/// <summary> /// Constructor. </summary> /// <param name="series"> the time series </param> /// <param name="timeFrame"> the time frame (usually 22) </param> /// <param name="k"> the K multiplier for ATR (usually 3.0) </param> public ChandelierExitLongIndicator(TimeSeries series, int timeFrame, Decimal k) : base(series) { _high = new HighestValueIndicator(new MaxPriceIndicator(series), timeFrame); _atr = new AverageTrueRangeIndicator(series, timeFrame); _k = k; }
public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, Decimal ratio, int timeFrameAtr) : base(keltnerMiddleIndicator) { _ratio = ratio; _keltnerMiddleIndicator = keltnerMiddleIndicator; _averageTrueRangeIndicator = new AverageTrueRangeIndicator(keltnerMiddleIndicator.TimeSeries, timeFrameAtr); }
/// <summary> /// Constructor. </summary> /// <param name="series"> the time series </param> /// <param name="timeFrame"> the time frame (usually 22) </param> /// <param name="k"> the K multiplier for ATR (usually 3.0) </param> public ChandelierExitShortIndicator(TimeSeries series, int timeFrame, Decimal k) : base(series) { _low = new LowestValueIndicator(new MinPriceIndicator(series), timeFrame); _atr = new AverageTrueRangeIndicator(series, timeFrame); _k = k; }