/// <summary>
/// Creates a new Stochastics Indicator from the specified periods.
/// </summary>
/// <param name="name">The name of this indicator.</param>
/// <param name="period">The period given to calculate the Fast %K</param>
/// <param name="kPeriod">The K period given to calculated the Slow %K</param>
/// <param name="dPeriod">The D period given to calculated the Slow %D</param>
public Stochastic(string name, int period, int kPeriod, int dPeriod)
: base(name)
{
_maximum = new Maximum(name + "_Max", period);
_mininum = new Minimum(name + "_Min", period);
_sumFastK = new Sum(name + "_SumFastK", kPeriod);
_sumSlowK = new Sum(name + "_SumD", dPeriod);
FastStoch = new FunctionalIndicator <TradeBar>(name + "_FastStoch",
input => ComputeFastStoch(period, input),
fastStoch => _maximum.IsReady,
() => _maximum.Reset()
);
StochK = new FunctionalIndicator <TradeBar>(name + "_StochK",
input => ComputeStochK(period, kPeriod, input),
stochK => _maximum.IsReady,
() => _maximum.Reset()
);
StochD = new FunctionalIndicator <TradeBar>(name + "_StochD",
input => ComputeStochD(period, kPeriod, dPeriod),
stochD => _maximum.IsReady,
() => _maximum.Reset()
);
}
/// <summary>
/// Creates a new IchimokuKinkoHyo indicator from the specific periods
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="tenkanPeriod">The Tenkan-sen period</param>
/// <param name="kijunPeriod">The Kijun-sen period</param>
/// <param name="senkouAPeriod">The Senkou A Span period</param>
/// <param name="senkouBPeriod">The Senkou B Span period</param>
/// <param name="senkouADelayPeriod">The Senkou A Span delay</param>
/// <param name="senkouBDelayPeriod">The Senkou B Span delay</param>
public IchimokuKinkoHyo(string name, int tenkanPeriod = 9, int kijunPeriod = 26, int senkouAPeriod = 26, int senkouBPeriod = 52, int senkouADelayPeriod = 26, int senkouBDelayPeriod = 26)
: base(name)
{
TenkanMaximum = new Maximum(name + "_TenkanMax", tenkanPeriod);
TenkanMinimum = new Minimum(name + "_TenkanMin", tenkanPeriod);
KijunMaximum = new Maximum(name + "_KijunMax", kijunPeriod);
KijunMinimum = new Minimum(name + "_KijunMin", kijunPeriod);
SenkouBMaximum = new Maximum(name + "_SenkouBMaximum", senkouBPeriod);
SenkouBMinimum = new Minimum(name + "_SenkouBMinimum", senkouBPeriod);
DelayedTenkanSenkouA = new Delay(name + "DelayedTenkan", senkouADelayPeriod);
DelayedKijunSenkouA = new Delay(name + "DelayedKijun", senkouADelayPeriod);
DelayedMaximumSenkouB = new Delay(name + "DelayedMax", senkouBDelayPeriod);
DelayedMinimumSenkouB = new Delay(name + "DelayedMin", senkouBDelayPeriod);
SenkouA = new FunctionalIndicator <TradeBar>(
name + "_SenkouA",
input => computeSenkouA(senkouAPeriod, input),
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
SenkouB = new FunctionalIndicator <TradeBar>(
name + "_SenkouB",
input => computeSenkouB(senkouBPeriod, input),
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = new FunctionalIndicator <TradeBar>(
name + "_Tenkan",
input => ComputeTenkan(tenkanPeriod, input),
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = new FunctionalIndicator <TradeBar>(
name + "_Kijun",
input => ComputeKijun(kijunPeriod, input),
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.Reset();
});
}
/// <summary>
/// Creates a new AverageTrueRange indicator using the specified period and moving average type
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The smoothing period used to smooth the true range values</param>
/// <param name="movingAverageType">The type of smoothing used to smooth the true range values</param>
public AverageTrueRange(string name, int period, MovingAverageType movingAverageType = MovingAverageType.Wilders)
: base(name)
{
_smoother = movingAverageType.AsIndicator(string.Format("{0}_{1}", name, movingAverageType), period);
TradeBar previous = null;
TrueRange = new FunctionalIndicator <TradeBar>(name + "_TrueRange", currentBar =>
{
// in our ComputeNextValue function we'll just call the ComputeTrueRange
var nextValue = ComputeTrueRange(previous, currentBar);
