/// <summary> /// Initializes a new instance of the <see cref="MovingAverageConvergenceDivergenceSignal"/>. /// </summary> /// <param name="macd">Convergence/divergence of moving averages.</param> /// <param name="signalMa">Signalling Voving Average.</param> public MovingAverageConvergenceDivergenceSignal(MovingAverageConvergenceDivergence macd, ExponentialMovingAverage signalMa) : base(macd, signalMa) { Macd = macd; SignalMa = signalMa; Mode = ComplexIndicatorModes.Sequence; }
protected override void Initialize() { ema5 = Robot.Indicators.ExponentialMovingAverage(Robot.MarketSeries.Close, 5); sma8 = Robot.Indicators.SimpleMovingAverage(Robot.MarketSeries.Open, 8); ema21 = Robot.Indicators.ExponentialMovingAverage(Robot.MarketSeries.Close, 21); ema55 = Robot.Indicators.ExponentialMovingAverage(Robot.MarketSeries.Close, 55); }
protected override void Initialize() { diff = CreateDataSeries(); ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)(Period / 2)); ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period); ema3 = Indicators.ExponentialMovingAverage(diff, (int)(Math.Sqrt(Period))); }
protected override void Initialize() { iSeries1 = CreateDataSeries(); iSeries4 = CreateDataSeries(); _sma = Indicators.SimpleMovingAverage(MarketSeries.Close, Len1); _sma2 = Indicators.SimpleMovingAverage(_sma.Result, Len1); _sma3 = Indicators.SimpleMovingAverage(_sma2.Result, Len1); _sma4 = Indicators.SimpleMovingAverage(_sma3.Result, Len1); _sma5 = Indicators.SimpleMovingAverage(_sma4.Result, Len1); _sma6 = Indicators.SimpleMovingAverage(_sma5.Result, Len1); _sma7 = Indicators.SimpleMovingAverage(_sma6.Result, Len1); _sma8 = Indicators.SimpleMovingAverage(_sma7.Result, Len1); _sma9 = Indicators.SimpleMovingAverage(_sma8.Result, Len1); _sma10 = Indicators.SimpleMovingAverage(_sma9.Result, Len1); _ema1 = Indicators.ExponentialMovingAverage(iSeries1, Len3); _ema2 = Indicators.ExponentialMovingAverage(_ema1.Result, Len3); _ema3 = Indicators.ExponentialMovingAverage(ST2, Len3); _ema4 = Indicators.ExponentialMovingAverage(_ema3.Result, Len3); _ema5 = Indicators.ExponentialMovingAverage(iSeries1, Len4); _ema6 = Indicators.ExponentialMovingAverage(_ema3.Result, Len4); }
protected override void Initialize() { wt = CreateDataSeries(); lsma_ma = CreateDataSeries(); _EMA = Indicators.ExponentialMovingAverage(wt, lsma_length); }
public MACrossEntry(int p1, int p2, int p3, int p4) : base() { EMA1 = new ExponentialMovingAverage(p1); EMA2 = new ExponentialMovingAverage(p2); EMA3 = new ExponentialMovingAverage(p3); EMA4 = new ExponentialMovingAverage(p4); }
public async Task TestEmaAsync() { var equity = await ImportEquityAsync(); var indicator = new ExponentialMovingAverage(equity, 30); var result = indicator.ComputeByIndex(equity.Count - 1).Ema; Assert.IsTrue(136.09m.IsApproximatelyEquals(result.Value)); }
/// <summary> /// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore /// </summary> protected override void Initialize() { // --> Stampo nei log la versione corrente Print("{0} : {1}", NAME, VERSION); _ma = Indicators.MovingAverage(Source, MAPeriods, MaType); _rsi = Indicators.RelativeStrengthIndex(_ma.Result, RSIPeriods); _ema = Indicators.ExponentialMovingAverage(_rsi.Result, TPeriods); }
protected override void OnStart() { i_MACD_main = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA); i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA); i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1); i_Parabolic_SAR = Indicators.ParabolicSAR(_Step_PrbSAR, 0.1); i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1); i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Period_FastEMA); }
protected override void OnTick() { ExponentialMovingAverage EMA20 = Indicators.ExponentialMovingAverage(null, 20); EMA20.Calculate(0); int x = EMA20.Result; x = x; }
