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https://github.com/mihakralj/QuanTAlib.git
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Update main automation workflow to use wildcard for dotcover report path
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@@ -0,0 +1,69 @@
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namespace QuanTAlib;
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using System;
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using System.Collections.Generic;
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/* <summary>
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ADL: Chaikin Accumulation/Distribution Line
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ADL is a volume-based indicator that measures the cumulative Money Flow Volume:
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1. Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)
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2. Money Flow Volume = Money Flow Multiplier x Volume for the Period
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3. ADL = Previous ADL + Current Period's Money Flow Volume
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Sources:
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https://school.stockcharts.com/doku.php?id=technical_indicators:accumulation_distribution_line
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</summary> */
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public class ADL_Series : TSeries {
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protected readonly TBars _data;
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private double _lastadl, _lastlastadl;
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//core constructors
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public ADL_Series() {
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Name = $"ADL()";
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_lastadl = _lastlastadl = 0;
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}
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public ADL_Series(TBars source) {
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_data = source;
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Name = $"ADL({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
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_lastadl = _lastlastadl = 0;
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_data.Pub += Sub;
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Add(data: _data);
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}
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//////////////////
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
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if (update) { this._lastadl = this._lastlastadl; }
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else { this._lastlastadl = this._lastadl; }
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double _adl = 0;
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double tmp = TBar.h - TBar.l;
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if (tmp > 0.0) {
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_adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v);
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}
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_lastadl = _adl;
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var ret = (TBar.t, _adl);
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return base.Add(ret, update);
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}
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public new void Add(TBars data) {
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foreach (var item in data) { Add(item, false); }
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TBar: _data.Last, update: update);
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}
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public (DateTime t, double v) Add() {
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return Add(TBar: _data.Last, update: false);
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}
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TBar: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_lastadl = _lastlastadl = 0;
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}
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}
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