/**
* Constructor.
* @param indicator the indicator (usually close price)
* @param longRoCTimeFrame the time frame for long term RoC
* @param shortRoCTimeFrame the time frame for short term RoC
* @param wmaTimeFrame the time frame (for WMA)
*/
public CoppockCurveIndicator(IIndicator <decimal> indicator, int longRoCTimeFrame, int shortRoCTimeFrame, int wmaTimeFrame)
: base(indicator)
{
SumIndicator sum = new SumIndicator(
new ROCIndicator(indicator, longRoCTimeFrame),
new ROCIndicator(indicator, shortRoCTimeFrame)
);
_wma = new WMAIndicator(sum, wmaTimeFrame);
}
public HMAIndicator(IIndicator <decimal> indicator, int timeFrame)
: base(indicator)
{
WMAIndicator halfWma = new WMAIndicator(indicator, timeFrame / 2);
WMAIndicator origWma = new WMAIndicator(indicator, timeFrame);
IIndicator <decimal> indicatorForSqrtWma = new DifferenceIndicator(new MultiplierIndicator(halfWma, Decimals.TWO), origWma);
_sqrtWma = new WMAIndicator(indicatorForSqrtWma, (int)Math.Sqrt(timeFrame));
}
