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Miha Kralj
File diff suppressed because one or more lines are too long
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@@ -1,52 +1,52 @@
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using System.Drawing;
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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namespace QuanTAlib;
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public class JMA_chart : Indicator
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public class JMA_chart : Indicator
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{
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{
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#region Parameters
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 3;
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private int DataSource = 3;
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#endregion Parameters
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#endregion Parameters
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private TBars bars ;
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private TBars bars ;
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///////
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///////
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private JMA_Series indicator;
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private JMA_Series indicator;
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///////
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///////
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public JMA_chart()
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public JMA_chart()
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{
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{
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this.SeparateWindow = false;
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this.SeparateWindow = false;
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this.Name = "JMA - Jurik Moving Average";
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this.Name = "JMA - Jurik Moving Average";
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this.Description = "Jurik Moving Average description";
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this.Description = "Jurik Moving Average description";
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this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
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this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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}
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protected override void OnInit()
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protected override void OnInit()
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{
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{
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this.ShortName =
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this.ShortName =
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"JMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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"JMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.bars = new();
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this.bars = new();
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this.indicator = new(source: bars.Select(this.DataSource),
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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period: this.Period, useNaN: false);
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}
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}
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protected override void OnUpdate(UpdateArgs args)
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protected override void OnUpdate(UpdateArgs args)
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{
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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this.SetValue(result);
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}
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}
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}
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}
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@@ -1,53 +1,53 @@
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using System.Drawing;
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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namespace QuanTAlib;
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public class PSDEV_chart : Indicator
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public class PSDEV_chart : Indicator
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{
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{
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#region Parameters
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 8;
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private int DataSource = 8;
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#endregion Parameters
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#endregion Parameters
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private TBars bars;
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private TBars bars;
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///////dotnet
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///////dotnet
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private PSDEV_Series indicator;
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private PSDEV_Series indicator;
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///////
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///////
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public PSDEV_chart()
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public PSDEV_chart()
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{
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{
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this.SeparateWindow = true;
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this.SeparateWindow = true;
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this.Name = "PSDEV - Population Standard Deviation (Biased)";
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this.Name = "PSDEV - Population Standard Deviation (Biased)";
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this.Description = "PSDEV description";
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this.Description = "PSDEV description";
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this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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}
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protected override void OnInit()
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protected override void OnInit()
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{
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{
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this.bars = new();
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this.bars = new();
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this.ShortName =
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this.ShortName =
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"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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period: this.Period, useNaN: true);
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}
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}
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protected override void OnUpdate(UpdateArgs args)
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protected override void OnUpdate(UpdateArgs args)
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{
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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this.SetValue(result, 0);
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}
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}
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}
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}
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@@ -1,53 +1,53 @@
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using System.Drawing;
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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namespace QuanTAlib;
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public class SDEV_chart : Indicator
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public class SDEV_chart : Indicator
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{
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{
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#region Parameters
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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private int Period = 10;
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[InputParameter("Data source", 1, variants: new object[]
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[InputParameter("Data source", 1, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int DataSource = 8;
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private int DataSource = 8;
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#endregion Parameters
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#endregion Parameters
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private TBars bars;
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private TBars bars;
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///////dotnet
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///////dotnet
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private SDEV_Series indicator;
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private SDEV_Series indicator;
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///////
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///////
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public SDEV_chart()
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public SDEV_chart()
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{
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{
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this.SeparateWindow = true;
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this.SeparateWindow = true;
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this.Name = "SDEV - Sample Standard Deviation (Unbiased)";
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this.Name = "SDEV - Sample Standard Deviation (Unbiased)";
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this.Description = "SDEV description";
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this.Description = "SDEV description";
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this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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}
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|
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protected override void OnInit()
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protected override void OnInit()
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{
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{
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this.bars = new();
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this.bars = new();
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this.ShortName =
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this.ShortName =
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"SDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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"SDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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period: this.Period, useNaN: true);
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}
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}
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protected override void OnUpdate(UpdateArgs args)
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protected override void OnUpdate(UpdateArgs args)
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{
|
{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.GetPrice(PriceType.Volume), update);
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double result = this.indicator[this.indicator.Count - 1].v;
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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this.SetValue(result, 0);
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}
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}
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}
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}
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@@ -0,0 +1,53 @@
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|
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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|
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public class SSDEV_chart : Indicator
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|
{
|
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|
#region Parameters
|
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|
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|
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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|
private int Period = 10;
|
||||||
|
|
||||||
|
[InputParameter("Data source", 1, variants: new object[]
|
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|
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
|
||||||
|
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
|
||||||
|
private int DataSource = 8;
|
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|
|
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|
#endregion Parameters
|
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|
|
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|
private TBars bars;
|
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|
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|
///////dotnet
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|
private SSDEV_Series indicator;
|
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|
///////
|
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|
|
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|
public SSDEV_chart()
|
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|
{
|
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|
this.SeparateWindow = true;
|
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|
this.Name = "SSDEV - Sample Standard Deviation (Unbiased)";
|
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this.Description = "SSDEV description";
|
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this.AddLineSeries("SSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
|
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}
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|
|
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|
protected override void OnInit()
|
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|
{
|
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|
this.bars = new();
|
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|
this.ShortName =
|
||||||
|
"SSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
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|
this.indicator = new(source: bars.Select(this.DataSource),
|
||||||
|
period: this.Period, useNaN: true);
|
||||||
|
}
|
||||||
|
protected override void OnUpdate(UpdateArgs args)
|
||||||
|
{
|
||||||
|
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||||
|
args.Reason == UpdateReason.HistoricalBar);
|
||||||
|
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||||
|
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
|
||||||
|
this.GetPrice(PriceType.Close),
|
||||||
|
this.GetPrice(PriceType.Volume), update);
|
||||||
|
double result = this.indicator[this.indicator.Count - 1].v;
|
||||||
|
|
||||||
|
this.SetValue(result, 0);
|
||||||
|
}
|
||||||
|
}
|
||||||
+27
-27
@@ -1,28 +1,28 @@
|
|||||||
namespace QuanTAlib;
|
namespace QuanTAlib;
|
||||||
using System;
|
using System;
|
||||||
|
|
||||||
/* <summary>
|
/* <summary>
|
||||||
Random Bars generator - used for testing, validation and fun
|
Random Bars generator - used for testing, validation and fun
|
||||||
Returns 'bars' number of candles that follow common market movement.
