public SMA(TimeSeries input, int length, BarData option, Color color) : base(input)
{
this.fLength = length;
this.fOption = option;
this.Init();
this.Color = color;
}
public KRI(TimeSeries input, int length)
: base(input) {
this.fLength = 14;
this.fLength = length;
this.Init();
}
public static double Value(TimeSeries input, int index, int length)
{
if (index < length - 1 + input.FirstIndex)
return double.NaN;
double min = input.GetMin(index - length + 1, index, BarData.Low);
return Math.Log(input.GetMax(index - length + 1, index, BarData.High) / min);
}
public PCL(TimeSeries input, int length, Color color) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.Init();
this.Color = color;
}
public PERF(TimeSeries input, double k, BarData option) : base(input)
{
this.fK = 14.0;
this.fOption = option;
this.fK = k;
this.Init();
}
public static double Value(TimeSeries input, int index, int length)
{
if (index >= length + input.FirstIndex)
return input.GetMin(index - length, index - 1, BarData.Low);
else
return double.NaN;
}
public Range(TimeSeries input, int length, Color color) : base(input)
{
this.length = 14;
this.length = length;
this.Init();
this.fColor = color;
}
public static double Value(TimeSeries input, int index)
{
if (index >= 1 + input.FirstIndex)
return Math.Max(input[index, BarData.High], input[index - 1, BarData.Close]);
else
return double.NaN;
}
public PDI(TimeSeries input, int length, EIndicatorStyle style) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
}
public static double Value(TimeSeries input, int index)
{
if (index < 1 + input.FirstIndex)
return double.NaN;
double num1 = input[index, BarData.Close];
double num2 = input[index - 1, BarData.Close];
double num3 = input[index, BarData.Volume];
double num4 = 0.0;
if (index > 1 + input.FirstIndex)
{
if (num1 > num2)
num4 = OBV.Value(input, index - 1) + num3;
if (num1 < num2)
num4 = OBV.Value(input, index - 1) - num3;
if (num1 == num2)
num4 = OBV.Value(input, index - 1);
}
else
{
if (num1 > num2)
num4 = num3;
if (num1 < num2)
num4 = -num3;
if (num1 == num2)
num4 = 0.0;
}
return num4;
}
public static double Value(TimeSeries input, int index, int length)
{
if (index >= length - 1 + input.FirstIndex)
return (input[index, BarData.Volume] - input[index - length + 1, BarData.Volume]) / input[index - length + 1, BarData.Volume] * 100.0;
else
return double.NaN;
}
public EMA(TimeSeries input, int length, BarData option) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.Init();
}
public PCL(TimeSeries input, int length, Color color, EDrawStyle drawStyle) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style)
: base(input){
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
}
public D_Fast(TimeSeries input, int length, int order) : base(input)
{
this.fLength = 14;
this.fOrder = 10;
this.fLength = length;
this.fOrder = order;
this.Init();
}
public Range(TimeSeries input, int length, Color color, EDrawStyle drawStyle)
: base(input) {
this.length = 14;
this.length = length;
this.Init();
this.fColor = color;
this.fDrawStyle = drawStyle;
}
public ADXR(TimeSeries input, int length, EIndicatorStyle style, Color color) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
}
public PERF(TimeSeries input, double k, BarData option, Color color) : base(input)
{
this.fK = 14.0;
this.fOption = option;
this.fK = k;
this.Init();
this.Color = color;
}
public VCH(TimeSeries input, int length1, int length2):base(input)
{
this.fLength1 = 14;
this.fLength2 = 10;
this.fLength1 = length1;
this.fLength2 = length2;
this.Init();
}
public static double Value(TimeSeries input, int index, int length)
{
if (index < length - 1 + input.FirstIndex)
return double.NaN;
double num = input[index, BarData.Close];
double min = input.GetMin(index - length + 1, index, BarData.Low);
double max = input.GetMax(index - length + 1, index, BarData.High);
return -100.0 * (max - num) / (max - min);
}
public VCH(TimeSeries input, int length1, int length2, Color color): base(input)
{
this.fLength1 = 14;
this.fLength2 = 10;
this.fLength1 = length1;
this.fLength2 = length2;
this.Init();
this.Color = color;
}
