/// <summary>
/// Construct indicators for display
/// </summary>
/// <returns></returns>
string[] GetDisplayIndicators()
{
string[] indicators = new string[] {
_time.ToString(),
_EMA.GetSignal().ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
(_ATR.GetSignal() * 1000).ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
_lastBar.Close.ToString("F5", System.Globalization.CultureInfo.InvariantCulture)
};
return(indicators);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public override decimal GetSignal()
{
decimal fastEMA = _fastEMA.GetSignal();
decimal slowEMA = _slowEMA.GetSignal();
decimal RSI = _RSI.GetSignal();
decimal diff = fastEMA - slowEMA;
// Take linear combination of EMA difference and RSI to form new signal
decimal signal = diff * _EMA_w + _EMA_b + RSI * _RSI_w + _RSI_b;
return(signal);
}