|
Returns 'bars' number of candles that follow common market movement.
|
||||||
volatility defines how 'jumpy' is the series of
|
volatility defines how 'jumpy' is the series of
|
||||||
startvalue defines beginning closing price that then guides the rest of series
|
startvalue defines beginning closing price that then guides the rest of series
|
||||||
|
|
||||||
</summary> */
|
</summary> */
|
||||||
|
|
||||||
public class RND_Feed : TBars
|
public class RND_Feed : TBars
|
||||||
{
|
{
|
||||||
public RND_Feed(int bars, double volatility = 0.05, double startvalue = 100.0)
|
public RND_Feed(int bars, double volatility = 0.05, double startvalue = 100.0)
|
||||||
{
|
{
|
||||||
Random rnd = new();
|
Random rnd = new();
|
||||||
double c = startvalue;
|
double c = startvalue;
|
||||||
for (int i = 0; i < bars; i++)
|
for (int i = 0; i < bars; i++)
|
||||||
{
|
{
|
||||||
double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
|
double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
|
||||||
double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
|
double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
|
||||||
double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
|
double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
|
||||||
c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
|
c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
|
||||||
double v = Math.Round(1000 * rnd.NextDouble(), 2);
|
double v = Math.Round(1000 * rnd.NextDouble(), 2);
|
||||||
this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);
|
this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
+158
-158
@@ -1,159 +1,159 @@
|
|||||||
namespace QuanTAlib;
|
namespace QuanTAlib;
|
||||||
using System;
|
using System;
|
||||||
|
|
||||||
/* <summary>
|
/* <summary>
|
||||||
JMA: Jurik Moving Average
|
JMA: Jurik Moving Average
|
||||||
Mark Jurik's Moving Average (JMA) attempts to eliminate noise to see the
|
Mark Jurik's Moving Average (JMA) attempts to eliminate noise to see the
|
||||||
underlying activity. It has extremely low lag, is very smooth and is responsive
|
underlying activity. It has extremely low lag, is very smooth and is responsive
|
||||||
to market gaps.
|
to market gaps.
|
||||||
|
|
||||||
Sources:
|
Sources:
|
||||||
https://c.mql5.com/forextsd/forum/164/jurik_1.pdf
|
https://c.mql5.com/forextsd/forum/164/jurik_1.pdf
|
||||||
https://www.prorealcode.com/prorealtime-indicators/jurik-volatility-bands/
|
https://www.prorealcode.com/prorealtime-indicators/jurik-volatility-bands/
|
||||||
|
|
||||||
Issues:
|
Issues:
|
||||||
Real JMA algorithm is not published and this formula is derived through
|
Real JMA algorithm is not published and this formula is derived through
|
||||||
deduction and reverse analysis of JMA behavior. It is really close, but not
|
deduction and reverse analysis of JMA behavior. It is really close, but not
|
||||||
exact - published JMA tests against JMA.CSV fail with small deviation. The
|
exact - published JMA tests against JMA.CSV fail with small deviation. The
|
||||||
original algo is slightly different, yet this approximation is close enough.
|
original algo is slightly different, yet this approximation is close enough.
