コード例 #1
0
ファイル: CoppockCurve.cs プロジェクト: yzhao20/Lean
 /// <summary>
 /// Initializes a new instance of the <see cref="CoppockCurve" /> indicator
 /// </summary>
 /// <param name="name">A name for the indicator</param>
 /// <param name="shortRocPeriod">The period for the short ROC</param>
 /// <param name="longRocPeriod">The period for the long ROC</param>
 /// <param name="lwmaPeriod">The period for the LWMA</param>
 public CoppockCurve(string name, int shortRocPeriod, int longRocPeriod, int lwmaPeriod)
     : base(name)
 {
     _shortRoc    = new RateOfChangePercent(shortRocPeriod);
     _longRoc     = new RateOfChangePercent(longRocPeriod);
     _lwma        = new LinearWeightedMovingAverage(lwmaPeriod);
     WarmUpPeriod = Math.Max(shortRocPeriod, longRocPeriod) + lwmaPeriod - 1;
 }
コード例 #2
0
        /// <summary>
        /// Initializes a new instance of the <see cref="CoppockCurve" /> indicator
        /// </summary>
        /// <param name="name">A name for the indicator</param>
        /// <param name="shortRocPeriod">The period for the short ROC</param>
        /// <param name="longRocPeriod">The period for the long ROC</param>
        /// <param name="lwmaPeriod">The period for the LWMA</param>
        public CoppockCurve(string name, int shortRocPeriod, int longRocPeriod, int lwmaPeriod)
            : base(name)
        {
            _shortRoc = new RateOfChangePercent(shortRocPeriod);
            _longRoc  = new RateOfChangePercent(longRocPeriod);
            _lwma     = new LinearWeightedMovingAverage(lwmaPeriod);

            // Define our warmup
            // LWMA does not get updated until ROC are warmed up and ready, so add our periods.
            // Then minus 1 because on the same point ROC is ready LWMA will receive its first point.
            WarmUpPeriod = Math.Max(_shortRoc.WarmUpPeriod, _longRoc.WarmUpPeriod) + lwmaPeriod - 1;
        }