public static DirectionalMovementPlus Create()
{
double Function(CandleTimeSeries series, DateTime instant)
{
Candle currentCandle = series[instant];
int index = series.GetIndex(currentCandle);
Candle previousCandle = series[index - 1];
double um = Utils.Max(currentCandle.Max - previousCandle.Max, 0);
double dm = Utils.Max(previousCandle.Min - currentCandle.Min, 0);
return(um > dm &&
um > 0
? um
: 0);
}
DirectionalMovementPlus result = new DirectionalMovementPlus(Function);
return(result);
}
public static AverageDirectionalMovementPlus Create(
int periods)
{
DirectionalMovementPlus dmPlus = DirectionalMovementPlus.Create( );
double Function(CandleTimeSeries series, DateTime instant)
{
Candle candle = series[instant];
int index = series.GetIndex(candle);
Candle[] candles = index.GetIntegersTo(Math.Max(1, index - periods))
.Select(idx => series[idx])
.ToArray( );
double ema = candles
.WeightedAverage((cdl, idx) => dmPlus[series, cdl.Start],
(cdl, idx) => candles.Length - idx);
return(ema);
}
AverageDirectionalMovementPlus plus = new AverageDirectionalMovementPlus(Function);
return(plus);
}