示例#1
0
        /// <summary>
        /// Creates a new Stochastics Indicator from the specified periods.
        /// </summary>
        /// <param name="name">The name of this indicator.</param>
        /// <param name="period">The period given to calculate the Fast %K</param>
        /// <param name="kPeriod">The K period given to calculated the Slow %K</param>
        /// <param name="dPeriod">The D period given to calculated the Slow %D</param>
        public Stochastic(string name, int period, int kPeriod, int dPeriod)
            : base(name)
        {
            Maximum = new Maximum(name + "_Max", period);
            Mininum = new Minimum(name + "_Min", period);
            SumFastK = new Sum(name + "_SumFastK", kPeriod);
            SumSlowK = new Sum(name + "_SumD", dPeriod);

            FastStoch = new FunctionalIndicator<TradeBar>(name + "_FastStoch",
                input => ComputeFastStoch(period, input),
                fastStoch => Maximum.IsReady,
                () => Maximum.Reset()
                );

            StochK = new FunctionalIndicator<TradeBar>(name + "_StochK",
                input => ComputeStochK(period, kPeriod, input),
                stochK => Maximum.IsReady,
                () => Maximum.Reset()
                );

            StochD = new FunctionalIndicator<TradeBar>(name + "_StochD",
                input => ComputeStochD(period, kPeriod, dPeriod),
                stochD => Maximum.IsReady,
                () => Maximum.Reset()
                );
        }
示例#2
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        public void Tick(float deltaTime, float progress, bool forwards)
        {
            if (forwards)
            {
                if (forwards_)
                {
                    Maximum.Tick(deltaTime);
                }
                else
                {
                    Maximum.Reset();
                }
            }
            else
            {
                if (!forwards_)
                {
                    Minimum.Tick(deltaTime);
                }
                else
                {
                    Minimum.Reset();
                }
            }

            magnitude_ = CalculateMagnitude(progress, forwards);
            forwards_  = forwards;
        }
示例#3
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        public void ResetsProperlyMaximum()
        {
            var max = new Maximum(3);

            max.Update(DateTime.Today, 1m);
            max.Update(DateTime.Today.AddSeconds(1), 2m);
            max.Update(DateTime.Today.AddSeconds(2), 1m);
            Assert.IsTrue(max.IsReady);

            max.Reset();
            Assert.AreEqual(0, max.PeriodsSinceMaximum);
            TestHelper.AssertIndicatorIsInDefaultState(max);
        }
示例#4
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        /// <summary>
        /// Creates a new AroonOscillator from the specified up/down periods.
        /// </summary>
        /// <param name="name">The name of this indicator</param>
        /// <param name="upPeriod">The lookback period to determine the highest high for the AroonDown</param>
        /// <param name="downPeriod">The lookback period to determine the lowest low for the AroonUp</param>
        public AroonOscillator(string name, int upPeriod, int downPeriod)
            : base(name)
        {
            var max = new Maximum(name + "_Max", upPeriod + 1);
            AroonUp = new FunctionalIndicator<IndicatorDataPoint>(name + "_AroonUp",
                input => ComputeAroonUp(upPeriod, max, input),
                aroonUp => max.IsReady,
                () => max.Reset()
                );

            var min = new Minimum(name + "_Min", downPeriod + 1);
            AroonDown = new FunctionalIndicator<IndicatorDataPoint>(name + "_AroonDown",
                input => ComputeAroonDown(downPeriod, min, input),
                aroonDown => min.IsReady,
                () => min.Reset()
                );
        }
示例#5
0
文件: MidPoint.cs 项目: w1r2p1/Core-2
 /// <summary>
 /// Resets this indicator to its initial state
 /// </summary>
 public override void Reset()
 {
     _maximum.Reset();
     _minimum.Reset();
     base.Reset();
 }
示例#6
0
        /// <summary>
        /// Creates a new IchimokuKinkoHyo indicator from the specific periods
        /// </summary>
        /// <param name="name">The name of this indicator</param>
        /// <param name="tenkanPeriod">The Tenkan-sen period</param>
        /// <param name="kijunPeriod">The Kijun-sen period</param>
        /// <param name="senkouAPeriod">The Senkou A Span period</param>
        /// <param name="senkouBPeriod">The Senkou B Span period</param>
        /// <param name="senkouADelayPeriod">The Senkou A Span delay</param>
        /// <param name="senkouBDelayPeriod">The Senkou B Span delay</param>
        public IchimokuKinkoHyo(string name, int tenkanPeriod = 9, int kijunPeriod = 26, int senkouAPeriod = 26, int senkouBPeriod = 52, int senkouADelayPeriod = 26, int senkouBDelayPeriod = 26)
            : base(name)
        {
            TenkanMaximum = new Maximum(name + "_TenkanMax", tenkanPeriod);
            TenkanMinimum = new Minimum(name + "_TenkanMin", tenkanPeriod);
            KijunMaximum = new Maximum(name + "_KijunMax", kijunPeriod);
            KijunMinimum = new Minimum(name + "_KijunMin", kijunPeriod);
            SenkouBMaximum = new Maximum(name + "_SenkouBMaximum", senkouBPeriod);
            SenkouBMinimum = new Minimum(name + "_SenkouBMinimum", senkouBPeriod);
            DelayedTenkanSenkouA = new Delay(name + "DelayedTenkan", senkouADelayPeriod);
            DelayedKijunSenkouA = new Delay(name + "DelayedKijun", senkouADelayPeriod);
            DelayedMaximumSenkouB = new Delay(name + "DelayedMax", senkouBDelayPeriod);
            DelayedMinimumSenkouB = new Delay(name + "DelayedMin", senkouBDelayPeriod);


            SenkouA = new FunctionalIndicator<TradeBar>(
                name + "_SenkouA",
                input => computeSenkouA(senkouAPeriod, input),
                senkouA => DelayedTenkanSenkouA.IsReady && DelayedKijunSenkouA.IsReady,
                () =>
                {
                    Tenkan.Reset();
                    Kijun.Reset();
                });

            SenkouB = new FunctionalIndicator<TradeBar>(
                name + "_SenkouB",
                input => computeSenkouB(senkouBPeriod, input),
                senkouA => DelayedMaximumSenkouB.IsReady && DelayedMinimumSenkouB.IsReady,
                () =>
                {
                    Tenkan.Reset();
                    Kijun.Reset();
                });


            Tenkan = new FunctionalIndicator<TradeBar>(
                name + "_Tenkan",
                input => ComputeTenkan(tenkanPeriod, input),
                tenkan => TenkanMaximum.IsReady && TenkanMinimum.IsReady,
                () =>
                {
                    TenkanMaximum.Reset();
                    TenkanMinimum.Reset();
                });

            Kijun = new FunctionalIndicator<TradeBar>(
                name + "_Kijun",
                input => ComputeKijun(kijunPeriod, input),
                kijun => KijunMaximum.IsReady && KijunMinimum.IsReady,
                () =>
                {
                    KijunMaximum.Reset();
                    KijunMinimum.Reset();
                });
        }
示例#7
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        public void ResetsProperly()
        {
            var max = new Maximum(3);
            max.Update(DateTime.Today, 1m);
            max.Update(DateTime.Today.AddSeconds(1), 2m);
            max.Update(DateTime.Today.AddSeconds(2), 1m);
            Assert.IsTrue(max.IsReady);

            max.Reset();
            Assert.AreEqual(0, max.PeriodsSinceMaximum);
            TestHelper.AssertIndicatorIsInDefaultState(max);
        }