|
||||||
|
|
||||||
</summary> */
|
</summary> */
|
||||||
|
|
||||||
public class JMA_Series : Single_TSeries_Indicator
|
public class JMA_Series : Single_TSeries_Indicator
|
||||||
{
|
{
|
||||||
private readonly System.Collections.Generic.List<double> vbuffer10;
|
private readonly System.Collections.Generic.List<double> vbuffer10;
|
||||||
private readonly System.Collections.Generic.List<double> vsum65;
|
private readonly System.Collections.Generic.List<double> vsum65;
|
||||||
|
|
||||||
private double prev_ma1, prev_det0, prev_det1, prev_jma, bsmax, bsmin;
|
private double prev_ma1, prev_det0, prev_det1, prev_jma, bsmax, bsmin;
|
||||||
private double o_prev_ma1, o_prev_det0, o_prev_det1, o_prev_jma, o_bsmax, o_bsmin;
|
private double o_prev_ma1, o_prev_det0, o_prev_det1, o_prev_jma, o_bsmax, o_bsmin;
|
||||||
|
|
||||||
private readonly double pr, pow1, len2, beta, rvolty;
|
private readonly double pr, pow1, len2, beta, rvolty;
|
||||||
|
|
||||||
public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN)
|
public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN)
|
||||||
{
|
{
|
||||||
this.vbuffer10 = new();
|
this.vbuffer10 = new();
|
||||||
this.vsum65 = new();
|
this.vsum65 = new();
|
||||||
|
|
||||||
// constants
|
// constants
|
||||||
this.pr = (phase < -100) ? 0.5 : (phase > 100) ? 2.5 : (phase * 0.01) + 1.5;
|
this.pr = (phase < -100) ? 0.5 : (phase > 100) ? 2.5 : (phase * 0.01) + 1.5;
|
||||||
double len1 = Math.Max((Math.Log(Math.Sqrt(0.5 * (_p - 1))) / Math.Log(2.0)) + 2.0, 0);
|
double len1 = Math.Max((Math.Log(Math.Sqrt(0.5 * (_p - 1))) / Math.Log(2.0)) + 2.0, 0);
|
||||||
this.pow1 = Math.Max(len1 - 2, 0.5);
|
this.pow1 = Math.Max(len1 - 2, 0.5);
|
||||||
this.rvolty = Math.Exp((1 / this.pow1) * Math.Log(len1));
|
this.rvolty = Math.Exp((1 / this.pow1) * Math.Log(len1));
|
||||||
this.len2 = Math.Sqrt(0.5 * (_p - 1)) * len1;
|
this.len2 = Math.Sqrt(0.5 * (_p - 1)) * len1;
|
||||||
this.beta = 0.45 * (_p - 1) / (0.45 * (_p - 1) + 2);
|
this.beta = 0.45 * (_p - 1) / (0.45 * (_p - 1) + 2);
|
||||||
if (base._data.Count > 0) { base.Add(base._data); }
|
if (base._data.Count > 0) { base.Add(base._data); }
|
||||||
}
|
}
|
||||||
|
|
||||||
public override void Add((System.DateTime t, double v) TValue, bool update)
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
{
|
{
|
||||||
if (this.Count == 0)
|
if (this.Count == 0)
|
||||||
{
|
{
|
||||||
this.prev_ma1 = this.prev_jma = TValue.v;
|
this.prev_ma1 = this.prev_jma = TValue.v;
|
||||||
this.bsmax = this.bsmin = this.prev_det0 = this.prev_det1 = 0;
|
this.bsmax = this.bsmin = this.prev_det0 = this.prev_det1 = 0;
|
||||||
}
|
}
|
||||||
|
|
||||||
if (update)
|
if (update)
|
||||||
{
|
{
|
||||||
this.prev_jma = this.o_prev_jma;
|
this.prev_jma = this.o_prev_jma;
|
||||||
this.prev_ma1 = this.o_prev_ma1;
|
this.prev_ma1 = this.o_prev_ma1;
|
||||||
this.prev_det0 = this.o_prev_det0;
|
this.prev_det0 = this.o_prev_det0;
|
||||||
this.prev_det1 = this.o_prev_det1;
|
this.prev_det1 = this.o_prev_det1;
|
||||||
this.bsmax = this.o_bsmax;
|
this.bsmax = this.o_bsmax;
|
||||||
this.bsmin = this.o_bsmin;
|
this.bsmin = this.o_bsmin;
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
this.o_prev_jma = this.prev_jma;
|
this.o_prev_jma = this.prev_jma;
|
||||||
this.o_prev_ma1 = this.prev_ma1;
|
this.o_prev_ma1 = this.prev_ma1;
|
||||||
this.o_prev_det0 = this.prev_det0;
|
this.o_prev_det0 = this.prev_det0;
|
||||||
this.o_prev_det1 = this.prev_det1;
|
this.o_prev_det1 = this.prev_det1;
|
||||||
this.o_bsmax = this.bsmax;
|
this.o_bsmax = this.bsmax;
|
||||||
this.o_bsmin = this.bsmin;
|
this.o_bsmin = this.bsmin;
|
||||||
}
|
}
|
||||||
|
|
||||||
double hprice = TValue.v;
|
double hprice = TValue.v;
|
||||||
double lprice = TValue.v;
|
double lprice = TValue.v;
|
||||||
for (int i = 0; i <= Math.Min(9, this._data.Count - 1); i++)
|
for (int i = 0; i <= Math.Min(9, this._data.Count - 1); i++)
|
||||||
{
|
{
|
||||||