protected override void OnStart() { cBotLabel = "ADXR " + Symbol.Code + " " + TimeFrame.ToString(); _adx = Indicators.GetIndicator <ADXR>(Source, interval); _emaFast = Indicators.ExponentialMovingAverage(Price, FastPeriods); Positions.Opened += PositionsOnOpened; Positions.Closed += PositionsOnClosed; }
protected override void Initialize() { // Initialize and create nested indicators accDist = CreateDataSeries(); ema3 = Indicators.ExponentialMovingAverage(accDist, 3); ema10 = Indicators.ExponentialMovingAverage(accDist, 10); marketSeriesDaily = MarketData.GetSeries(TimeFrame.Daily); }
protected override void OnStart() { _macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period); _emaFast = Indicators.ExponentialMovingAverage(Price, FastPeriods); _adx = Indicators.GetIndicator <ADXR>(Source, interval); _cci = Indicators.GetIndicator <CCI>(CCI_period); _heiken = Indicators.GetIndicator <HeikenAshi2>(1); _emasignal = Indicators.GetIndicator <ExponentialSignal>(EMAPeriod); }
protected override void Initialize() { ema1 = Indicators.ExponentialMovingAverage(Source, Period); ema2 = Indicators.ExponentialMovingAverage(ema1.Result, Period); ema3 = Indicators.ExponentialMovingAverage(ema2.Result, Period); ema4 = Indicators.ExponentialMovingAverage(ema3.Result, Period); ema5 = Indicators.ExponentialMovingAverage(ema4.Result, Period); ema6 = Indicators.ExponentialMovingAverage(ema5.Result, Period); }
/// <summary> /// Initializes a new instance of the <see cref="Trix"/> class using the specified name and period. /// </summary> /// <param name="name">The name of this indicator</param> /// <param name="period">The period of the indicator</param> public Trix(string name, int period) : base(name) { _period = period; _ema1 = new ExponentialMovingAverage(name + "_1", period); _ema2 = new ExponentialMovingAverage(name + "_2", period); _ema3 = new ExponentialMovingAverage(name + "_3", period); _roc = new RateOfChangePercent(name + "_ROCP1", 1); }
public async Task TestEmaAsync() { var candles = await ImportCandlesAsync(); var indicator = new ExponentialMovingAverage(candles, 30); var result = indicator[candles.Count - 1]; Assert.IsTrue(136.09m.IsApproximatelyEquals(result.Value)); }
public void NoCountOutOfRange() { Assert.Throws <ArgumentOutOfRangeException>(delegate { var stats = new ExponentialMovingAverage(0); }); Assert.Throws <ArgumentOutOfRangeException>(delegate { var stats = new ExponentialMovingAverage(0, new double[] { 0 }); }); }
public void TestInitial() { var ema = new ExponentialMovingAverage(10); ema.Add(3); Assert.That(ema.Value, Is.EqualTo(3)); Assert.That(ema.Var, Is.EqualTo(0)); }
public void TestMovingAverage() { var ema = new ExponentialMovingAverage(10); ema.Add(5); ema.Add(6); Assert.That(ema.Value, Is.EqualTo(5.1818).Within(0.0001f)); Assert.That(ema.Var, Is.EqualTo(0.1487).Within(0.0001f)); }
protected override void Initialize() { series1 = MarketData.GetSeries(EMATimeframe1); series2 = MarketData.GetSeries(EMATimeframe2); series3 = MarketData.GetSeries(EMATimeframe3); Ema1 = Indicators.ExponentialMovingAverage(series1.Close, Periods); Ema2 = Indicators.ExponentialMovingAverage(series2.Close, Periods); Ema3 = Indicators.ExponentialMovingAverage(series3.Close, Periods); }
protected override void OnStart() { dc1 = Indicators.DonchianChannel(dcPeriod1); dc2 = Indicators.DonchianChannel(dcPeriod2); ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod1); ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod2); atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Exponential); }
