Exemple #1
0
        public static DataSeries <Value> AntiTrendIndex(this DataSeries <Bar> bars, int slopePeriod, int emaPeriod)
        {
            var lrs = bars.Closes().LinRegSlope(slopePeriod);

            return(bars.ZipElements <Value, Value>(lrs, (b, s, v) => (s[0] >= 0) == b[0].IsGreen ? 1 : -1).EMA(emaPeriod));
        }