var _item = this._data[this._data.Count - 1 - i].v;
|
var _item = this._data[this._data.Count - 1 - i].v;
|
||||||
hprice = (_item > hprice) ? _item : hprice;
|
hprice = (_item > hprice) ? _item : hprice;
|
||||||
lprice = (_item < lprice) ? _item : lprice;
|
lprice = (_item < lprice) ? _item : lprice;
|
||||||
}
|
}
|
||||||
double del1 = hprice - this.bsmax;
|
double del1 = hprice - this.bsmax;
|
||||||
double del2 = lprice - this.bsmin;
|
double del2 = lprice - this.bsmin;
|
||||||
|
|
||||||
double volty = (Math.Abs(del1) != Math.Abs(del2))
|
double volty = (Math.Abs(del1) != Math.Abs(del2))
|
||||||
? Math.Max(Math.Abs(del1), Math.Abs(del2))
|
? Math.Max(Math.Abs(del1), Math.Abs(del2))
|
||||||
: 0;
|
: 0;
|
||||||
if (update)
|
if (update)
|
||||||
{
|
{
|
||||||
this.vbuffer10[this.vbuffer10.Count - 1] = volty;
|
this.vbuffer10[this.vbuffer10.Count - 1] = volty;
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
this.vbuffer10.Add(volty);
|
this.vbuffer10.Add(volty);
|
||||||
}
|
}
|
||||||
if (this.vbuffer10.Count > 10)
|
if (this.vbuffer10.Count > 10)
|
||||||
{
|
{
|
||||||
this.vbuffer10.RemoveAt(0);
|
this.vbuffer10.RemoveAt(0);
|
||||||
}
|
}
|
||||||
|
|
||||||
double prevvsum =
|
double prevvsum =
|
||||||
(this.vsum65.Count > 0) ? this.vsum65[this.vsum65.Count - 1] : 0;
|
(this.vsum65.Count > 0) ? this.vsum65[this.vsum65.Count - 1] : 0;
|
||||||
double vsumitem = prevvsum + 0.1 * (volty - this.vbuffer10[0]);
|
double vsumitem = prevvsum + 0.1 * (volty - this.vbuffer10[0]);
|
||||||
if (update)
|
if (update)
|
||||||
{
|
{
|
||||||
this.vsum65[this.vsum65.Count - 1] = vsumitem;
|
this.vsum65[this.vsum65.Count - 1] = vsumitem;
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
this.vsum65.Add(vsumitem);
|
this.vsum65.Add(vsumitem);
|
||||||
}
|
}
|
||||||
if (this.vsum65.Count > 65)
|
if (this.vsum65.Count > 65)
|
||||||
{
|
{
|
||||||
this.vsum65.RemoveAt(0);
|
this.vsum65.RemoveAt(0);
|
||||||
}
|
}
|
||||||
|
|
||||||
double avolty = 0;
|
double avolty = 0;
|
||||||
for (int i = 0; i < this.vsum65.Count; i++)
|
for (int i = 0; i < this.vsum65.Count; i++)
|
||||||
{
|
{
|
||||||
avolty += this.vsum65[i];
|
avolty += this.vsum65[i];
|
||||||
}
|
}
|
||||||
|
|
||||||
avolty /= this.vsum65.Count;
|
avolty /= this.vsum65.Count;
|
||||||
double dvolty = (avolty > 0) ? volty / avolty : 0;
|
double dvolty = (avolty > 0) ? volty / avolty : 0;
|
||||||
dvolty = Math.Max((dvolty > this.rvolty) ? this.rvolty : dvolty, 1.0);
|
dvolty = Math.Max((dvolty > this.rvolty) ? this.rvolty : dvolty, 1.0);
|
||||||
|
|
||||||
double pow2 = Math.Exp(this.pow1 * Math.Log(dvolty));
|
double pow2 = Math.Exp(this.pow1 * Math.Log(dvolty));
|
||||||
double kv =
|
double kv =
|
||||||
Math.Exp(Math.Sqrt(pow2) * Math.Log(this.len2 / (this.len2 + 1)));
|
Math.Exp(Math.Sqrt(pow2) * Math.Log(this.len2 / (this.len2 + 1)));
|
||||||
|
|
||||||
this.bsmax = (del1 > 0) ? hprice : hprice - (kv * del1);
|
this.bsmax = (del1 > 0) ? hprice : hprice - (kv * del1);
|
||||||
this.bsmin = (del2 < 0) ? lprice : lprice - (kv * del2);
|
this.bsmin = (del2 < 0) ? lprice : lprice - (kv * del2);
|
||||||
|
|
||||||
// adaptive EMA dynamic factor
|
// adaptive EMA dynamic factor
|
||||||
double pow = Math.Pow(dvolty, this.pow1);
|
double pow = Math.Pow(dvolty, this.pow1);
|
||||||
double alpha = Math.Pow(this.beta, pow);
|
double alpha = Math.Pow(this.beta, pow);
|
||||||
|
|
||||||
// 1st stage - preliminary smoothing by adaptive EMA
|
// 1st stage - preliminary smoothing by adaptive EMA
|
||||||
double ma1 = TValue.v * (1 - alpha) + this.prev_ma1 * alpha;
|
double ma1 = TValue.v * (1 - alpha) + this.prev_ma1 * alpha;
|
||||||
this.prev_ma1 = ma1;
|
this.prev_ma1 = ma1;
|
||||||
|
|
||||||
// 2nd stage - one more preliminary smoothing by Kalman filter
|
// 2nd stage - one more preliminary smoothing by Kalman filter
|
||||||
double det0 = (TValue.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
|
