/*
* public double MACDSignal
* {
* get
* {
* return signal.EMAverage;
* }
* }*/
public void Init(int shortPeriod, int longPeriod, int macdSumSize, int emaStartTime)
{
emaShort = new EMA();
emaShort.Init(shortPeriod, 1);
//emaShort.Init(shortPeriod,emaStartTime);
emaLong = new EMA();
emaLong.Init(longPeriod, 1);
//emaLong.Init(longPeriod, emaStartTime);
emaMacdSum = new EMA();
emaMacdSum.Init(longPeriod * 5, emaStartTime);
macdSum = new MovingSum();
macdSum.Init(macdSumSize);
//signal = new EMA();
//signal.Init(signalPeriod, emaStartTime);
//this.signalThreshold = signalThreshold;
}
public AdvanceDeclineLineAndRatio(
IEnumerable <ITradingObject> tradingObjects,
int windowSize,
string rawMetric = "ROC[1]")
: base(tradingObjects)
{
if (windowSize <= 0)
{
throw new ArgumentOutOfRangeException("window size must be greater than 0");
}
_windowSize = windowSize;
MetricNames = new string[] { "ADL", "ADR" };
MetricValues = new double[] { 0.0, 0.0 };
DependedRawMetrics = new string[] { rawMetric };
_advancedSum = new MovingSum(windowSize);
_declinedSum = new MovingSum(windowSize);
}
public MovingAverage(int windowSize)
: base(0)
{
_movingSum = new MovingSum(windowSize);
}