static void Main() { TechnicalIndicator _indicator = new ExponentialMovingAverage(); InititalizeParameters(_indicator.GetType().ToString()); RabbitCalculateIndicator rabbitEMAExtended = new RabbitCalculateIndicator(_exchange, _queueReceiveFrom, _queueSendTo, _indicator); rabbitEMAExtended.ConsumeData(); }
public void TestVar() { var ema = new ExponentialMovingAverage(10); ema.Add(5); ema.Add(6); ema.Add(7); Assert.That(ema.Var, Is.EqualTo(0.6134).Within(0.0001f)); }
public void Example1() { var stats = new ExponentialMovingAverage(); stats.Add(4); stats.Add(7); stats.Add(13); stats.Add(16); Assert.Equal(4, stats.Count); Assert.Equal(7.885800150262959, stats.Average, 15); }
protected override void Initialize() { CO_Series = CreateDataSeries(); HL_Series = CreateDataSeries(); EMA_CO = Indicators.ExponentialMovingAverage(CO_Series, Interval_1); EMA_CO_S = Indicators.ExponentialMovingAverage(EMA_CO.Result, Interval_2); EMA_HL = Indicators.ExponentialMovingAverage(HL_Series, Interval_1); EMA_HL_S = Indicators.ExponentialMovingAverage(EMA_HL.Result, Interval_2); }
public void Calculate_YesterdayEma10AndTodayPrice10And9Days_10() { var calc = new ExponentialMovingAverage(); var yesterdayEma = 10; var today = 10; var numberOfDays = 9; var result = calc.Calculate(yesterdayEma, today, numberOfDays); Assert.AreEqual(10, result); }
/// <summary> /// Initializes a new instance of the <see cref="MovingAverageConvergenceDivergence"/>. /// </summary> /// <param name="longMa">Long moving average.</param> /// <param name="shortMa">Short moving average.</param> public MovingAverageConvergenceDivergence(ExponentialMovingAverage longMa, ExponentialMovingAverage shortMa) { if (longMa == null) throw new ArgumentNullException("longMa"); if (shortMa == null) throw new ArgumentNullException("shortMa"); ShortMa = shortMa; LongMa = longMa; }
public void Example4() { var stats = new ExponentialMovingAverage(); stats.Add(6); stats.Add(2); stats.Add(3); stats.Add(1); Assert.Equal(4, stats.Count); Assert.Equal(4.157776108189332, stats.Average, 15); }
[Test] public void Example() { var ema = new ExponentialMovingAverage(); var sum = 0; for (var i = 1; i <= 20; i++) { float sma = (float)(sum += i) / i; Debug.Log($"{i,2}: sma={sma:n2}\tema={ema.Average(i):n2}"); } }
/// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2000, 07, 01); //Set Start Date SetEndDate(2015, 10, 05); //Set End Date SetCash(5200); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data AddSecurity(SecurityType.Equity, Symbol, Resolution.Daily); //AddSecurity(SecurityType.Equity, Symbol2, Resolution.Daily); ema = EMA(Symbol, 10, Resolution.Daily); SetBrokerageModel(QuantConnect.Brokerages.BrokerageName.InteractiveBrokersBrokerage); }
public void Example33() { var stats = new ExponentialMovingAverage(0.9); stats.Add(1000000004); stats.Add(1000000007); stats.Add(1000000013); stats.Add(1000000016); Assert.Equal(4, stats.Count); Assert.Equal(1000000015.637, stats.Average, 15); }
public override void Initialize() { SetStartDate(2020, 1, 1); SetEndDate(2020, 1, 30); SetCash(100000); SetWarmup(100); _spy = AddEquity("SPY", Resolution.Minute).Symbol; _fast = EMA(_spy, 20); _slow = EMA(_spy, 40); }
public void Example22() { var stats = new ExponentialMovingAverage(0.1); stats.Add(100000004); stats.Add(100000007); stats.Add(100000013); stats.Add(100000016); Assert.Equal(4, stats.Count); Assert.Equal(100000006.253, stats.Average, 15); }
public void Example34() { var stats = new ExponentialMovingAverage(0.9); stats.Add(6); stats.Add(2); stats.Add(3); stats.Add(1); Assert.Equal(4, stats.Count); Assert.Equal(1.194, stats.Average, 15); }
public override void Initialize() { SetStartDate(2013, 10, 07); SetEndDate(2013, 10, 11); SetCash(100 * 1000); AddSecurity(SecurityType.Equity, "SPY"); Fast = EMA("SPY", FastPeriod); Slow = EMA("SPY", SlowPeriod); }
