Пример #1
0
        public KnowSureThings(int windowSize1, int windowSize2, int windowSize3, int windowSize4)
            : base(0)
        {
            if (windowSize1 <= 0 || windowSize2 <= 0 || windowSize3 <= 0 || windowSize4 <= 0)
            {
                throw new ArgumentOutOfRangeException("windowSize");
            }

            _roc1 = new RateOfChange(windowSize1);
            _roc2 = new RateOfChange(windowSize2);
            _roc3 = new RateOfChange(windowSize3);
            _roc4 = new RateOfChange(windowSize4);
        }
Пример #2
0
 public CombinedPriceAndVolumeChange(int volumeLookbackWindow)
     : base(0)
 {
     _vc  = new VolumeChange(volumeLookbackWindow);
     _roc = new RateOfChange(1);
 }