static void GetRSI(Rate[] rates)
{
//create the sample data
Indicore.BarSourceAut source = CreateBarsData(rates);
//find mva indicator
Indicore.IndicatorCollectionAut indicators;
indicators = (Indicore.IndicatorCollectionAut)core.Indicators;
Indicore.IndicatorAut indicator = (Indicore.IndicatorAut)indicators["MVA"];
//create parameter set and specify "N" parameter of the indicator.
Indicore.IndicatorParameterCollectionAut parameters = (Indicore.IndicatorParameterCollectionAut)indicator.CreateParameterSet();
((Indicore.IndicatorParameterAut)(parameters["N"])).Value = 7;
//create and instance of the indicator and force data update.
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)indicator.CreateIndicatorInstance(source, parameters);
instance.Update(true);
//get the indicator output (MVA has one output).
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
//Print result.
//Please note that the indicator output can be as longer as well as shorter than the indicator.
//Also, the indicator results can start not from the first value of the source. The first defined value
//of the indicator is in the output.FirstAvailable position.
int max;
if (source.Size > output.Size)
{
max = source.Size;
}
else
{
max = output.Size;
}
Console.WriteLine("{0}", instance.Name);
Console.WriteLine("Date;Tick;MVA;");
for (int i = 0; i < max; i++)
{
if (i < source.Size)
{
Indicore.TickAut tick = (Indicore.TickAut)source[i];
Console.Write("{0};{1};", tick.Date, tick.Tick);
}
else
{
Console.Write("n/a;n/a;");
}
if (i >= output.FirstAvailable && i < output.Size)
{
Console.Write("{0};", output[i]);
}
else
{
Console.Write("n/a;");
}
Console.WriteLine();
}
}
public static IEnumerable <IndicatorPoint> RLW(Rate[] rates, int period)
{
Indicore.BarSourceAut source = CreateBarsData(rates);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("RLW", source, period, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
instance.Update(true);
return(output.Cast <double>().Select((d, i) => new IndicatorPoint(rates[i].StartDate, d)));
}
public static IEnumerable <IndicatorPoint> RSI(IList <Rate> rates, Func <Rate, double> price, int period)
{
Indicore.TickSourceAut source = CreateTicksData(rates, price);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("RSI", source, period, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
instance.Update(true);
return(output.Cast <double>().Select((d, i) => new IndicatorPoint(rates[i].StartDate, d)));
}
public static void CR <T>(this Rate[] rates, Func <Rate, double> sourceLambda, Action <Rate, T> destinationLambda)
{
Indicore.TickSourceAut source = CreateTicksData(rates, sourceLambda);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("CR", source, Type.Missing, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
instance.Update(true);
var i = 0;
output.Cast <T>().ToList().ForEach(d => destinationLambda(rates[i++], d));
}
public static IEnumerable <IndicatorPoint2> TSI_CR(Rate[] rates)
{
Indicore.BarSourceAut source = CreateBarsData(rates);
Indicore.IndicatorInstanceAut instance1 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("TSI", source, Type.Missing, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output1 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance1.Output)[0];
Indicore.IndicatorInstanceAut instance2 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("CR", output1, Type.Missing, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output2 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance2.Output)[0];
instance1.Update(true);
instance2.Update(true);
return(output2.Cast <double>().Select((d, i) => new IndicatorPoint2(rates[i].StartDate, output1[i], d)));
}
public static void FillFractal(this Rate[] rates, Action <Rate, double?> setValue)
{
Indicore.BarSourceAut source = CreateBarsData(rates);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("FRACTAL", source, Type.Missing, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputCollectionAut outputs = (Indicore.IndicatorOutputCollectionAut)instance.Output;
instance.Update(true);
foreach (var rate in rates)
{
setValue(rate, 0);
}
foreach (var output in outputs.Cast <Indicore.IndicatorOutputAut>())
{
var i = 0;
output.Cast <double>().ToList().ForEach(d => { if (d != 0)
{
setValue(rates[i], d);
}
i++; });
}
}
public static IEnumerable <IndicatorMACD> RsiMACD(Rate[] rates, Func <Rate, double> price, int period)
{
Indicore.TickSourceAut source = CreateTicksData(rates, price);
Indicore.IndicatorInstanceAut instance1 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("RSI", source, period, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output1 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance1.Output)[0];
Indicore.IndicatorInstanceAut instance2 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("MACD", output1, 12, 26, 9, Type.Missing, Type.Missing);
Indicore.IndicatorOutputCollectionAut _outputs = (Indicore.IndicatorOutputCollectionAut)instance2.Output;
List <Indicore.IndicatorOutputAut> outputs = new List <Indicore.IndicatorOutputAut>();
for (int i = 0; i < _outputs.Size; i++)
{
outputs.Add((Indicore.IndicatorOutputAut)_outputs[i]);
}
Indicore.IndicatorOutputAut output2 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance2.Output)[0];
instance1.Update(true);
instance2.Update(true);
for (int i = 0; i < rates.Length; i++)
{
yield return(new IndicatorMACD(rates[i].StartDate, price(rates[i]), outputs[0][i], outputs[1][i], outputs[2][i]));
}
}
