예제 #1
0
파일: Transforms.cs 프로젝트: wintonpc/Quqe
 public static DataSeries <Value> WickStops(this DataSeries <Bar> bars, int period, int cutoff, int smoothing)
 {
     return(bars.OpeningWickHeight().MapElements <Value>((s, v) =>
                                                         s.BackBars(period).OrderByDescending(x => x.Val).ElementAt(Math.Min(cutoff, period - 1)).Val).EMA(smoothing + 1));
 }