double det0 = (TValue.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
|
||||||
this.prev_det0 = det0;
|
this.prev_det0 = det0;
|
||||||
double ma2 = ma1 + (this.pr * det0);
|
double ma2 = ma1 + (this.pr * det0);
|
||||||
|
|
||||||
// 3rd stage - final smoothing by Jurik adaptive filter
|
// 3rd stage - final smoothing by Jurik adaptive filter
|
||||||
double det1 = ((ma2 - this.prev_jma) * (1 - alpha) * (1 - alpha)) +
|
double det1 = ((ma2 - this.prev_jma) * (1 - alpha) * (1 - alpha)) +
|
||||||
(this.prev_det1 * alpha * alpha);
|
(this.prev_det1 * alpha * alpha);
|
||||||
this.prev_det1 = det1;
|
this.prev_det1 = det1;
|
||||||
var jma = this.prev_jma + det1;
|
var jma = this.prev_jma + det1;
|
||||||
this.prev_jma = jma;
|
this.prev_jma = jma;
|
||||||
|
|
||||||
(System.DateTime t, double v) result =
|
(System.DateTime t, double v) result =
|
||||||
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
|
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
|
||||||
base.Add(result, update);
|
base.Add(result, update);
|
||||||
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
+71
-71
@@ -1,72 +1,72 @@
|
|||||||
<?xml version="1.0" encoding="utf-8"?>
|
<?xml version="1.0" encoding="utf-8"?>
|
||||||
<Project Sdk="Microsoft.NET.Sdk">
|
<Project Sdk="Microsoft.NET.Sdk">
|
||||||
<PropertyGroup>
|
<PropertyGroup>
|
||||||
<Version>0.1.15</Version>
|
<Version>0.1.15</Version>
|
||||||
<releaseNotes>
|
<releaseNotes>
|
||||||
</releaseNotes>
|
</releaseNotes>
|
||||||
<Title>QuanTAlib</Title>
|
<Title>QuanTAlib</Title>
|
||||||
<Product>Library of Technical Indicators for .NET</Product>
|
<Product>Library of Technical Indicators for .NET</Product>
|
||||||
<Description>Quantitative Technical Analysis library for both real-time (streaming) and historical data analysis</Description>
|
<Description>Quantitative Technical Analysis library for both real-time (streaming) and historical data analysis</Description>
|
||||||
<RepositoryType>git</RepositoryType>
|
<RepositoryType>git</RepositoryType>
|
||||||
<RepositoryUrl>https://github.com/mihakralj/QuanTAlib</RepositoryUrl>
|
<RepositoryUrl>https://github.com/mihakralj/QuanTAlib</RepositoryUrl>
|
||||||
<PublishRepositoryUrl>true</PublishRepositoryUrl>
|
<PublishRepositoryUrl>true</PublishRepositoryUrl>
|
||||||
<Authors>Miha Kralj</Authors>
|
<Authors>Miha Kralj</Authors>
|
||||||
<Copyright>Miha Kralj</Copyright>
|
<Copyright>Miha Kralj</Copyright>
|
||||||
<PackageReadmeFile>readme.md</PackageReadmeFile>
|
<PackageReadmeFile>readme.md</PackageReadmeFile>
|
||||||
<TargetFrameworks>net7.0;net6.0;netstandard2.0</TargetFrameworks>
|
<TargetFrameworks>net7.0;net6.0;netstandard2.0</TargetFrameworks>
|
||||||
<ImplicitUsings>disable</ImplicitUsings>
|
<ImplicitUsings>disable</ImplicitUsings>
|
||||||
<LangVersion>preview</LangVersion>
|
<LangVersion>preview</LangVersion>
|
||||||
<Nullable>disable</Nullable>
|
<Nullable>disable</Nullable>
|
||||||
<DisableImplicitNamespaceImports>true</DisableImplicitNamespaceImports>
|
<DisableImplicitNamespaceImports>true</DisableImplicitNamespaceImports>
|
||||||
<NeutralLanguage>en-US</NeutralLanguage>
|
<NeutralLanguage>en-US</NeutralLanguage>
|
||||||
<RootNamespace>QuanTAlib</RootNamespace>
|
<RootNamespace>QuanTAlib</RootNamespace>
|
||||||
<AssemblyName>QuanTAlib</AssemblyName>
|
<AssemblyName>QuanTAlib</AssemblyName>
|
||||||
<IsPublishable>True</IsPublishable>
|
<IsPublishable>True</IsPublishable>
|
||||||
<PlatformTarget>AnyCPU</PlatformTarget>
|
<PlatformTarget>AnyCPU</PlatformTarget>
|
||||||
<AllowUnsafeBlocks>False</AllowUnsafeBlocks>
|
<AllowUnsafeBlocks>False</AllowUnsafeBlocks>
|
||||||
<DebugType>embedded</DebugType>
|
<DebugType>embedded</DebugType>
|
||||||
<ProduceReferenceAssembly>True</ProduceReferenceAssembly>
|
<ProduceReferenceAssembly>True</ProduceReferenceAssembly>
|
||||||
<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
|
<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
|
||||||
