Example #1
0
        /// <summary>
        /// Инициализировать <see cref="DiPart"/>.
        /// </summary>
        protected DiPart()
        {
            _averageTrueRange = new AverageTrueRange(new WilderMovingAverage(), new TrueRange());
            _movingAverage    = new WilderMovingAverage();

            Length = 5;
        }
Example #2
0
        /// <summary>
        /// Initializes a new instance of the <see cref="Envelope"/>.
        /// </summary>
        public Envelope(LengthIndicator <decimal> ma)
        {
            InnerIndicators.Add(Middle = ma);
            InnerIndicators.Add(Upper  = (LengthIndicator <decimal>)ma.Clone());
            InnerIndicators.Add(Lower  = (LengthIndicator <decimal>)ma.Clone());

            Upper.Name = "Upper";
            Lower.Name = "Lower";
        }
Example #3
0
 /// <summary>
 /// Initializes a new instance of the <see cref="BollingerBands"/>.
 /// </summary>
 /// <param name="ma">Moving Average.</param>
 public BollingerBands(LengthIndicator <decimal> ma)
 {
     InnerIndicators.Add(MovingAverage = ma);
     InnerIndicators.Add(UpBand        = new BollingerBand(MovingAverage, _dev)
     {
         Name = "UpBand"
     });
     InnerIndicators.Add(LowBand = new BollingerBand(MovingAverage, _dev)
     {
         Name = "LowBand"
     });
     Width = 2;
 }
Example #4
0
        /// <summary>
        /// Initializes a new instance of the <see cref="AverageTrueRange"/>.
        /// </summary>
        /// <param name="movingAverage">Moving Average.</param>
        /// <param name="trueRange">True range.</param>
        public AverageTrueRange(LengthIndicator <decimal> movingAverage, TrueRange trueRange)
        {
            if (movingAverage == null)
            {
                throw new ArgumentNullException(nameof(movingAverage));
            }

            if (trueRange == null)
            {
                throw new ArgumentNullException(nameof(trueRange));
            }

            MovingAverage = movingAverage;
            TrueRange     = trueRange;
        }
Example #5
0
        /// <summary>
        /// Initializes a new instance of the <see cref="BollingerBand"/>.
        /// </summary>
        /// <param name="ma">Moving Average.</param>
        /// <param name="dev">Standard deviation.</param>
        public BollingerBand(LengthIndicator <decimal> ma, StandardDeviation dev)
        {
            if (ma == null)
            {
                throw new ArgumentNullException(nameof(ma));
            }

            if (dev == null)
            {
                throw new ArgumentNullException(nameof(dev));
            }

            _ma  = ma;
            _dev = dev;
        }
        /// <summary>
        /// Initializes a new instance of the <see cref="AverageDirectionalIndex"/>.
        /// </summary>
        /// <param name="dx">Welles Wilder Directional Movement Index.</param>
        /// <param name="movingAverage">Moving Average.</param>
        public AverageDirectionalIndex(DirectionalIndex dx, LengthIndicator <decimal> movingAverage)
        {
            if (dx == null)
            {
                throw new ArgumentNullException("dx");
            }

            if (movingAverage == null)
            {
                throw new ArgumentNullException("movingAverage");
            }

            InnerIndicators.Add(Dx            = dx);
            InnerIndicators.Add(MovingAverage = movingAverage);
            Mode = ComplexIndicatorModes.Sequence;
        }