public MassIndex(Bars bars, int period, int sumPeriod, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(period, sumPeriod);
base.FirstValidValue = period;
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < period)
{
return;
}
EMACalculation em = EMACalculation.Modern;
DataSeries hl = bars.High - bars.Low;
EMA ema1 = EMA.Series(hl, period, em);
EMA ema2 = EMA.Series(ema1, period, em);
DataSeries emaRatio = ema1 / ema2;
Sum sumRatio = Sum.Series(emaRatio, sumPeriod);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
this[bar] = sumRatio[bar];
}
}
public SmoothedParabolic(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period * 3;
EMACalculation em = EMACalculation.Modern;
DataSeries o = EMA.Series(bars.Open, period, em);
DataSeries h = EMA.Series(bars.High, period, em);
DataSeries l = EMA.Series(bars.Low, period, em);
DataSeries c = EMA.Series(bars.Close, period, em);
Bars newBars = new Bars(bars);
for (int bar = 0; bar < bars.Count; bar++)
{
newBars.Add(Date[bar], o[bar], h[bar], l[bar], c[bar], bars.Volume[bar]);
}
DataSeries SmoothedPar = Parabolic2.Series(newBars, 0.02, 0.02, 0.2);
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = SmoothedPar[bar];
}
}
public DerivativeOscillator(DataSeries ds, int periodRSI, int periodEMA1, int periodEMA2, int periodSMA, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(Math.Max(Math.Max(periodEMA1, periodEMA2), periodSMA), periodRSI);
if (FirstValidValue <= 1)
{
return;
}
EMACalculation em = EMACalculation.Modern;
RSI rsi = RSI.Series(ds, periodRSI);
EMA rsiEma1 = EMA.Series(rsi, periodEMA1, em);
EMA rsiEma2 = EMA.Series(rsiEma1, periodEMA2, em);
DataSeries rsiSma = Community.Indicators.FastSMA.Series(rsiEma2, periodSMA);
DataSeries derivOsc = rsiEma2 - rsiSma;
for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = derivOsc[bar];
}
}
private ROCLists CalculateEMA9Day(ROCLists indicators, int index)
{
if (index < 11)
{
return(indicators);
}
if (index == 11)
{
var average = indicators.Take(11).Average(x => x.Quote.Close);
indicators[index].SetEMA9Day(average);
return(indicators);
}
var ema11Day = EMACalculation.CalculcateEMA(indicators.Select(x => x.EMA9Day == 0?x.Quote.Close:x.EMA9Day)
.ToList(), 9, index);
indicators[index].SetEMA9Day(ema11Day);
return(indicators);
}
public MCO(Bars advBars, Bars decBars, int period1, int period2, string description)
: base(advBars, description)
{
DataSeries Advancers = advBars.Close;
DataSeries Decliners = decBars.Close;
EMACalculation md = EMACalculation.Modern;
base.FirstValidValue = Math.Max(period1, period2) * 3;
if (FirstValidValue <= 1)
{
return;
}
DataSeries AD_Diff = Advancers - Decliners;
DataSeries MCO = EMA.Series(AD_Diff, period1, md) - EMA.Series(AD_Diff, period2, md);
for (int bar = base.FirstValidValue; bar < advBars.Count; bar++)
{
base[bar] = MCO[bar];
}
}
public MACDEx(DataSeries ds, int period1, int period2, string description) : base(ds, description)
{
base.FirstValidValue = Math.Max(period1, period2) * 3;
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < Math.Max(period1, period2))
{
return;
}
EMACalculation m = EMACalculation.Modern;
EMA ema1 = EMA.Series(ds, period1, m);
EMA ema2 = EMA.Series(ds, period2, m);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = ema1[bar] - ema2[bar];
}
}
public MACDEx_Signal3(DataSeries ds, int period1, int period2, int period3, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(period3, Math.Max(period1, period2)) * 3;
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < Math.Max(period1, period2))
{
return;
}
EMACalculation m = EMACalculation.Modern;
MACDEx macdex = new MACDEx(ds, period1, period2, description);
EMA ema = EMA.Series(macdex, period3, m);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = ema[bar];
}
}
