/// <summary> /// The Momentum indicator measures the amount that a security's price has changed over a given time span. /// </summary> /// <returns></returns> public Momentum Momentum(Data.IDataSeries input, int period) { if (cacheMomentum != null) { for (int idx = 0; idx < cacheMomentum.Length; idx++) { if (cacheMomentum[idx].Period == period && cacheMomentum[idx].EqualsInput(input)) { return(cacheMomentum[idx]); } } } lock (checkMomentum) { checkMomentum.Period = period; period = checkMomentum.Period; if (cacheMomentum != null) { for (int idx = 0; idx < cacheMomentum.Length; idx++) { if (cacheMomentum[idx].Period == period && cacheMomentum[idx].EqualsInput(input)) { return(cacheMomentum[idx]); } } } Momentum indicator = new Momentum(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); Momentum[] tmp = new Momentum[cacheMomentum == null ? 1 : cacheMomentum.Length + 1]; if (cacheMomentum != null) { cacheMomentum.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheMomentum = tmp; return(indicator); } }
protected override void OnStartUp() { if (momType == anaKaufmanEfficiencyType.Classic) { Anchor = SMA(Input, 1); lookback = period; } else { Anchor = SMA(SMA(Input, period + 1), period + 1); lookback = 0; } Mom = Momentum(Input, 1); }
protected override void OnStartUp() { mom = Momentum(Median, momo); dexp = zDexpSmooth(mom, alpha, 1); }
/// <summary> /// The Momentum indicator measures the amount that a security's price has changed over a given time span. /// </summary> /// <returns></returns> public Momentum Momentum(Data.IDataSeries input, int period) { if (cacheMomentum != null) for (int idx = 0; idx < cacheMomentum.Length; idx++) if (cacheMomentum[idx].Period == period && cacheMomentum[idx].EqualsInput(input)) return cacheMomentum[idx]; lock (checkMomentum) { checkMomentum.Period = period; period = checkMomentum.Period; if (cacheMomentum != null) for (int idx = 0; idx < cacheMomentum.Length; idx++) if (cacheMomentum[idx].Period == period && cacheMomentum[idx].EqualsInput(input)) return cacheMomentum[idx]; Momentum indicator = new Momentum(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); Momentum[] tmp = new Momentum[cacheMomentum == null ? 1 : cacheMomentum.Length + 1]; if (cacheMomentum != null) cacheMomentum.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheMomentum = tmp; return indicator; } }