protected BarInputSerialMetric(int windowSize)
     : base(windowSize)
 {
     if (windowSize > 0)
     {
         _data = new CirculatedArray <Bar>(windowSize);
     }
 }
 public DirectionMovementIndex(int windowSize)
     : base(1)
 {
     _msPdm = new MovingSum(windowSize);
     _msNdm = new MovingSum(windowSize);
     _msTr  = new MovingSum(windowSize);
     _maDx  = new MovingAverage(windowSize);
     _adx   = new CirculatedArray <double>(windowSize);
 }
Exemple #3
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        public Chavkin(int windowSize, int interval)
            : base(1)
        {
            if (interval <= 0 || interval > windowSize)
            {
                throw new ArgumentOutOfRangeException();
            }

            _interval = interval;

            _ema  = new ExponentialMovingAverage(windowSize);
            _mahl = new CirculatedArray <double>(interval);
        }
Exemple #4
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 public RawInputSerialMetric(int windowSize)
     : base(windowSize)
 {
     _data = new CirculatedArray <double>(windowSize);
 }
Exemple #5
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 public BarInputSerialMetric(int windowSize)
     : base(windowSize)
 {
     _data = new CirculatedArray <Bar>(windowSize);
 }
 public CommodityChannelIndex(int windowSize)
     : base(1)
 {
     _maTruePrice = new MovingAverage(windowSize);
     _truePrices  = new CirculatedArray <double>(windowSize);
 }