protected override void Initialize() { _dixPowerDigits = Math.Pow(10, Robot.Symbol.Digits); i_MACD_main = Robot.Indicators.MacdHistogram(Robot.MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA); i_MCAD_signal = Robot.Indicators.MacdHistogram(Robot.MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA); //i_MA_Close = Robot.Indicators.SimpleMovingAverage(Robot.MarketSeries.Close, 1); i_Parabolic_SAR = Robot.Indicators.ParabolicSAR(Step_PrbSAR, 0.1); i_MA_Open = Robot.Indicators.SimpleMovingAverage(Robot.MarketSeries.Open, 1); i_EMAf = Robot.Indicators.ExponentialMovingAverage(Robot.MarketSeries.Close, Period_FastEMA); }
public override void Initialize() { SetStartDate(2021, 1, 1); SetEndDate(2021, 1, 30); SetCash(100000); SetWarmup(100); _gbpjpy = AddForex("GBPJPY", Resolution.Minute, Market.Oanda).Symbol; _fast = EMA(_gbpjpy, 20); _slow = EMA(_gbpjpy, 40); }
protected override void Initialize() { _zeroLagEmaShort = CreateDataSeries(); _zeroLagEmaLong = CreateDataSeries(); _emaLong = Indicators.ExponentialMovingAverage(MarketSeries.Close, LongCycle); _emaLong2 = Indicators.ExponentialMovingAverage(_emaLong.Result, LongCycle); _emaShort = Indicators.ExponentialMovingAverage(MarketSeries.Close, ShortCycle); _emaShort2 = Indicators.ExponentialMovingAverage(_emaShort.Result, ShortCycle); _emaSignal = Indicators.ExponentialMovingAverage(MACD, SignalPeriods); }
protected override void Initialize() { ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period1); ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period2); ema3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period3); ema4 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period4); ema5 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period5); ema6 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period6); ema7 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period7); ema8 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period8); ema9 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period9); ema10 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period10); }
protected override void Initialize() { _iDataSeries = CreateDataSeries(); _emaDiffCenter = Indicators.ExponentialMovingAverage(_iDataSeries, 3); _emaSmoothed = Indicators.ExponentialMovingAverage(_emaDiffCenter.Result, 3); _iDataSeriesHighLow = CreateDataSeries(); _emaDiffHighLow = Indicators.ExponentialMovingAverage(_iDataSeriesHighLow, 3); _emaDiffHighLow2 = Indicators.ExponentialMovingAverage(_emaDiffHighLow.Result, 3); _smi = CreateDataSeries(); _maSmi = Indicators.MovingAverage(_smi, Period, MaType); }
//Initialize the data and resolution you require for your strategy: public override void Initialize() { SetStartDate(2000, 01, 01); SetEndDate(2004,01,01); SetCash(25000); AddSecurity(SecurityType.Equity, symbol, Resolution.Daily); var shortval = Config.GetInt ("EMA_VAR1",10); emaShort = EMA(symbol, shortval, Resolution.Daily); emaLong = EMA(symbol, 50, Resolution.Daily); for (int i = 0; i < MAXRETURNS; i++) { _tradeReturns.Add(0); } }
protected override void Initialize() { _atrRsi = CreateDataSeries(); CreateDataSeries(); _wildersPeriod = Period * 2 - 1; _startBar = _wildersPeriod < SF ? SF : _wildersPeriod; _rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, Period); _emaRsi = Indicators.ExponentialMovingAverage(_rsi.Result, SF); _emaAtr = Indicators.ExponentialMovingAverage(_atrRsi, _wildersPeriod); _ema = Indicators.ExponentialMovingAverage(_emaAtr.Result, _wildersPeriod); }
