TR and ATR

This commit is contained in:
Miha
2022-04-19 22:34:42 -07:00
parent 50ed6f6504
commit 509b6dec02
41 changed files with 488 additions and 236 deletions
+8 -7
View File
@@ -1,8 +1,10 @@
/**
ENTP: Entropy
namespace QuanTAlib;
using System;
Introduced by Claude Shannon in 1948, entropy measures the unpredictability
of the data, or equivalently, of its average information.
/* <summary>
ENTP: Entropy
Introduced by Claude Shannon in 1948, entropy measures the unpredictability
of the data, or equivalently, of its average information.
Calculation:
P = close / Σ(close)
@@ -12,9 +14,8 @@ Sources:
https://en.wikipedia.org/wiki/Entropy_(information_theory)
https://math.stackexchange.com/questions/3428693/how-to-calculate-entropy-from-a-set-of-correlated-samples
**/
namespace QuanTAlib;
using System;
</summary> */
public class ENTP_Series : Single_TSeries_Indicator
{
public ENTP_Series(TSeries source, int period, double logbase = 2.0, bool useNaN = false) : base(source, period, useNaN)