gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-12 23:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

Compatibility with TALIB

Browse Source
This commit is contained in:
Miha Kralj
2022-11-22 18:32:58 -08:00
parent ae168ee345
commit 38d0c08b4e
9 changed files with 644 additions and 119 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Source/Volatility/ADOSC_Series.cs
+43 -1
View File
@@ -13,6 +13,47 @@ Sources:
</summary> */
public class ADOSC_Series : Single_TBars_Indicator
{
private readonly double _k1, _k2;
private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
private double _lastadl, _lastlastadl;
public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
{
_k1 = 2.0 / (3 + 1);
_k2 = 2.0 / (10 + 1);
_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
if (_bars.Count > 0) { base.Add(_bars); }
}
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
{
if (update) {
_lastadl = _lastlastadl;
_lastema1 = _lastlastema1;
_lastema2 = _lastlastema2;
}
double _adl = 0;
double tmp = TBar.h - TBar.l;
if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
_lastlastadl = _lastadl; _lastadl = _adl;
_lastlastema1 = _lastema1; _lastema1 = _ema1;
_lastlastema2 = _lastema2; _lastema2 = _ema2;
double _adosc = _ema1 - _ema2;
base.Add((TBar.t, _adosc), update, _NaN);
}
}
/*
public class ADOSC_Series : Single_TBars_Indicator
{
private readonly ADL_Series _TSadl;
@@ -42,4 +83,5 @@ public class ADOSC_Series : Single_TBars_Indicator
var result = (TBar.t, _ado);
base.Add(result, update);
}
}
}
*/