/// <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 <IBaseDataBar>(name + "_FastStoch",
input => ComputeFastStoch(period, input),
fastStoch => _maximum.IsReady,
() => _maximum.Reset()
);
StochK = new FunctionalIndicator <IBaseDataBar>(name + "_StochK",
input => ComputeStochK(period, kPeriod, input),
stochK => _maximum.IsReady,
() => _maximum.Reset()
);
StochD = new FunctionalIndicator <IBaseDataBar>(name + "_StochD",
input => ComputeStochD(period, kPeriod, dPeriod),
stochD => _maximum.IsReady,
() => _maximum.Reset()
);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previous = null;
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
ADRatio.Reset();
ADVRatio.Reset();
_arms.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_lastHigh = 0m;
_lastLow = 0m;
_maxMA.Reset();
_minMA.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
FastStoch.Reset();
StochK.Reset();
StochD.Reset();
_sumFastK.Reset();
_sumSlowK.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_prevClose = 0;
_priceChangeEma.Reset();
_priceChangeEmaEma.Reset();
_absPriceChangeEma.Reset();
_absPriceChangeEmaEma.Reset();
_tsi.Reset();
Signal.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_MACD.Reset();
_maximum.Reset();
_minimum.Reset();
_K.Reset();
_D.Reset();
_maximumD.Reset();
_minimumD.Reset();
_PF.Reset();
_PFF.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
_previousInput = null;
_trueRange.Reset();
_directionalMovementPlus.Reset();
_directionalMovementMinus.Reset();
_smoothedTrueRange.Reset();
_smoothedDirectionalMovementPlus.Reset();
_smoothedDirectionalMovementMinus.Reset();
_averageDirectionalIndex.Reset();
PositiveDirectionalIndex.Reset();
NegativeDirectionalIndex.Reset();
}
/// <summary>
/// Initializes a new instance of the <see cref="AverageDirectionalIndex"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="period">The period.</param>
public AverageDirectionalIndex(string name, int period)
: base(name)
{
_period = period;
_trueRange = new FunctionalIndicator <IBaseDataBar>(name + "_TrueRange",
ComputeTrueRange,
isReady => _previousInput != null
);
_directionalMovementPlus = new FunctionalIndicator <IBaseDataBar>(name + "_PositiveDirectionalMovement",
ComputePositiveDirectionalMovement,
isReady => _previousInput != null
);
_directionalMovementMinus = new FunctionalIndicator <IBaseDataBar>(name + "_NegativeDirectionalMovement",
ComputeNegativeDirectionalMovement,
isReady => _previousInput != null
);
PositiveDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_PositiveDirectionalIndex",
input =>
{
// Computes the Plus Directional Indicator(+DI period).
if (_smoothedTrueRange != 0 && _smoothedDirectionalMovementPlus.IsReady)
{
return(100m * _smoothedDirectionalMovementPlus.Current.Value / _smoothedTrueRange.Current.Value);
}
return(0m);
},
positiveDirectionalIndex => _smoothedDirectionalMovementPlus.IsReady,
() =>
{
_directionalMovementPlus.Reset();
_trueRange.Reset();
}
);
NegativeDirectionalIndex = new FunctionalIndicator <IndicatorDataPoint>(name + "_NegativeDirectionalIndex",
input =>
{
// Computes the Minus Directional Indicator(-DI period).
if (_smoothedTrueRange != 0 && _smoothedDirectionalMovementMinus.IsReady)
{
return(100m * _smoothedDirectionalMovementMinus.Current.Value / _smoothedTrueRange.Current.Value);
}
return(0m);
},
negativeDirectionalIndex => _smoothedDirectionalMovementMinus.IsReady,
() =>
{
_directionalMovementMinus.Reset();
_trueRange.Reset();
}
);
_smoothedTrueRange = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedTrueRange",
input =>
{
// Computes the Smoothed True Range value.
var value = Samples > _period + 1 ? _smoothedTrueRange.Current.Value / _period : 0m;
return(_smoothedTrueRange.Current.Value + _trueRange.Current.Value - value);
},
isReady => Samples > period
);
_smoothedDirectionalMovementPlus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementPlus",
input =>
{
// Computes the Smoothed Directional Movement Plus value.
var value = Samples > _period + 1 ? _smoothedDirectionalMovementPlus.Current.Value / _period : 0m;
return(_smoothedDirectionalMovementPlus.Current.Value + _directionalMovementPlus.Current.Value - value);
},
isReady => Samples > period
);
_smoothedDirectionalMovementMinus = new FunctionalIndicator <IndicatorDataPoint>(name + "_SmoothedDirectionalMovementMinus",
input =>
{
// Computes the Smoothed Directional Movement Minus value.
var value = Samples > _period + 1 ? _smoothedDirectionalMovementMinus.Current.Value / _period : 0m;
return(_smoothedDirectionalMovementMinus.Current.Value + _directionalMovementMinus.Current.Value - value);
},
isReady => Samples > period
);
_averageDirectionalIndex = new WilderMovingAverage(period);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_maxMA.Reset();
_minMA.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}