public ITaLibOutput <double[]> ParabolicSar(Frequency unitType, int historiesLength, int acceleration = 0, int maximum = 0)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Sar(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
optInAcceleration: acceleration,
optInMaximum: maximum,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> MidPointPriceOverPeriod(Frequency unitType, int historiesLength, int timePeriod = 14)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.MidPrice(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
optInTimePeriod: timePeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> MovingAverageWithVariablePeriod(Frequency unitType, double[] periodsPerPrices, int historiesLength, Core.MAType movingAverageType = Core.MAType.Sma, int minPeriod = 2, int maxPeriod = 30)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.MovingAverageVariablePeriod(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
inPeriods: periodsPerPrices,
optInMinPeriod: minPeriod,
optInMaxPeriod: maxPeriod,
optInMAType: movingAverageType,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> HilbertTransformInstantaneousTrendline(Frequency unitType, int historiesLength)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.HtTrendline(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> KaufmanAdaptiveMovingAverage(Frequency unitType, int historiesLength, int timePeriod = 30)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Kama(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
optInTimePeriod: timePeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> PercentagePriceOscillator(Frequency unitType, int historiesLength, Core.MAType MovingAverageType = Core.MAType.Sma, int fastPeriod = 12, int slowPeriod = 26)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Ppo(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inReal: closingHistory,
optInFastPeriod: fastPeriod,
optInSlowPeriod: slowPeriod,
optInMAType: MovingAverageType,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> ChaikinADOscillator(Frequency unitType, int historiesLength, int fastPeriod = 3, int slowPeriod = 10)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
double[] closes = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
double[] volumes = database.CurrentHistory
.Select(bar => bar.Volume)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.AdOsc(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
inClose: closes,
inVolume: volumes,
optInFastPeriod: fastPeriod,
optInSlowPeriod: slowPeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> MoneyFlowIndex(Frequency unitType, int historiesLength, int timePeriod = 14)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
double[] inHigh = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] inClose = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
double[] volumes = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.Mfi(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: inHigh,
inLow: inClose,
inClose: inClose,
inVolume: volumes,
optInTimePeriod: timePeriod,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> AveragePrice(Frequency unitType, int historiesLength)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] opens = database.CurrentHistory
.Select(bar => bar.OpeningPrice)
.ToArray();
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
double[] closes = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.AvgPrice(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inOpen: opens,
inHigh: highs,
inLow: lows,
inClose: closes,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> ParabolicSarExtended(Frequency unitType, int historiesLength, int startvalue = 0, int offsetonreverse = 0, int accelerationinitlong = 0, int accelerationlong = 0, int accelerationmaxlong = 0, int accelerationinitshort = 0, int accelerationshort = 0, int accelerationmaxshort = 0)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.SarExt(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
optInStartValue: startvalue,
optInOffsetOnReverse: offsetonreverse,
optInAccelerationInitLong: accelerationinitlong,
optInAccelerationInitShort: accelerationinitshort,
optInAccelerationLong: accelerationlong,
optInAccelerationMaxLong: accelerationmaxlong,
optInAccelerationMaxShort: accelerationmaxshort,
optInAccelerationShort: accelerationshort,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
public ITaLibOutput <double[]> UltimateOscillator(Frequency unitType, int historiesLength, int timePeriod1 = 7, int timePeriod2 = 14, int timePeriod3 = 28)
{
var inputs = new IndicatorsInputs(database, historiesLength);
database.FillMarketHistory(unitType, inputs.OutputArrayLength);
double[] closingHistory = database.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
double[] highs = database.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
double[] lows = database.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
var output = new TaLibOutput <double[]> {
Series = new double[inputs.OutputArrayLength],
HistoryWasCustom = database.HistoryIsCustom
};
int outBeginningIndex = 0;
int outNBElement = 0;
output.Outcome = Core.UltOsc(startIdx: inputs.StartingIndex,
endIdx: inputs.EndIndex,
inHigh: highs,
inLow: lows,
inClose: closingHistory,
optInTimePeriod1: timePeriod1,
optInTimePeriod2: timePeriod2,
optInTimePeriod3: timePeriod3,
outBegIdx: out outBeginningIndex,
outNBElement: out outNBElement,
outReal: output.Series);
output.AlgorithmsBeginningIndex = outBeginningIndex;
output.NBElement = outNBElement;
return(output);
}
