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
+7 -8
View File
@@ -1,8 +1,10 @@
/**
MAD: Mean Absolute Deviation
namespace QuanTAlib;
using System;
Also known as AAD - Average Absolute Deviation, to differentiate it from Median Absolute Deviation
MAD defines the degree of variation across the series.
/* <summary>
MAD: Mean Absolute Deviation
Also known as AAD - Average Absolute Deviation, to differentiate it from Median Absolute Deviation
MAD defines the degree of variation across the series.
Calculation:
MAD = Σ(|close-SMA|) / period
@@ -10,10 +12,7 @@ Calculation:
Sources:
https://en.wikipedia.org/wiki/Average_absolute_deviation
**/
using System;
namespace QuanTAlib;
</summary> */
public class MAD_Series : Single_TSeries_Indicator
{