<PackageTags>
|
<PackageTags>
|
||||||
Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;
|
Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;
|
||||||
AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;
|
AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;
|
||||||
Quantitative;Historical;Quotes;
|
Quantitative;Historical;Quotes;
|
||||||
</PackageTags>
|
</PackageTags>
|
||||||
<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
|
<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
|
||||||
<PackageLicenseFile></PackageLicenseFile>
|
<PackageLicenseFile></PackageLicenseFile>
|
||||||
<SynchReleaseVersion>false</SynchReleaseVersion>
|
<SynchReleaseVersion>false</SynchReleaseVersion>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
|
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
|
||||||
<DebugType>full</DebugType>
|
<DebugType>full</DebugType>
|
||||||
<Optimize>True</Optimize>
|
<Optimize>True</Optimize>
|
||||||
<WarningLevel>7</WarningLevel>
|
<WarningLevel>7</WarningLevel>
|
||||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||||
<PlatformTarget>anycpu</PlatformTarget>
|
<PlatformTarget>anycpu</PlatformTarget>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
|
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
|
||||||
<DebugType></DebugType>
|
<DebugType></DebugType>
|
||||||
<Optimize>True</Optimize>
|
<Optimize>True</Optimize>
|
||||||
<WarningLevel>7</WarningLevel>
|
<WarningLevel>7</WarningLevel>
|
||||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||||
<PlatformTarget>anycpu</PlatformTarget>
|
<PlatformTarget>anycpu</PlatformTarget>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
<PropertyGroup>
|
<PropertyGroup>
|
||||||
<PackageIcon>QuanTAlib2.png</PackageIcon>
|
<PackageIcon>QuanTAlib2.png</PackageIcon>
|
||||||
<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
|
<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
|
||||||
<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
|
<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<None Include="..\Docs\readme.md">
|
<None Include="..\Docs\readme.md">
|
||||||
<Pack>True</Pack>
|
<Pack>True</Pack>
|
||||||
<PackagePath></PackagePath>
|
<PackagePath></PackagePath>
|
||||||
</None>
|
</None>
|
||||||
<None Include="..\.github\QuanTAlib2.png">
|
<None Include="..\.github\QuanTAlib2.png">
|
||||||
<Pack>True</Pack>
|
<Pack>True</Pack>
|
||||||
<Visible>False</Visible>
|
<Visible>False</Visible>
|
||||||
<PackagePath></PackagePath>
|
<PackagePath></PackagePath>
|
||||||
</None>
|
</None>
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<PackageReference Include="System.Text.Json" Version="7.0.0-preview.4.22229.4" />
|
<PackageReference Include="System.Text.Json" Version="7.0.0-preview.4.22229.4" />
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
</Project>
|
</Project>
|
||||||
@@ -1,44 +1,44 @@
|
|||||||
namespace QuanTAlib;
|
namespace QuanTAlib;
|
||||||
using System;
|
using System;
|
||||||
|
|
||||||
/* <summary>
|
/* <summary>
|
||||||
PSDEV: Population Standard Deviation
|
PSDEV: Population Standard Deviation
|
||||||
Population Standard Deviation is the square root of the biased variance, also knons as
|
Population Standard Deviation is the square root of the biased variance, also knons as
|
||||||
Uncorrected Sample Standard Deviation
|
Uncorrected Sample Standard Deviation
|
||||||
|
|
||||||
Sources:
|
Sources:
|
||||||
https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
|
https://en.wikipedia.org/wiki/Standard_deviation#Uncorrected_sample_standard_deviation
|
||||||
|
|
||||||
Remark:
|
Remark:
|
||||||
PSDEV (Population Standard Deviation) is also known as a biased/uncorrected Standard Deviation.
|
PSDEV (Population Standard Deviation) is also known as a biased/uncorrected Standard Deviation.
|
||||||
For unbiased version that uses Bessel's correction, use SDEV instead.
|
For unbiased version that uses Bessel's correction, use SDEV instead.
