public SimpleMovingAverageOscillator(IEnumerable <TInput> inputs, Func <TInput, decimal> inputMapper, int periodCount1, int periodCount2) : base(inputs, inputMapper)
{
_sma1 = new SimpleMovingAverageByTuple(inputs.Select(inputMapper), periodCount1);
_sma2 = new SimpleMovingAverageByTuple(inputs.Select(inputMapper), periodCount2);
PeriodCount1 = periodCount1;
PeriodCount2 = periodCount2;
}
protected override decimal?ComputeByIndexImpl(IReadOnlyList <decimal?> mappedInputs, int index)
{
_v = _v ?? Enumerable.Range(0, mappedInputs.Count).Select(i =>
{
var sd = new StandardDeviationByTuple(mappedInputs, SdPeriod);
var smoothedSd = new SimpleMovingAverageByTuple(sd.Compute(), SmoothedSdPeriod);
return(sd[i] / smoothedSd[i]);
}).ToList();
var t = _v[index].GetValueOrDefault() != 0 ? (int)Math.Floor(RsiPeriod / _v[index].Value) : default(int?);
var tAdjusted = t.HasValue ? Math.Max(Math.Min(t.Value, UpLimit), LowLimit) : default(int?);
return(tAdjusted.HasValue ? new RelativeStrengthIndexByTuple(mappedInputs, tAdjusted.Value)[index] : default(decimal?));
}
