/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="name"></param>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(string name, int period, double delta, SwissArmyKnifeTool tool)
: base(name)
{
_filt = new RollingWindow <double>(2)
{
0, 0
};
_price = new RollingWindow <double>(3);
_period = period;
var beta = 2.415 * (1 - Math.Cos(2 * Math.PI / period));
var alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
switch (tool)
{
case SwissArmyKnifeTool.Gauss:
_c0 = alpha * alpha;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
break;
case SwissArmyKnifeTool.Butter:
_c0 = alpha * alpha / 4d;
_b1 = 2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
break;
case SwissArmyKnifeTool.HighPass:
alpha = (Math.Cos(2 * Math.PI / period) + Math.Sin(2 * Math.PI / period) - 1) / Math.Cos(2 * Math.PI / period);
_c0 = (1 + alpha) / 2;
_b1 = -1;
_a1 = 1 - alpha;
break;
case SwissArmyKnifeTool.TwoPoleHighPass:
_c0 = (1 + alpha) * (1 + alpha) / 4;
_b1 = -2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
break;
case SwissArmyKnifeTool.BandPass:
beta = Math.Cos(2 * Math.PI / period);
var gamma = (1 / Math.Cos(4 * Math.PI * delta / period));
alpha = gamma - Math.Sqrt(Math.Pow(gamma, 2) - 1);
_c0 = (1 - alpha) / 2d;
_b0 = 1;
_b2 = -1;
_a1 = -beta * (1 - alpha);
_a2 = alpha;
break;
default:
throw new ArgumentOutOfRangeException(nameof(tool), tool, "Invalid SwissArmyKnifeTool");
}
}
/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="name"></param>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(string name, int period, double delta, SwissArmyKnifeTool tool)
: base(name)
{
_period = period;
_tool = tool;
_delta = delta;
_filt = new RollingWindow<double>(2) { 0.0, 0.0 };
_price = new RollingWindow<double>(3);
double alpha;
double beta;
double gamma;
if (_tool == SwissArmyKnifeTool.Gauss)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = alpha * alpha;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.Butter)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = alpha * alpha / 4d;
_b1 = 2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.HighPass)
{
alpha = (Math.Cos(2 * Math.PI / _period) + Math.Sin(2 * Math.PI / _period) - 1) / Math.Cos(2 * Math.PI / _period);
_c0 = (1 + alpha) / 2;
_b1 = -1;
_a1 = 1 - alpha;
}
if (_tool == SwissArmyKnifeTool.TwoPoleHighPass)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = (1 + alpha) * (1 + alpha) / 4;
_b1 = -2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.BandPass)
{
beta = Math.Cos(2 * Math.PI / _period);
gamma = (1 / Math.Cos(4 * Math.PI * _delta / _period));
alpha = gamma - Math.Sqrt(Math.Pow(gamma, 2) - 1);
_c0 = (1 - alpha) / 2d;
_b0 = 1;
_b2 = -1;
_a1 = -beta * (1 - alpha);
_a2 = alpha;
}
}
/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(int period, double delta, SwissArmyKnifeTool tool)
: this("Swiss" + period, period, delta, tool)
{
}
/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="name"></param>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(string name, int period, double delta, SwissArmyKnifeTool tool)
: base(name)
{
_period = period;
_tool = tool;
_delta = delta;
_filt = new RollingWindow <double>(2)
{
0.0, 0.0
};
_price = new RollingWindow <double>(3);
double alpha;
double beta;
double gamma;
if (_tool == SwissArmyKnifeTool.Gauss)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = alpha * alpha;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.Butter)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = alpha * alpha / 4d;
_b1 = 2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.HighPass)
{
alpha = (Math.Cos(2 * Math.PI / _period) + Math.Sin(2 * Math.PI / _period) - 1) / Math.Cos(2 * Math.PI / _period);
_c0 = (1 + alpha) / 2;
_b1 = -1;
_a1 = 1 - alpha;
}
if (_tool == SwissArmyKnifeTool.TwoPoleHighPass)
{
beta = 2.415 * (1 - Math.Cos(2 * Math.PI / _period));
alpha = -beta + Math.Sqrt(Math.Pow(beta, 2) + 2d * beta);
_c0 = (1 + alpha) * (1 + alpha) / 4;
_b1 = -2;
_b2 = 1;
_a1 = 2d * (1 - alpha);
_a2 = -(1 - alpha) * (1 - alpha);
}
if (_tool == SwissArmyKnifeTool.BandPass)
{
beta = Math.Cos(2 * Math.PI / _period);
gamma = (1 / Math.Cos(4 * Math.PI * _delta / _period));
alpha = gamma - Math.Sqrt(Math.Pow(gamma, 2) - 1);
_c0 = (1 - alpha) / 2d;
_b0 = 1;
_b2 = -1;
_a1 = -beta * (1 - alpha);
_a2 = alpha;
}
}
/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(int period, double delta, SwissArmyKnifeTool tool)
: this("Swiss" + period, period, delta, tool)
{
}
/// <summary>
/// Swiss Army Knife indicator by John Ehlers
/// </summary>
/// <param name="period"></param>
/// <param name="delta"></param>
/// <param name="tool"></param>
public SwissArmyKnife(int period, double delta, SwissArmyKnifeTool tool)
: this($"Swiss({period},{delta},{tool})", period, delta, tool)
{
}
