コード例 #1
0
        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);
        }
コード例 #2
0
        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);
        }