|
||||||
|
|
||||||
</summary> */
|
</summary> */
|
||||||
|
|
||||||
public class PSDEV_Series : Single_TSeries_Indicator
|
public class PSDEV_Series : Single_TSeries_Indicator
|
||||||
{
|
{
|
||||||
public PSDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
public PSDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
||||||
{
|
{
|
||||||
if (base._data.Count > 0) { base.Add(base._data); }
|
if (base._data.Count > 0) { base.Add(base._data); }
|
||||||
}
|
}
|
||||||
private readonly System.Collections.Generic.List<double> _buffer = new();
|
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||||
|
|
||||||
public override void Add((System.DateTime t, double v) TValue, bool update)
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
{
|
{
|
||||||
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
|
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
|
||||||
else { _buffer.Add(TValue.v); }
|
else { _buffer.Add(TValue.v); }
|
||||||
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
|
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
|
||||||
|
|
||||||
double _sma = 0;
|
double _sma = 0;
|
||||||
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
|
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
|
||||||
_sma /= this._buffer.Count;
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
double _pvar = 0;
|
double _pvar = 0;
|
||||||
for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
|
for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
|
||||||
_pvar /= this._buffer.Count;
|
_pvar /= this._buffer.Count;
|
||||||
double _psdev = Math.Sqrt(_pvar);
|
double _psdev = Math.Sqrt(_pvar);
|
||||||
|
|
||||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _psdev);
|
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _psdev);
|
||||||
base.Add(result, update);
|
base.Add(result, update);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -1,44 +1,44 @@
|
|||||||
namespace QuanTAlib;
|
namespace QuanTAlib;
|
||||||
using System;
|
using System;
|
||||||
|
|
||||||
/* <summary>
|
/* <summary>
|
||||||
SDEV: (Corrected) Sample Standard Deviation
|
SDEV: (Corrected) Sample Standard Deviation
|
||||||
Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
|
Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
|
||||||
|
|
||||||
Sources:
|
Sources:
|
||||||
https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
|
https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
|
||||||
Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
|
Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
|
||||||
|
|
||||||
Remark:
|
Remark:
|
||||||
SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
|
SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
|
||||||
For a population/biased/uncorrected Standard Deviation, use PSDEV instead
|
For a population/biased/uncorrected Standard Deviation, use PSDEV instead
|
||||||
|
|
||||||
</summary> */
|
</summary> */
|
||||||
|
|
||||||
public class SDEV_Series : Single_TSeries_Indicator
|
public class SDEV_Series : Single_TSeries_Indicator
|
||||||
{
|
{
|
||||||
public SDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
public SDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
||||||
{
|
{
|
||||||
if (base._data.Count > 0) { base.Add(base._data); }
|
if (base._data.Count > 0) { base.Add(base._data); }
|
||||||
}
|
}
|
||||||
private readonly System.Collections.Generic.List<double> _buffer = new();
|
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||||
|
|
||||||
public override void Add((System.DateTime t, double v) TValue, bool update)
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
{
|
{
|
||||||
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
|
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
|
||||||
else { this._buffer.Add(TValue.v); }
|
else { this._buffer.Add(TValue.v); }
|
||||||
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
|
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
|
||||||
|
|
||||||
double _sma = 0;
|
double _sma = 0;
|
||||||
for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
|
for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
|
||||||
_sma /= this._buffer.Count;
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
double _svar = 0;
|
double _svar = 0;
|
||||||
for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
|
for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
|
||||||
_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
|
_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
|
||||||
double _ssdev = Math.Sqrt(_svar);
|
double _ssdev = Math.Sqrt(_svar);
|
||||||
|
|
||||||
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
|
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
|
||||||
base.Add(result, update);
|
base.Add(result, update);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -0,0 +1,44 @@
|
|||||||
|
namespace QuanTAlib;
|
||||||
|
using System;
|
||||||
|
|
||||||
|
/* <summary>
|
||||||
|
SSDEV: (Corrected) Sample Standard Deviation
|
||||||
|
Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
|
||||||
|
|
||||||
|
Sources:
|
||||||
|
https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
|
||||||
|
Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
|
||||||
|
|
||||||
|
Remark:
|
||||||
|
SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
|
||||||
|
For a population/biased/uncorrected Standard Deviation, use SDEV instead
|
||||||
|
|
||||||
|
</summary> */
|
||||||
|
|
||||||
|
public class SSDEV_Series : Single_TSeries_Indicator
|
||||||
|
{
|
||||||
|
public SSDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
|
||||||
|
{
|
||||||
|
if (base._data.Count > 0) { base.Add(base._data); }
|
||||||
|
}
|
||||||
|
private readonly System.Collections.Generic.List<double> _buffer = new();
|
||||||
|
|
||||||
|
public override void Add((System.DateTime t, double v) TValue, bool update)
|
||||||
|
{
|
||||||
|
