public RelativeStrength(Equity equity, int periodCount) : base(equity, periodCount)
{
_closePriceChangeIndicator = new ClosePriceChange(equity);
Func <int, decimal> u = i => Math.Max(_closePriceChangeIndicator.ComputeByIndex(i).Change.Value, 0);
Func <int, decimal> l = i => Math.Abs(Math.Min(_closePriceChangeIndicator.ComputeByIndex(i).Change.Value, 0));
_uEma = new GenericExponentialMovingAverage(
equity,
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => u(j)) : (decimal?)null,
i => u(i),
i => 1.0m / periodCount);
_dEma = new GenericExponentialMovingAverage(
equity,
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => l(j)) : (decimal?)null,
i => l(i),
i => 1.0m / periodCount);
}
public RelativeStrength(IList <decimal> closes, int periodCount) : base(closes)
{
_closePriceChange = new ClosePriceChange(closes);
Func <int, decimal?> u = i => i > 0 ? Math.Max(_closePriceChange[i].Value, 0) : (decimal?)null;
Func <int, decimal?> l = i => i > 0 ? Math.Abs(Math.Min(_closePriceChange[i].Value, 0)) : (decimal?)null;
_uEma = new GenericExponentialMovingAverage <decimal>(
closes,
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => u(j)) : null,
i => u(i),
i => 1.0m / periodCount);
_dEma = new GenericExponentialMovingAverage <decimal>(
closes,
periodCount,
i => i > 0 ? Enumerable.Range(i - PeriodCount + 1, PeriodCount).Average(j => l(j)) : null,
i => l(i),
i => 1.0m / periodCount);
PeriodCount = periodCount;
}