Esempio n. 1
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        /// <summary>
        /// Creates a new CompositeIndicator such that the result will be the product of the left and the constant
        /// </summary>
        /// <remarks>
        /// value = left*constant
        /// </remarks>
        /// <param name="left">The left indicator</param>
        /// <param name="constant">The constant value to multiple by</param>
        /// <returns>The product of the left to the right indicators</returns>
        public static CompositeIndicator <T> Times <T>(this IndicatorBase <T> left, decimal constant)
            where T : IBaseData
        {
            var constantIndicator = new ConstantIndicator <T>(constant.ToString(CultureInfo.InvariantCulture), constant);

            return(left.Times(constantIndicator));
        }
Esempio n. 2
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        /// <summary>
        /// Initializes a new instance of the BollingerBands class
        /// </summary>
        /// <param name="name">The name of this indicator</param>
        /// <param name="period">The period of the standard deviation and moving average (middle band)</param>
        /// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
        /// <param name="movingAverageType">The type of moving average to be used</param>
        public BollingerBands(String name, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple)
            : base(name)
        {
            MovingAverageType = movingAverageType;
            StandardDeviation = new StandardDeviation(name + "_StandardDeviation", period);
            MiddleBand        = movingAverageType.AsIndicator(name + "_MiddleBand", period);
            var kConstant = new ConstantIndicator <IndicatorDataPoint>(k.ToString(), k);

            LowerBand = MiddleBand.Minus(StandardDeviation.Times(kConstant), name + "_LowerBand");
            UpperBand = MiddleBand.Plus(StandardDeviation.Times(kConstant), name + "_UpperBand");
        }
Esempio n. 3
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        /// <summary>
        /// Creates a new CompositeIndicator such that the result will be the sum of the left and the constant
        /// </summary>
        /// <remarks>
        /// value = left + constant
        /// </remarks>
        /// <param name="left">The left indicator</param>
        /// <param name="constant">The addend</param>
        /// <returns>The sum of the left and right indicators</returns>
        public static CompositeIndicator <IndicatorDataPoint> Plus(this IndicatorBase <IndicatorDataPoint> left, decimal constant)
        {
            var constantIndicator = new ConstantIndicator <IndicatorDataPoint>(constant.ToString(CultureInfo.InvariantCulture), constant);

            return(left.Plus(constantIndicator));
        }
Esempio n. 4
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        /// <summary>
        /// Creates a new CompositeIndicator such that the result will be the difference of the left and constant
        /// </summary>
        /// <remarks>
        /// value = left - constant
        /// </remarks>
        /// <param name="left">The left indicator</param>
        /// <param name="constant">The subtrahend</param>
        /// <returns>The difference of the left and right indicators</returns>
        public static CompositeIndicator Minus(this IndicatorBase left, decimal constant)
        {
            var constantIndicator = new ConstantIndicator <IBaseData>(constant.ToString(CultureInfo.InvariantCulture), constant);

            return(left.Minus(constantIndicator));
        }