/// <summary>
/// A Fisher Transform of Prices
/// </summary>
/// <param name="name">string - the name of the indicator</param>
/// <param name="period">The number of periods for the indicator</param>
public FisherTransform(string name, int period)
: base(name, period)
{
// Initialize the local variables
_maxHigh = new Maximum("MaxHigh", period);
_minLow = new Minimum("MinLow", period);
value1 = new RollingWindow <IndicatorDataPoint>(period);
// add two minimum values to the value1 to get things started
value1.Add(new IndicatorDataPoint(DateTime.MinValue, .0001m));
value1.Add(new IndicatorDataPoint(DateTime.MinValue, .0001m));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
Minimum.Update(input.Time, input.Low);
Maximum.Update(input.Time, input.High);
if (!this.IsReady)
{
return(0);
}
var range = (Maximum.Current.Value - Minimum.Current.Value);
return(range == 0 ? 0 : -100m * (Maximum.Current.Value - input.Close) / range);
}
/// <summary>
/// Creates a new AroonOscillator from the specified up/down periods.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="upPeriod">The lookback period to determine the highest high for the AroonDown</param>
/// <param name="downPeriod">The lookback period to determine the lowest low for the AroonUp</param>
public AroonOscillator(string name, int upPeriod, int downPeriod)
: base(name)
{
var max = new Maximum(name + "_Max", upPeriod);
AroonUp = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonUp",
input => ComputeAroonUp(upPeriod, max, input),
aroonUp => max.IsReady
);
var min = new Minimum(name + "_Min", downPeriod);
AroonDown = new FunctionalIndicator <IndicatorDataPoint>(name + "_AroonDown",
input => ComputeAroonDown(downPeriod, min, input),
aroonDown => min.IsReady
);
}
/// <summary>
/// Initializes a new instance of the <see cref="DonchianChannel"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="upperPeriod">The period for the upper channel.</param>
/// <param name="lowerPeriod">The period for the lower channel</param>
public DonchianChannel(string name, int upperPeriod, int lowerPeriod)
: base(name)
{
UpperBand = new Maximum(name + "_UpperBand", upperPeriod);
LowerBand = new Minimum(name + "_LowerBand", lowerPeriod);
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="name">The indicator name</param>
/// <param name="period">The lookback period</param>
public WilliamsVixFix(string name, int period = 22) : base(name, period)
{
_wfvMaximum = new Maximum(period);
}
/// <summary>
/// AroonUp = 100 * (period - {periods since max})/period
/// </summary>
/// <param name="upPeriod">The AroonUp period</param>
/// <param name="max">A Maximum indicator used to compute periods since max</param>
/// <param name="input">The next input data</param>
/// <returns>The AroonUp value</returns>
private static decimal ComputeAroonUp(int upPeriod, Maximum max, IndicatorDataPoint input)
{
max.Update(input);
return(100m * (upPeriod - max.PeriodsSinceMaximum) / upPeriod);
}
/// <summary>
/// Resets this indicator and both sub-indicators (Max and Min)
/// </summary>
public override void Reset()
{
Maximum.Reset();
Minimum.Reset();
base.Reset();
}
/// <summary>
/// Creates a new Williams %R.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The lookback period to determine the highest high for the AroonDown</param>
public WilliamsPercentR(string name, int period)
: base(name)
{
Maximum = new Maximum(name + "_Max", period);
Minimum = new Minimum(name + "_Min", period);
}
/// <summary>
/// Initializes a new instance of the WilliamsVixFixIndicator class with the specified name and period
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the WVF</param>
public WilliamsVixFixIndicator(string name, int period)
: base(name)
{
_period = period;
_highest = new Maximum(period);
}