public FractalAdaptiveMovingAverageExtend(int period, int fastMovingAverage, int slowMovingAverage)
: base(0)
{
if (period <= 0)
{
throw new ArgumentException("period must be greater than 0");
}
if (period % 2 != 0)
{
throw new ArgumentException("period must be even number");
}
if (slowMovingAverage <= 0 || fastMovingAverage <= 0)
{
throw new ArgumentException("slow moving average or fast moving average must be greather than 0");
}
if (fastMovingAverage >= slowMovingAverage)
{
throw new ArgumentException("fast moving average must be smaller than slow moving average");
}
_sc = slowMovingAverage;
_fc = fastMovingAverage;
_h = Math.Max(_period - 1, Even((_sc - _fc) / 2) + _fc);
_period = period;
_halfPeriod = period / 2;
_minAlpha = 2.0 / (_sc + 1);
_maxAlpha = 1.0;
_w = Math.Log(_minAlpha);
_initialFrama = new MovingAverage(_h);
_firstHalfHighest = new Highest(_halfPeriod);
_firstHalfLowest = new Lowest(_halfPeriod);
_secondHalfHighest = new Highest(_halfPeriod);
_secondHalfLowest = new Lowest(_halfPeriod);
}
public VolumeChange(int windowSize)
: base(0)
{
_volumeMa = new MovingAverage(windowSize);
}
public CommodityChannelIndex(int windowSize)
: base(0)
{
_maTruePrice = new MovingAverage(windowSize);
_truePrices = new CirculatedArray <double>(windowSize);
}
public AverageTrueRange(int windowSize)
: base(0)
{
_maTrueRange = new MovingAverage(windowSize);
}
