/// <summary>
/// Initializes a new instance of the MeanAbsoluteDeviation class with the specified period.
///
/// Evaluates the mean absolute deviation of samples in the lookback period.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The sample size of the mean absoluate deviation</param>
public MeanAbsoluteDeviation(string name, int period)
: base(name, period)
{
Mean = MovingAverageType.Simple.AsIndicator(string.Format("{0}_{1}", name, "Mean"), period);
}
/// <summary>
/// Initializes a new instance of the <see cref="AverageDirectionalIndex"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="period">The period.</param>
public AverageDirectionalIndex(string name, int period)
: base(name)
{
_period = period;
TrueRange = new FunctionalIndicator <TradeBar>(name + "_TrueRange",
currentBar =>
{
var value = ComputeTrueRange(currentBar);
return(value);
},
isReady => _previousInput != null
);
DirectionalMovementPlus = new FunctionalIndicator <TradeBar>(name + "_PositiveDirectionalMovement",
currentBar =>
{
var value = ComputePositiveDirectionalMovement(currentBar);
return(value);
},
isReady => _previousInput != null
);
DirectionalMovementMinus = new FunctionalIndicator <TradeBar>(name + "_NegativeDirectionalMovement",
currentBar =>
{
var value = ComputeNegativeDirectionalMovement(currentBar);
return(value);
},
isReady => _previousInput != null
);
PositiveDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_PositiveDirectionalIndex",
input => ComputePositiveDirectionalIndex(),
positiveDirectionalIndex => DirectionalMovementPlus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementPlus.Reset();
TrueRange.Reset();
}
);
NegativeDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_NegativeDirectionalIndex",
input => ComputeNegativeDirectionalIndex(),
negativeDirectionalIndex => DirectionalMovementMinus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementMinus.Reset();
TrueRange.Reset();
}
);
SmoothedTrueRange = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedTrueRange",
currentBar => ComputeSmoothedTrueRange(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementPlus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementPlus",
currentBar => ComputeSmoothedDirectionalMovementPlus(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementMinus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementMinus",
currentBar => ComputeSmoothedDirectionalMovementMinus(period),
isReady => _previousInput != null
);
}
