/// <summary> /// Initializes a new instance of the <see cref="CoppockCurve" /> indicator /// </summary> /// <param name="name">A name for the indicator</param> /// <param name="shortRocPeriod">The period for the short ROC</param> /// <param name="longRocPeriod">The period for the long ROC</param> /// <param name="lwmaPeriod">The period for the LWMA</param> public CoppockCurve(string name, int shortRocPeriod, int longRocPeriod, int lwmaPeriod) : base(name) { _shortRoc = new RateOfChangePercent(shortRocPeriod); _longRoc = new RateOfChangePercent(longRocPeriod); _lwma = new LinearWeightedMovingAverage(lwmaPeriod); WarmUpPeriod = Math.Max(shortRocPeriod, longRocPeriod) + lwmaPeriod - 1; }
/// <summary> /// A Hull Moving Average /// </summary> /// <param name="name">string - a name for the indicator</param> /// <param name="period">int - the number of periods to calculate the HMA - the period of the slower LWMA</param> public HullMovingAverage(string name, int period) : base(name) { if (period < 2) { throw new ArgumentException("The Hull Moving Average period should be greater or equal to 2", "period"); } _slowWma = new LinearWeightedMovingAverage(period); _fastWma = new LinearWeightedMovingAverage((int)Math.Round(period * 1d / 2)); var k = (int)Math.Round(Math.Sqrt(period)); _hullMa = new LinearWeightedMovingAverage(k); WarmUpPeriod = period + k - 1; }