コード例 #1
0
        // restriction: pPFastEMA < pPSlowEMA
        public iMACD(int pPFastEMA, int pPSlowEMA, int pPSignalEMA)
        {
            pFastEMA   = pPFastEMA;
            pSlowEMA   = pPSlowEMA;
            pSignalEMA = pPSignalEMA;

            slowEMA   = new iEMA(pSlowEMA);
            fastEMA   = new iEMA(pFastEMA);
            signalEMA = new iEMA(pSignalEMA);
        }
コード例 #2
0
        public static IndicatorResults <decimal> GetCandlesEMA(List <XCandle> candles, int periodEMA)
        {
            var results = new IndicatorResults <decimal>();
            var ema     = new iEMA(periodEMA);

            foreach (var c in candles)
            {
                //var timeString = c.Timestamp.ToString("yyyy-MM-dd HH:mm:ss");
                //Console.WriteLine("{0} {1} {2} o:{3} h:{4} l:{5} c:{6} vol:{7} period:{8} wavg:{9}", timeString, c.ExchangeName, c.Name, c.OpenPrice, c.HighPrice, c.LowPrice, c.ClosePrice, c.BaseVolume, c.PeriodSeconds, c.WeightedAverage);
                ema.ReceiveTick(c.ClosePrice);
                if (ema.IsPrimed)
                {
                    results.Add(c, ema.Value);
                }
            }
            return(results);
        }