/**
* Constructor.
*
* @param indicator the indicator
* @param timeFrame the time frame
*/
public DoubleEMAIndicator(IIndicator <decimal> indicator, int timeFrame)
: base(indicator)
{
_timeFrame = timeFrame;
_ema = new EMAIndicator(indicator, timeFrame);
_emaEma = new EMAIndicator(_ema, timeFrame);
}
/**
* Constructor.
*
* @param indicator the indicator
* @param shortTimeFrame the short time frame
* @param longTimeFrame the long time frame
*/
public PPOIndicator(IIndicator <decimal> indicator, int shortTimeFrame, int longTimeFrame)
: base(indicator)
{
if (shortTimeFrame > longTimeFrame)
{
throw new ArgumentException("Long term period count must be greater than short term period count");
}
_shortTermEma = new EMAIndicator(indicator, shortTimeFrame);
_longTermEma = new EMAIndicator(indicator, longTimeFrame);
}
/**
* Constructor.
* @param series the time series
* @param emaTimeFrame the time frame for EMAs (usually 9)
* @param timeFrame the time frame
*/
public MassIndexIndicator(ITimeSeries series, int emaTimeFrame, int timeFrame)
: base(series)
{
IIndicator <decimal> highLowDifferential = new DifferenceIndicator(
new MaxPriceIndicator(series),
new MinPriceIndicator(series)
);
_singleEma = new EMAIndicator(highLowDifferential, emaTimeFrame);
_doubleEma = new EMAIndicator(_singleEma, emaTimeFrame); // Not the same formula as doubleEMAIndicator
_timeFrame = timeFrame;
}
public TSIIndicator(IIndicator <decimal> indicator, ITimeSeries timeSeries) : base(timeSeries)
{
_indicator = indicator;
// Double Smoothed price change
_differenceIndicator = new DifferenceIndicator(indicator, new PreviousValueIndicator(indicator));
_ema25OfPriceChangeIndicator = new EMAIndicator(_differenceIndicator, 25);
_ema13OfEma25OfPriceChangeIndicator = new EMAIndicator(_ema25OfPriceChangeIndicator, 13);
// Double Smoothed Absolute price change
_absolutePriceChangeIndicator = new AbsoluteIndicator(_differenceIndicator);
_ema25OfAbsolutePriceChangeIndicator = new EMAIndicator(_absolutePriceChangeIndicator, 25);
_ema13OfEma25OfAbsolutePriceChangeIndicator = new EMAIndicator(_ema25OfAbsolutePriceChangeIndicator, 13);
}