previous = currentBar;
return(nextValue);
} // in our IsReady function we just need at least one sample
, trueRangeIndicator => trueRangeIndicator.Samples >= 1
);
}
/// <summary>
/// Creates a new AroonOscillator from the specified up/down periods.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="upPeriod">The lookback period to determine the highest high for the AroonDown</param>
/// <param name="downPeriod">The lookback period to determine the lowest low for the AroonUp</param>
public AroonOscillator(string name, int upPeriod, int downPeriod)
: base(name)
{
var max = new Maximum(name + "_Max", upPeriod + 1);
AroonUp = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonUp",
input => ComputeAroonUp(upPeriod, max, input),
aroonUp => max.IsReady,
() => max.Reset()
);
var min = new Minimum(name + "_Min", downPeriod + 1);
AroonDown = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonDown",
input => ComputeAroonDown(downPeriod, min, input),
aroonDown => min.IsReady,
() => min.Reset()
);
}
/// <summary>
/// Initializes a new instance of the KeltnerChannels class
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the average true range and moving average (middle band)</param>
/// <param name="k">The number of multiples 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 KeltnerChannels(string name, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple)
: base(name)
{
_k = k;
//Initialise ATR and SMA
AverageTrueRange = new AverageTrueRange(name + "_AverageTrueRange", period, MovingAverageType.Simple);
MiddleBand = movingAverageType.AsIndicator(name + "_MiddleBand", period);
//Compute Lower Band
LowerBand = new FunctionalIndicator <TradeBar>(name + "_LowerBand",
input => ComputeLowerBand(),
lowerBand => MiddleBand.IsReady,
() => MiddleBand.Reset()
);
//Compute Upper Band
UpperBand = new FunctionalIndicator <TradeBar>(name + "_UpperBand",
input => ComputeUpperBand(),
upperBand => MiddleBand.IsReady,
() => MiddleBand.Reset()
);
}
/// <summary>
/// Initializes a new instance of the <see cref="AverageDirectionalIndex"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="period">The period.</param>
public AverageDirectionalIndex(string name, int period)
: base(name)
{
_period = period;
TrueRange = new FunctionalIndicator <TradeBar>(name + "_TrueRange",
currentBar =>
{
var value = ComputeTrueRange(currentBar);
return(value);
},
isReady => _previousInput != null
);
DirectionalMovementPlus = new FunctionalIndicator <TradeBar>(name + "_PositiveDirectionalMovement",
currentBar =>
{
var value = ComputePositiveDirectionalMovement(currentBar);
return(value);
},
isReady => _previousInput != null
);
DirectionalMovementMinus = new FunctionalIndicator <TradeBar>(name + "_NegativeDirectionalMovement",
currentBar =>
{
var value = ComputeNegativeDirectionalMovement(currentBar);
return(value);
},
isReady => _previousInput != null
);
PositiveDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_PositiveDirectionalIndex",
input => ComputePositiveDirectionalIndex(),
positiveDirectionalIndex => DirectionalMovementPlus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementPlus.Reset();
TrueRange.Reset();
}
);
NegativeDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_NegativeDirectionalIndex",
input => ComputeNegativeDirectionalIndex(),
negativeDirectionalIndex => DirectionalMovementMinus.IsReady && TrueRange.IsReady,
() =>
{
DirectionalMovementMinus.Reset();
TrueRange.Reset();
}
);
SmoothedTrueRange = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedTrueRange",
currentBar => ComputeSmoothedTrueRange(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementPlus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementPlus",
currentBar => ComputeSmoothedDirectionalMovementPlus(period),
isReady => _previousInput != null
);
SmoothedDirectionalMovementMinus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementMinus",
currentBar => ComputeSmoothedDirectionalMovementMinus(period),
isReady => _previousInput != null
);
}