public static DirectionalIndicatorMinus Create(int periods)
{
AverageDirectionalMovementMinus admMinus = AverageDirectionalMovementMinus.Create(periods);
AverageTrueRange atr = AverageTrueRange.Create(periods);
double Function(CandleTimeSeries series, DateTime instant)
{
return(admMinus[series, instant].DivideBy(atr[series, instant]));
}
DirectionalIndicatorMinus result = new DirectionalIndicatorMinus(Function);
return(result);
}
public static AverageDirectionalMovementMinus Create(
int periods
)
{
DirectionalMovementMinus dmMinus = DirectionalMovementMinus.Create( );
double Function(CandleTimeSeries series, DateTime instant)
{
Candle candle = series[instant];
int index = series.GetIndex(candle);
Candle[] candles = index.GetIntegersTo(Math.Max(1, index - periods))
.Select(idx => series[idx])
.ToArray( );
double ema = candles
.WeightedAverage((cdl, idx) => dmMinus[series, cdl.Start], (cdl, idx) => candles.Length - idx);
return(ema);
}
AverageDirectionalMovementMinus plus = new AverageDirectionalMovementMinus(Function);
return(plus);
}