protected override void Initialize() { _priceRoc1 = Indicators.PriceROC(Source, X1); _priceRoc2 = Indicators.PriceROC(Source, X2); _priceRoc3 = Indicators.PriceROC(Source, X3); _priceRoc4 = Indicators.PriceROC(Source, X4); _movingAverage1 = Indicators.MovingAverage(_priceRoc1.Result, AVG1, MAType); _movingAverage2 = Indicators.MovingAverage(_priceRoc2.Result, AVG2, MAType); _movingAverage3 = Indicators.MovingAverage(_priceRoc3.Result, AVG3, MAType); _movingAverage4 = Indicators.MovingAverage(_priceRoc4.Result, AVG4, MAType); ema = Indicators.ExponentialMovingAverage(Result, 9); }
protected override void Initialize() { unsmBuffer = new double[1]; unsmoothed = CreateDataSeries(); _wma = Indicators.WeightedMovingAverage(unsmoothed, SmoothingPeriod); _ema = Indicators.ExponentialMovingAverage(_wma.Result, TriggerPeriod); ol = new double[4]; pol = new double[4]; hl = new double[4]; phl = new double[4]; ll = new double[4]; pll = new double[4]; cl = new double[4]; pcl = new double[4]; }
protected override void Initialize() { m_shortEma1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 3); m_shortEma2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 5); m_shortEma3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8); m_shortEma4 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 10); m_shortEma5 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 12); m_shortEma6 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 15); m_longEma1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 30); m_longEma2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 35); m_longEma3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 40); m_longEma4 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 45); m_longEma5 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50); m_longEma6 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 60); }
public override void Initialize() { SetStartDate(2015, 6, 26); SetEndDate(2015, 7, 2); SetCash(25000); AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute); // define our 15 minute consolidator var fifteenMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(15)); // if we want to make decisions every 15 minutes as well, we can add an event handler // to the DataConsolidated event fifteenMinuteConsolidator.DataConsolidated += OnFiftenMinuteSPY; int fast = 15; int slow = 30; // define our EMA, we'll manually register this, so we aren't using the helper function 'EMA(...)' var fastEmaOnFifteenMinuteBars = new ExponentialMovingAverage("SPY_EMA15", fast); var slowEmaOnFifteenMinuteBars = new ExponentialMovingAverage("SPY_EMA30", slow); // we can define complex indicator's using various extension methods. // here I use the 'Over' extension method which performs division // so this will be fast/slow. This returns a new indicator that represents // the division operation between the two var ratio = fastEmaOnFifteenMinuteBars.Over(slowEmaOnFifteenMinuteBars, "SPY_Ratio_EMA"); // now we can use the 'Of' extension method to define the ROC on the ratio // The 'Of' extension method allows combining multiple indicators together such // that the data from one gets sent into the other var rocpOfRatio = new RateOfChangePercent("SPY_ROCP_Ratio", fast).Of(ratio); // we an even define a smoothed version of this indicator var smoothedRocpOfRatio = new ExponentialMovingAverage("SPY_Smoothed_ROCP_Ratio", 5).Of(rocpOfRatio); // register our indicator and consolidator together. this will wire the consolidator up to receive // data for the specified symbol, and also set up the indicator to receive its data from the consolidator RegisterIndicator("SPY", fastEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close); RegisterIndicator("SPY", slowEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close); // register the indicator to be plotted along PlotIndicator("SPY", fastEmaOnFifteenMinuteBars); PlotIndicator("SPY", slowEmaOnFifteenMinuteBars); PlotIndicator("SPY_ROCP_Ratio", rocpOfRatio, smoothedRocpOfRatio); PlotIndicator("SPY_Ratio_EMA", ratio); }
