Exemple #1
0
 public KAMA(Spud <double> values, double maFastLength, double maSlowLength, int calcBars) : base(values.manager)
 {
     this.values   = dependsOn(values);
     decayFast     = 2 / (maFastLength + 1);
     decaySlow     = 2 / (maSlowLength + 1);
     this.calcBars = calcBars;
     noise         = new RootSpud <double>(values.manager);
     noiseSum      = new AggregatorSpud <double>(noise, sum, calcBars);
 }
Exemple #2
0
 public ZScoreSpud(Spud <double> value, int windowSize, bool isBiased) : base(value.manager)
 {
     this.value = dependsOn(value);
     mean       = dependsOn(new Average(value, windowSize));
     sd         = dependsOn(StdDeviation.maybeBiased(value, windowSize, isBiased));
 }