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 AverageTrueRange Create(int smoothingPeriods)
{
TrueRange tr = TrueRange.Create();
double Function(CandleTimeSeries series, DateTime date)
{
Candle candle = series[date];
int index = series.GetIndex(candle);
Candle[] candles = index.GetIntegersTo(Math.Max(1, index - smoothingPeriods))
.Select(idx => series[idx])
.ToArray();
double ema = candles
.WeightedAverage((cdl, idx) => tr[series, cdl.Start],
(cdl, idx) => candles.Length - idx);
return(ema);
}
AverageTrueRange ind = new AverageTrueRange(Function);
return(ind);
}