/// <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)
{
WarmUpPeriod = Math.Max(tenkanPeriod + senkouADelayPeriod, kijunPeriod + senkouADelayPeriod);
WarmUpPeriod = Math.Max(WarmUpPeriod, senkouBPeriod + senkouBDelayPeriod);
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);
Chikou = new Delay(name + "_Chikou", senkouADelayPeriod);
SenkouA = new FunctionalIndicator <IndicatorDataPoint>(
name + "_SenkouA",
input => SenkouA.IsReady ? (DelayedTenkanSenkouA + DelayedKijunSenkouA) / 2 : decimal.Zero,
senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
SenkouB = new FunctionalIndicator <IndicatorDataPoint>(
name + "_SenkouB",
input => SenkouB.IsReady ? (DelayedMaximumSenkouB + DelayedMinimumSenkouB) / 2 : decimal.Zero,
senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
() =>
{
Tenkan.Reset();
Kijun.Reset();
});
Tenkan = new FunctionalIndicator <IndicatorDataPoint>(
name + "_Tenkan",
input => Tenkan.IsReady ? (TenkanMaximum + TenkanMinimum) / 2 : decimal.Zero,
tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
() =>
{
TenkanMaximum.Reset();
TenkanMinimum.Reset();
});
Kijun = new FunctionalIndicator <IndicatorDataPoint>(
name + "_Kijun",
input => Kijun.IsReady ? (KijunMaximum + KijunMinimum) / 2 : decimal.Zero,
kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
() =>
{
KijunMaximum.Reset();
KijunMinimum.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>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
TenkanMaximum.Reset();
TenkanMinimum.Reset();
Tenkan.Reset();
KijunMaximum.Reset();
KijunMinimum.Reset();
Kijun.Reset();
DelayedTenkanSenkouA.Reset();
DelayedKijunSenkouA.Reset();
SenkouA.Reset();
SenkouBMaximum.Reset();
SenkouBMinimum.Reset();
DelayedMaximumSenkouB.Reset();
DelayedMinimumSenkouB.Reset();
SenkouB.Reset();
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(TradeBar input)
{
TenkanMaximum.Update(input.Time, input.High);
TenkanMinimum.Update(input.Time, input.Low);
Tenkan.Update(input);
KijunMaximum.Update(input.Time, input.High);
KijunMinimum.Update(input.Time, input.Low);
Kijun.Update(input);
DelayedTenkanSenkouA.Update(input.Time, Tenkan.Current.Value);
DelayedKijunSenkouA.Update(input.Time, Kijun.Current.Value);
SenkouA.Update(input);
SenkouBMaximum.Update(input.Time, input.High);
SenkouBMinimum.Update(input.Time, input.Low);
DelayedMaximumSenkouB.Update(input.Time, SenkouBMaximum.Current.Value);
DelayedMinimumSenkouB.Update(input.Time, SenkouBMinimum.Current.Value);
SenkouB.Update(input);
return(input.Close);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(DataPointBar input)
{
TenkanMaximum.Update(input.Occured, input.TimeZone, input.High);
TenkanMinimum.Update(input.Occured, input.TimeZone, input.Low);
Tenkan.Update(input);
KijunMaximum.Update(input.Occured, input.TimeZone, input.High);
KijunMinimum.Update(input.Occured, input.TimeZone, input.Low);
Kijun.Update(input);
DelayedTenkanSenkouA.Update(input.Occured, input.TimeZone, Tenkan.Current.Price);
DelayedKijunSenkouA.Update(input.Occured, input.TimeZone, Kijun.Current.Price);
SenkouA.Update(input);
SenkouBMaximum.Update(input.Occured, input.TimeZone, input.High);
SenkouBMinimum.Update(input.Occured, input.TimeZone, input.Low);
DelayedMaximumSenkouB.Update(input.Occured, input.TimeZone, SenkouBMaximum.Current.Price);
DelayedMinimumSenkouB.Update(input.Occured, input.TimeZone, SenkouBMinimum.Current.Price);
SenkouB.Update(input);
return(input.Close);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
protected override DoubleArray Forward(long time, DoubleArray input)
{
TenkanMaximum.Update(time, input[HighIdx]);
TenkanMinimum.Update(time, input[LowIdx]);
Tenkan.Update(time, input[CloseIdx]);
if (Tenkan.IsReady)
{
DelayedTenkanSenkouA.Update(time, Tenkan.Current.Value);
}
KijunMaximum.Update(time, input[HighIdx]);
KijunMinimum.Update(time, input[LowIdx]);
Kijun.Update(time, input[CloseIdx]);
if (Kijun.IsReady)
{
DelayedKijunSenkouA.Update(time, Kijun.Current.Value);
}
SenkouA.Update(time, input[CloseIdx]);
SenkouB.Update(time, input[CloseIdx]);
SenkouBMaximum.Update(time, input[HighIdx]);
if (SenkouBMaximum.IsReady)
{
DelayedMaximumSenkouB.Update(time, SenkouBMaximum.Current.Value);
}
SenkouBMinimum.Update(time, input[LowIdx]);
if (SenkouBMinimum.IsReady)
{
DelayedMinimumSenkouB.Update(time, SenkouBMinimum.Current.Value);
}
Chikou.Update(time, input[CloseIdx]);
return(input[CloseIdx]);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
TenkanMaximum.Update(input.Time, input.High);
TenkanMinimum.Update(input.Time, input.Low);
Tenkan.Update(input.Time, input.Close);
if (Tenkan.IsReady)
{
DelayedTenkanSenkouA.Update(input.Time, Tenkan.Current.Value);
}
KijunMaximum.Update(input.Time, input.High);
KijunMinimum.Update(input.Time, input.Low);
Kijun.Update(input.Time, input.Close);
if (Kijun.IsReady)
{
DelayedKijunSenkouA.Update(input.Time, Kijun.Current.Value);
}
SenkouA.Update(input.Time, input.Close);
SenkouB.Update(input.Time, input.Close);
SenkouBMaximum.Update(input.Time, input.High);
if (SenkouBMaximum.IsReady)
{
DelayedMaximumSenkouB.Update(input.Time, SenkouBMaximum.Current.Value);
}
SenkouBMinimum.Update(input.Time, input.Low);
if (SenkouBMinimum.IsReady)
{
DelayedMinimumSenkouB.Update(input.Time, SenkouBMinimum.Current.Value);
}
Chikou.Update(input.Time, input.Close);
return(input.Close);
}
