/// <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()
);
}
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;
}
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);
}
/// <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()
);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_maximum.Reset();
_minimum.Reset();
base.Reset();
}
/// <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();
});
}
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);
}