public static DirectionalMovementIndex Create(int periods)
{
DirectionalIndicatorPlus diPlus = DirectionalIndicatorPlus.Create(periods);
DirectionalIndicatorMinus diMinus = DirectionalIndicatorMinus.Create(periods);
double Function(CandleTimeSeries series, DateTime instant)
{
double diDiff = Math.Abs(diPlus[series, instant] - diMinus[series, instant]);
double diSum = diPlus[series, instant] + diMinus[series, instant];
double dx = diDiff.DivideBy(diSum);
return(dx);
}
DirectionalMovementIndex index = new DirectionalMovementIndex(Function);
return(index);
}
public static AverageDirectionalMovementIndex Create(
int periods,
int smoothingPeriods)
{
DirectionalMovementIndex dmi = DirectionalMovementIndex.Create(periods);
double Function(CandleTimeSeries series, DateTime instant)
{
Candle candle = series[instant];
int index = series.GetIndex(candle);
Candle[] candles = index.GetIntegersTo(Math.Max(1, index - smoothingPeriods))
.Select(idx => series[idx])
.ToArray();
double ema = candles
.WeightedAverage((cdl, idx) => dmi[series, cdl.Start], (cdl, idx) => candles.Length - idx);
return(ema);
}
AverageDirectionalMovementIndex plus = new AverageDirectionalMovementIndex(Function);
return(plus);
}
