public IndLine(TemporalContextManager manager, string token, int fastPeriod, int slowPeriod, int index) { m_manager = manager; m_unsubscribers = new IDisposable[2]; m_indFastEMA = new IndEMA(m_manager, token); m_indFastEMA.SetParameters(new IndParameter("Period", fastPeriod)); m_indSlowEMA = new IndEMA(m_manager, token); m_indSlowEMA.SetParameters(new IndParameter("Period", slowPeriod)); m_token = TemporalContextManager.GetTokenName(); m_indFastEMA.SetParameters( new IndParameter("Start", true), new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 6), new IndParameter((index == -1) ? "nIndex" : "Index", index)); m_indSlowEMA.SetParameters( new IndParameter("Start", true), new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 7), new IndParameter((index == -1) ? "nIndex" : "Index", index)); m_unsubscribers[0] = m_manager.AddTemporalQueueObserver <double>(this, m_indFastEMA.Token, "FastEMA", TemporalContextManager.InternalIndicatorPriority + 4); m_unsubscribers[1] = m_manager.AddTemporalQueueObserver <double>(this, m_indSlowEMA.Token, "SlowEMA", TemporalContextManager.InternalIndicatorPriority + 5); }
public IndEnvelop(TemporalContextManager manager, string token) { _n = 30; _k = 1.5; m_token = token; m_manager = manager; m_restoken = TemporalContextManager.GetTokenName(); }
public IndSMA(TemporalContextManager manager, string token) { m_period = 1; m_token = token; m_manager = manager; m_window = new SortedSet <TemporalValue <double> >(new TemporalValueComparer <double>()); m_restoken = TemporalContextManager.GetTokenName(); }
public IndMACD(TemporalContextManager manager, string token, int index = 0) { m_token = token; m_manager = manager; m_ns = m_nf = m_nsg = 1; m_restoken = TemporalContextManager.GetTokenName(); m_index = index; }
public IndTemporalAggregator(TemporalContextManager manager, string token) { m_period = 1; m_token = token; m_start = m_end = 0; m_manager = manager; m_restoken = TemporalContextManager.GetTokenName(); }
public IndMomentum(TemporalContextManager manager, string token, int index = 0) { m_manager = manager; m_token = token; m_window = new SortedSet <TemporalValue>(new TemporalValueComparer()); m_period = 1; m_tokens = TemporalContextManager.GetTokenName(); m_index = index; }
public IndEMA(TemporalContextManager manager, string token) { m_period = 1; m_token = token; m_manager = manager; m_KC = (double)2 / (m_period + 1); m_KE = 1 - m_KC; m_restoken = TemporalContextManager.GetTokenName(); m_next = false; }
public IndWMA(TemporalContextManager manager, string token) { m_wma = 0; m_period = 1; m_token = token; m_manager = manager; m_sumWeight = 0; for (int i = 1; i <= m_period; i++) { m_sumWeight += i; } m_window = new SortedSet <TemporalValue <double> >(new TemporalValueComparer <double>()); m_restoken = TemporalContextManager.GetTokenName(); }
public IndSignal(TemporalContextManager manager, string token, int signalPeriod) { m_manager = manager; m_unsubscribers = new IDisposable[2]; m_token = TemporalContextManager.GetTokenName(); m_indSignalEMA = new IndEMA(m_manager, token); m_indSignalEMA.SetParameters(new IndParameter("Period", signalPeriod)); m_unsubscribers[0] = m_manager.AddTemporalQueueObserver <double>(this, m_indSignalEMA.Token, "SignalEMA", TemporalContextManager.InternalIndicatorPriority + 3); m_unsubscribers[1] = m_manager.AddTemporalQueueObserver <double>(this, token, "Line", TemporalContextManager.InternalIndicatorPriority + 2); m_manager.AddTemporalQueue <double[]>(m_token, "Line&Signal"); m_indSignalEMA.SetParameters( new IndParameter("Start", true), new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 1)); }
public IndOhlcAggregator(TemporalContextManager manager, string token) { m_token = token; m_restoken = TemporalContextManager.GetTokenName(); m_manager = manager; }