public ExponentialMovingAverageOscillator(IList <decimal> closes, int periodCount1, int periodCount2)
            : base(closes)
        {
            _ema1 = new ExponentialMovingAverage(closes, periodCount1);
            _ema2 = new ExponentialMovingAverage(closes, periodCount2);

            PeriodCount1 = periodCount1;
            PeriodCount2 = periodCount2;
        }
Esempio n. 2
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        public MovingAverageConvergenceDivergence(Equity equity, int emaPeriodCount1, int emaPeriodCount2, int demPeriodCount)
            : base(equity, emaPeriodCount1, emaPeriodCount2, demPeriodCount)
        {
            _emaIndicator1 = new ExponentialMovingAverage(equity, emaPeriodCount1);
            _emaIndicator2 = new ExponentialMovingAverage(equity, emaPeriodCount2);
            _diff          = i => _emaIndicator1.ComputeByIndex(i).Ema - _emaIndicator2.ComputeByIndex(i).Ema;

            _dem = new GenericExponentialMovingAverage(
                equity,
                0,
                i => _diff(i),
                i => _diff(i),
                i => 2.0m / (demPeriodCount + 1));
        }
Esempio n. 3
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 public ExponentialMovingAverageOscillator(Equity equity, int periodCount1, int periodCount2)
     : base(equity, periodCount1, periodCount2)
 {
     _emaIndicator1 = new ExponentialMovingAverage(equity, periodCount1);
     _emaIndicator2 = new ExponentialMovingAverage(equity, periodCount2);
 }