public ENVL(TimeSeries input, int length, double shift, BarData option) : base(input)
{
this.fLength = 14;
this.fShift = 20.0;
this.fLength = length;
this.fShift = shift;
this.fOption = option;
this.Init();
}
public EMA(TimeSeries input, int length, BarData option, Color color, EDrawStyle drawStyle)
: base(input) {
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public static double Value(TimeSeries input, int index)
{
if (index < 1 + input.FirstIndex)
return double.NaN;
double num1 = input[index, BarData.Close];
double num2 = input[index - 1, BarData.Close];
double num3 = input[index, BarData.Volume];
return index < 2 + input.FirstIndex ? (num1 - num2) / num2 * num3 : (num1 - num2) / num2 * num3 + PVT.Value(input, index - 1);
}
public static double Value(TimeSeries input, int index)
{
if (index < input.FirstIndex + 1)
return double.NaN;
double num1 = input[index, BarData.High];
double num2 = input[index, BarData.Low];
double num3 = input[index - 1, BarData.Close];
return Math.Max(Math.Abs(num1 - num2), Math.Max(Math.Abs(num1 - num3), Math.Abs(num3 - num2)));
}
public PERF(TimeSeries input, double k, BarData option, Color color, EDrawStyle drawStyle)
: base(input) {
this.fK = 14.0;
this.fOption = option;
this.fK = k;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public PDI(TimeSeries input, int length, EIndicatorStyle style, Color color, EDrawStyle drawStyle)
: base(input) {
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public static double Value(TimeSeries input, int index)
{
if (index < input.FirstIndex)
return double.NaN;
double num1 = input[index, BarData.High];
double num2 = input[index, BarData.Low];
double num3 = input[index, BarData.Volume];
return num3 == 0.0 ? 0.0 : (num1 - num2) / num3 * 1000.0;
}
public MACD(TimeSeries input, int length1, int length2, BarData option)
: base(input) {
this.fLength1 = 14;
this.fLength2 = 10;
this.fLength1 = length1;
this.fLength2 = length2;
this.fOption = option;
this.Init();
}
public BBU(TimeSeries input, int length, double k, BarData option)
: base(input) {
this.fLength = 14;
this.fK = 3.0;
this.fLength = length;
this.fOption = option;
this.fK = k;
this.Init();
}
///<summary>
/// Initializes a new instance of the UserIndicator class
///</summary>
public UserIndicator(ISeries input)
{
this.input = input;
if (input is TimeSeries)
{
this.series = (FreeQuant.Series.TimeSeries)(input as TimeSeries).series;
}
if (input is BarSeries)
{
this.series = (FreeQuant.Series.TimeSeries)(input as BarSeries).series;
}
if (input is Indicator)
{
this.series = (FreeQuant.Series.TimeSeries)(input as Indicator).indicator;
}
this.indicator = new FreeQuant.Indicators.Indicator(this.series);
}
public SeriesEventArgs(TimeSeries series) : base()
{
this.Series = series;
}
public virtual double GetCovariance(TimeSeries series)
{
throw new NotSupportedException();
}
public ECross Crosses(TimeSeries series, Bar bar, BarData barData)
{
return(this.Crosses(series, bar.DateTime, barData));
}
public override double GetCovariance(TimeSeries series)
{
return(this.GetCovariance(series, this.FirstDateTime, this.LastDateTime));
}
public bool CrossesAbove(TimeSeries series, Bar bar)
{
return(this.Crosses(series, bar.DateTime) == ECross.Above);
}
public bool CrossesAbove(TimeSeries series, DateTime dateTime)
{
return(this.Crosses(series, dateTime) == ECross.Above);
}
public bool CrossesBelow(TimeSeries series, Bar bar)
{
return(this.Crosses(series, bar.DateTime) == ECross.Below);
}
public bool CrossesBelow(TimeSeries series, DateTime dateTime)
{
return(this.Crosses(series, dateTime) == ECross.Below);
}
public ECross Crosses(TimeSeries series, Bar bar)
{
return(this.Crosses(series, bar.DateTime));
}
public ECross Crosses(TimeSeries series, DateTime dateTime, BarData barData)
{
return(this.Crosses(series, dateTime, (int)barData));
}
public virtual double GetCorrelation(TimeSeries series, DateTime datetime1, DateTime datetime2)
{
throw new NotSupportedException();
}
public virtual double GetCorrelation(TimeSeries series)
{
throw new NotSupportedException();
}
public ECross Crosses(TimeSeries series, Bar bar, int row)
{
return(this.Crosses(series, bar.DateTime, row));
}
