/**
* Constructor.
* @param series the time series
* @param timeFrame the time frame (usually 22)
* @param k the K multiplier for ATR (usually 3.0)
*/
public ChandelierExitShortIndicator(ITimeSeries series, int timeFrame, decimal k)
: base(series)
{
_low = new LowestValueIndicator(new MinPriceIndicator(series), timeFrame);
_atr = new ATRIndicator(series, timeFrame);
_k = k;
}
/**
* Constructor.
* @param series the time series
* @param timeFrame the time frame (usually 22)
* @param k the K multiplier for ATR (usually 3.0)
*/
public ChandelierExitLongIndicator(ITimeSeries series, int timeFrame, decimal k)
: base(series)
{
_high = new HighestValueIndicator(new MaxPriceIndicator(series), timeFrame);
_atr = new ATRIndicator(series, timeFrame);
_k = k;
}
/**
* Constructor.
*
* @param series the series
* @param timeFrame the time frame
*/
public RandomWalkIndexLowIndicator(ITimeSeries series, int timeFrame)
: base(series)
{
_timeFrame = timeFrame;
_maxPrice = new MaxPriceIndicator(series);
_minPrice = new MinPriceIndicator(series);
_averageTrueRange = new ATRIndicator(series, timeFrame);
_sqrtTimeFrame = ((decimal)timeFrame).Sqrt();
}