public static MacdItem Macd(this IEnumerable <ICandle> candles, int?fastPeriod = null, int?slowPeriod = null, int?signalPeriod = null)
{
fastPeriod ??= 12;
slowPeriod ??= 26;
signalPeriod ??= 9;
IIndicatorOptions options = new MacdOptions(fastPeriod.Value, slowPeriod.Value, signalPeriod.Value);
Macd macd = new Macd();
return((MacdItem)macd.Get(candles, options));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
MacdOptions config = options != null ? (MacdOptions)options.Options : new MacdOptions(26, 12, 9);
double[] macdValues = new double[source.Count()];
double[] signalValues = new double[source.Count()];
double[] histValues = new double[source.Count()];
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode macd = TicTacTec.TA.Library.Core.Macd(0, source.Count() - 1, closes, config.FastPeriod, config.SlowPeriod, config.SignalPeriod, out int outBegIdx, out int outNbElement, macdValues, signalValues, histValues);
if (macd == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new MacdItem()
{
Macd = FixIndicatorOrdering(macdValues.ToList(), outBegIdx, outNbElement),
Signal = FixIndicatorOrdering(signalValues.ToList(), outBegIdx, outNbElement),
Hist = FixIndicatorOrdering(histValues.ToList(), outBegIdx, outNbElement)
});
}
throw new Exception("Could not calculate MACD!");
}