public EMAEventModelStrategy(CandleSeries series, ExponentialMovingAverage filterMA, ExponentialMovingAverage longMA, ExponentialMovingAverage shortMA, Unit takeProfitUnit, Unit stopLossUnit) { this.FilterMA = filterMA; this.LongMA = longMA; this.ShortMA = shortMA; this.CandleSeries = series; this.TakeProfitUnit = takeProfitUnit; this.StopLossUnit = stopLossUnit; this.StopTradingUnit = this.StopLossUnit * 3; this.UseQuoting = true; this.BestPriceOffset = 5; }
public override void Initialize() { SetStartDate(2013, 10, 7); SetEndDate(2013, 10, 11); SetCash(250000); foreach (var symbol in Symbols) { AddSecurity(SecurityType.Equity, symbol, Resolution.Second); // Define an Identity Indicator with the close price. Identity priceIdentityIndicator = new Identity(symbol + "PriceIdentityIndicator"); RegisterIndicator(symbol, priceIdentityIndicator, Resolution.Second, Field.Close); // Define an EMA. ExponentialMovingAverage EMA = new ExponentialMovingAverage("EMA_" + symbol, 100); RegisterIndicator(symbol, EMA, Resolution.Minute, Field.Close); // Inject the Price Identity indicator and the EMA in the Strategy object. StrategyDict.Add(symbol, new NoStrategy(symbol, priceIdentityIndicator, EMA)); stockLogging.Add(symbol, new StringBuilder()); } }
protected override void Initialize() { Buffer = CreateDataSeries(); // Moving Average Type according to input MA_Type switch (MAType) { case 1: // Simple Moving Average _sma = Indicators.SimpleMovingAverage(MAApplied, MAPeriod); break; case 2: // Exponential Moving Average _ema = Indicators.ExponentialMovingAverage(MAApplied, MAPeriod); break; case 3: // Smoothed Moving Average _wsma = Indicators.GetIndicator<Wsma>(MAApplied, MAPeriod); break; case 4: // Linear Weighted Moving Average _lwma = Indicators.GetIndicator<Lwma>(MAApplied, MAPeriod); break; case 5: // Double Exponential Moving Average _dema = Indicators.GetIndicator<Dema>(MAApplied, MAPeriod); break; case 6: // Triple Exponential Moving Average _tema = Indicators.GetIndicator<Tema>(MAApplied, MAPeriod); break; case 7: // T3 Moving Average _t3MA = Indicators.GetIndicator<T3MA>(MAApplied, MAPeriod, T3MAVolumeFactor); break; } }
protected override void Initialize() { _trend = new bool[1]; _ema = Indicators.ExponentialMovingAverage(Source, Period); _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(Period); }
public override void OnStrategyStart() { decisionUnit = new DecisionUnit(); //so_180_a Stochastic Variables int so_180_a_tickPeriod = 10; int so_180_a_bulkPeriod = 180; double so_180_a_highThres = 80; double so_180_a_lowThres = 20; int so_180_a_nPeriod = 14; double so_180_a_smooth = 3; int so_180_a_mPeriod = 3; //so_180_b Stochastic Variables int so_180_b_tickPeriod = 10; int so_180_b_bulkPeriod = 180; double so_180_b_highThres = 80; double so_180_b_lowThres = 20; int so_180_b_nPeriod = 21; double so_180_b_smooth = 4; int so_180_b_mPeriod = 5; //so_45_a Stochastic Variables int so_45_a_tickPeriod = 10; int so_45_a_bulkPeriod = 45; double so_45_a_highThres = 80; double so_45_a_lowThres = 20; int so_45_a_nPeriod = 14; double so_45_a_smooth = 3; int so_45_a_mPeriod = 3; //so_45_b Stochastic Variables int so_45_b_tickPeriod = 10; int so_45_b_bulkPeriod = 45; double so_45_b_highThres = 80; double so_45_b_lowThres = 20; int so_45_b_nPeriod = 21; double so_45_b_smooth = 4; int so_45_b_mPeriod = 5; //ema_45 Exponential Moving Avg. Variables int ema_45_period = 10; int ema_45_bulkPeriod = 45; //ema_180 Exponential Moving Avg. Variables int ema_180_period = 10; int ema_180_bulkPeriod = 180; System.Console.WriteLine("On strategy start"); so_180_a = new StochasticOscillator("so_180_a", so_180_a_tickPeriod, so_180_a_bulkPeriod, so_180_a_highThres, so_180_a_lowThres, so_180_a_nPeriod, so_180_a_smooth, so_180_a_mPeriod); so_180_b = new StochasticOscillator("so_180_b", so_180_b_tickPeriod, so_180_b_bulkPeriod, so_180_b_highThres, so_180_b_lowThres, so_180_b_nPeriod, so_180_b_smooth, so_180_b_mPeriod); so_45_a = new StochasticOscillator("so_45_a", so_45_a_tickPeriod, so_45_a_bulkPeriod, so_45_a_highThres, so_45_a_lowThres, so_45_a_nPeriod, so_45_a_smooth, so_45_a_mPeriod); so_45_b = new StochasticOscillator("so_45_b", so_45_b_tickPeriod, so_45_b_bulkPeriod, so_45_b_highThres, so_45_b_lowThres, so_45_b_nPeriod, so_45_b_smooth, so_45_b_mPeriod); ema_180 = new ExponentialMovingAverage("ema_180", ema_180_period, ema_180_bulkPeriod); ema_45 = new ExponentialMovingAverage("ema_45", ema_45_period, ema_45_bulkPeriod); }
protected override void Initialize() { _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(PeriodAtr); _exponentialMovingAverage = Indicators.ExponentialMovingAverage(MarketSeries.Close, PeriodEma); }
protected override void Initialize() { _dixPowerDigits = Math.Pow(10, Symbol.Digits); i_MACD_Histogram = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA); i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA); // i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1); i_Parabolic_SAR = Indicators.ParabolicSAR(Step_PrbSAR, 0.1); i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1); i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period_FastEMA); }
protected override void Initialize() { _tempBuffer = CreateDataSeries(); _ema = Indicators.ExponentialMovingAverage(_tempBuffer, Period); }
protected override void Initialize() { _ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 170); _ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 180); _ema3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 190); _ema4 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 195); _ema5 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 200); _ema6 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 160); _ema7 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 150); _ema8 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 140); _ema9 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 130); _ema10 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 120); _ema11 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 110); _ema12 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 97); _ema13 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 88); _ema14 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 79); _ema15 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 70); _ema16 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 62); _ema17 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 56); _ema18 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 48); _ema19 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 42); _ema20 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 36); _ema21 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 28); _ema22 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 24); _ema23 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 22); _ema24 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 18); _ema25 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 14); _ema26 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 12); _ema27 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 10); _ema28 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8); _ema29 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 6); _ema30 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 4); }
protected override void Initialize() { ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, SlowPeriod); ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, FastPeriod); }