public AdaptiveSmoothing(int n, double v = 0.7, int t = 3, AbstractIndicator indicator = null) : base(n) { this.indicator = indicator; GDS = new GDEMA[t]; for(int i = 0 ; i < t; i++) GDS[i] = new GDEMA(n, v, indicator); }
public DWT(int n, int detailLevel, AbstractIndicator indicator = null) : base(n) { priceData = new MovingQueue<double>(n); st = new SignalTransform(); this.detailLevel = detailLevel; this.indicator = indicator; }
public QSPolyMA(int N, AbstractIndicator indicator = null) : base(N) { tickdata = new MovingQueue<double>(N); this.indicator = indicator; X = new double[N]; for (int i = 0; i < X.Count(); i++) X[i] = i; }
public RSquared(int n, AbstractIndicator indicator = null) : base(n) { X = new MovingQueue<double>(n); Y = new DenseVector(n); int counter = 0; for (double i = (double)-Y.Count / 2 + 0.5; i < (double)Y.Count / 2; i++) Y[counter++] = i; this.indicator = indicator; }
public TEMA(int n, AbstractIndicator indicator = null) : base(n) { EMA1 = new EMA(n); EMA2 = new EMA(n); EMA3 = new EMA(n); this.indicator = indicator; }
public Job_SymbolSet(string[] symbols, string timeframe, int numTicks, AbstractIndicator indicator) { this.symbols = symbols; this.indicator = indicator; this.timeframe = timeframe; this.numTicks = numTicks; mktData = new List<MarketDataEventArg>(); graphData = new DenseMatrix(symbols.Length, numTicks); }
public KAMA(int n, AbstractIndicator indicator = null) : base(n) { priceData = new MovingQueue<double>(n); this.indicator = indicator; }
public EMA(int N, AbstractIndicator indicator = null) : base(N) { alpha = 2.0/(N + 1); tickdata = new MovingQueue<double>(N); this.indicator = indicator; }
public PercentileRank(int n, AbstractIndicator indicator = null) : base(n) { data = new MovingQueue<double>(n); if(indicator!=null) this.indicator = indicator; }
public ZLEMA(int n, AbstractIndicator indicator = null) : base(n) { EMA = new EMA(n); this.indicator = indicator; priceData = new MovingQueue<double>((n-1)/2); }
public SMA(int N, AbstractIndicator indicator = null) : base(N) { tickdata = new MovingQueue<double>(N); this.indicator = indicator; }
public ROC(int n, AbstractIndicator indicator = null) : base(n) { tickData = new MovingQueue<double>(n); this.indicator = indicator; }
public GDEMA(int n, double v = 1, AbstractIndicator indicator = null) : base(n) { EMA1 = new EMA(n); EMA2 = new EMA(n); this.indicator = indicator; }
protected void AttachIndicator(string indicatorName, AbstractIndicator i) { indicatorList.Add(indicatorName, i); }
public Divergence(AbstractIndicator indicator) : base(indicator.Period) { MA = new QSPolyMA(indicator.Period); this.indicator = indicator; subIndicators.Add(indicator.toString(), indicator); }