA.OHLCFactory.createSecondary(b1, barSmoothType, barSmoothArg);
truerange = RWT_MA.MAFactory.create(dMType, dMLength);
dplus = RWT_MA.MAFactory.create(dMType, dMLength);
dminus = RWT_MA.MAFactory.create(dMType, dMLength);
adx = RWT_MA.MAFactory.create(aDXType, aDXLength);
truerange.init(bars.High - bars.Low);
dplus.init(0);
dminus.init(0);
adx.init(.5);
ADX.Set(0);
oldADX = 0;
}
public static Band create(BandType type, RWT_HA.OHLC bars, int len, double arg)
{
Band ans = null;
switch (type)
{
case BandType.STDDEV:
ans = new StdDevBand(len, arg);
break;
case BandType.STDASYMM:
ans = new StdDevAsymmBand(len, arg);
break;
case BandType.RUNERR:
ans = new RunnErrorBand(len, arg);
break;
case BandType.KELTNER:
ans = new KeltnerBand(bars, len, arg);
break;
}
return(ans);
}
public KeltnerBand(RWT_HA.OHLC b, int len, double mult)
{
bars = b;
length = len;
multiplier = mult;
}
