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));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
var osc = _emaIndicator1.ComputeByIndex(index).Ema - _emaIndicator2.ComputeByIndex(index).Ema;
return(new IndicatorResult(Equity[index].DateTime, osc));
}