protected override void OnStartUp()
{
onBasicBars = primType == RWT_HA.PrimaryOHLC.BARS;
var b1 = RWT_HA.OHLCFactory.createPrimary(primType, Open, High, Low, Close, Input);
var b2 = RWT_HA.OHLCFactory.createSecondary(b1, smoothType, smoothArg);
bars = new RWT_HA.Heiken_Ashi(b2);
lastFilt = 0.5 * (bars.High + bars.Low);
lastProxy = lastFilt;
filter = RWT_MA.MAFactory.create(filterType, filterArg);
filter.init(lastFilt);
linreg = new RWT_MA.LINREGSLOPE((double)lookback);
linreg.init(lastFilt);
dirUp = true;
actualTolerance = tolerance;
if (onBasicBars)
{
actualTolerance *= TickSize;
}
}
public static MovingAverage create(MAType type, double len)
{
MovingAverage ans = null;
switch (type)
{
case MAType.SMA:
ans = new RWT_MA.SMA(len);
break;
case MAType.HULL:
ans = new RWT_MA.Hull(len);
break;
case MAType.GAUSSIAN:
ans = new RWT_MA.GAUSSIAN((int)Math.Floor((len - (int)len) * 10), Math.Floor(len));
break;
case MAType.HULLEMA:
ans = new RWT_MA.HullEMA(len);
break;
case MAType.KAMA210:
ans = new RWT_MA.Kama210(len);
break;
case MAType.EMA:
ans = new RWT_MA.EMA(len);
break;
case MAType.WMA:
ans = new RWT_MA.WMA(len);
break;
case MAType.DEXPMA:
ans = new RWT_MA.DEXPMA(len);
break;
case MAType.MEDIANFILT:
ans = new RWT_MA.MEDIANFILT(len);
break;
case MAType.DELAY:
ans = new RWT_MA.DELAY(len);
break;
case MAType.TEMA:
ans = new RWT_MA.TEMA(len);
break;
case MAType.SUPER2POLE:
ans = new RWT_MA.Super2(len);
break;
case MAType.SUPER3POLE:
ans = new RWT_MA.Super3(len);
break;
case MAType.LINREGSLOPE:
ans = new RWT_MA.LINREGSLOPE(len);
break;
}
return(ans);
}
