示例#1
0
 /// <inheritdoc />
 public MovingRange(IIndicator <IPriceHL> source, int period)
 {
     Source         = source;
     Period         = period;
     High           = Source.Transform(p => p.High);
     Low            = Source.Transform(p => p.Low);
     Hhv            = High.HighestValue(Period);
     Llv            = Low.LowestValue(Period);
     Source.Update += SourceOnUpdate;
 }