public AdaptiveSmoothing(int n, double v = 0.7, int t = 3, AbstractIndicator indicator = null)
: base(n)
{
this.indicator = indicator;
GDS = new GDEMA[t];
for(int i = 0 ; i < t; i++) GDS[i] = new GDEMA(n, v, indicator);
}
public DWT(int n, int detailLevel, AbstractIndicator indicator = null) : base(n)
{
priceData = new MovingQueue<double>(n);
st = new SignalTransform();
this.detailLevel = detailLevel;
this.indicator = indicator;
}
public QSPolyMA(int N, AbstractIndicator indicator = null)
: base(N)
{
tickdata = new MovingQueue<double>(N);
this.indicator = indicator;
X = new double[N];
for (int i = 0; i < X.Count(); i++) X[i] = i;
}
public RSquared(int n, AbstractIndicator indicator = null) : base(n)
{
X = new MovingQueue<double>(n);
Y = new DenseVector(n);
int counter = 0;
for (double i = (double)-Y.Count / 2 + 0.5; i < (double)Y.Count / 2; i++) Y[counter++] = i;
this.indicator = indicator;
}
public TEMA(int n, AbstractIndicator indicator = null)
: base(n)
{
EMA1 = new EMA(n);
EMA2 = new EMA(n);
EMA3 = new EMA(n);
this.indicator = indicator;
}
public Job_SymbolSet(string[] symbols, string timeframe, int numTicks, AbstractIndicator indicator)
{
this.symbols = symbols;
this.indicator = indicator;
this.timeframe = timeframe;
this.numTicks = numTicks;
mktData = new List<MarketDataEventArg>();
graphData = new DenseMatrix(symbols.Length, numTicks);
}
public KAMA(int n, AbstractIndicator indicator = null) : base(n)
{
priceData = new MovingQueue<double>(n);
this.indicator = indicator;
}
public EMA(int N, AbstractIndicator indicator = null) : base(N)
{
alpha = 2.0/(N + 1);
tickdata = new MovingQueue<double>(N);
this.indicator = indicator;
}
public PercentileRank(int n, AbstractIndicator indicator = null) : base(n)
{
data = new MovingQueue<double>(n);
if(indicator!=null) this.indicator = indicator;
}
public ZLEMA(int n, AbstractIndicator indicator = null) : base(n)
{
EMA = new EMA(n);
this.indicator = indicator;
priceData = new MovingQueue<double>((n-1)/2);
}
public SMA(int N, AbstractIndicator indicator = null) : base(N)
{
tickdata = new MovingQueue<double>(N);
this.indicator = indicator;
}
public ROC(int n, AbstractIndicator indicator = null) : base(n)
{
tickData = new MovingQueue<double>(n);
this.indicator = indicator;
}
public GDEMA(int n, double v = 1, AbstractIndicator indicator = null) : base(n)
{
EMA1 = new EMA(n);
EMA2 = new EMA(n);
this.indicator = indicator;
}
protected void AttachIndicator(string indicatorName, AbstractIndicator i)
{
indicatorList.Add(indicatorName, i);
}
public Divergence(AbstractIndicator indicator) : base(indicator.Period)
{
MA = new QSPolyMA(indicator.Period);
this.indicator = indicator;
subIndicators.Add(indicator.toString(), indicator);
}