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
|
||||||
|
else { this._buffer.Add(TValue.v); }
|
||||||
|
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
|
||||||
|
|
||||||
|
double _sma = 0;
|
||||||
|
for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
|
||||||
|
_sma /= this._buffer.Count;
|
||||||
|
|
||||||
|
double _svar = 0;
|
||||||
|
for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
|
||||||
|
_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
|
||||||
|
double _ssdev = Math.Sqrt(_svar);
|
||||||
|
|
||||||
|
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
|
||||||
|
base.Add(result, update);
|
||||||
|
}
|
||||||
|
}
|
||||||
+33
-33
@@ -1,33 +1,33 @@
|
|||||||
using Xunit;
|
using Xunit;
|
||||||
using System;
|
using System;
|
||||||
using QuanTAlib;
|
using QuanTAlib;
|
||||||
|
|
||||||
namespace MovingAvg;
|
namespace MovingAvg;
|
||||||
public class JMA_Test
|
public class JMA_Test
|
||||||
{
|
{
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Add_Test()
|
public void Add_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
JMA_Series c = new(a, 3);
|
JMA_Series c = new(a, 3);
|
||||||
Assert.Equal(6, c.Count);
|
Assert.Equal(6, c.Count);
|
||||||
a.Add(5);
|
a.Add(5);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(0, update: true);
|
a.Add(0, update: true);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Edge_Test()
|
public void Edge_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
JMA_Series c = new(a, 3);
|
JMA_Series c = new(a, 3);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.NaN);
|
a.Add(double.NaN);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.PositiveInfinity);
|
a.Add(double.PositiveInfinity);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
using Xunit;
|
using Xunit;
|
||||||
using System;
|
using System;
|
||||||
using QuanTAlib;
|
using QuanTAlib;
|
||||||
|
|
||||||
namespace Statistics;
|
namespace Statistics;
|
||||||
public class PSDEV_Test
|
public class PSDEV_Test
|
||||||
{
|
{
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Add_Test()
|
public void Add_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
PSDEV_Series c = new(a, 3);
|
PSDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(6, c.Count);
|
Assert.Equal(6, c.Count);
|
||||||
a.Add(5);
|
a.Add(5);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(0, update: true);
|
a.Add(0, update: true);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Edge_Test()
|
public void Edge_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
PSDEV_Series c = new(a, 3);
|
PSDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.NaN);
|
a.Add(double.NaN);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.PositiveInfinity);
|
a.Add(double.PositiveInfinity);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
using Xunit;
|
using Xunit;
|
||||||
using System;
|
using System;
|
||||||
using QuanTAlib;
|
using QuanTAlib;
|
||||||
|
|
||||||
namespace Statistics;
|
namespace Statistics;
|
||||||
public class SDEV_Test
|
public class SDEV_Test
|
||||||
{
|
{
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Add_Test()
|
public void Add_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
TSeries a = new() { 0, 1, 2, 3, 4, 5 };
|
||||||
SDEV_Series c = new(a, 3);
|
SDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(6, c.Count);
|
Assert.Equal(6, c.Count);
|
||||||
a.Add(5);
|
a.Add(5);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(0, update: true);
|
a.Add(0, update: true);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public void Edge_Test()
|
public void Edge_Test()
|
||||||
{
|
{
|
||||||
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
|
||||||
SDEV_Series c = new(a, 3);
|
SDEV_Series c = new(a, 3);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.NaN);
|
a.Add(double.NaN);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
a.Add(double.PositiveInfinity);
|
a.Add(double.PositiveInfinity);
|
||||||
Assert.Equal(a.Count, c.Count);
|
Assert.Equal(a.Count, c.Count);
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|||||||
+148
-148
@@ -1,148 +1,148 @@
|
|||||||
{
|
{
|
||||||
"cells": [
|
"cells": [
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>QuanTAlib, 0.1.10-beta</span></li><li><span>TALib.NETCore, 0.4.4</span></li></ul></div></div>"
|
"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>QuanTAlib, 0.1.10-beta</span></li><li><span>TALib.NETCore, 0.4.4</span></li></ul></div></div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"#r \"nuget: TALib.NETCore, 0.4.4\" \n",
|
"#r \"nuget: TALib.NETCore, 0.4.4\" \n",
|
||||||
"#r \"nuget: QuanTAlib, 0.1.10-beta\" \n",
|
"#r \"nuget: QuanTAlib, 0.1.10-beta\" \n",
|
||||||
"\n",
|
"\n",
|
||||||
"using QuanTAlib;\n",
|
"using QuanTAlib;\n",
|
||||||
"using TALib;\n"
|
"using TALib;\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"ename": "Error",
|
"ename": "Error",
|
||||||
"evalue": "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)",
|
"evalue": "(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)",
|
||||||
"output_type": "error",
|
"output_type": "error",
|
||||||
"traceback": [
|
"traceback": [
|
||||||
"(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)"
|
"(1,1): error CS0246: The type or namespace name 'YAHOO_Feed' could not be found (are you missing a using directive or an assembly reference?)"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"YAHOO_Feed aapl = new(2020,\"AAPL\");\n",
|
"YAHOO_Feed aapl = new(2020,\"AAPL\");\n",
|
||||||
"TSeries data = aapl.Close;\n",
|
"TSeries data = aapl.Close;\n",
|
||||||
"\n",
|
"\n",
|
||||||
"data.Count()"
|
"data.Count()"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"int period = 10;\n",
|
"int period = 10;\n",
|
||||||
"\n",
|
"\n",
|
||||||
"//QuanTAlib SMA algorithm\n",
|
"//QuanTAlib SMA algorithm\n",
|
||||||
"SMA_Series e = new(data, period, false); \n",
|
"SMA_Series e = new(data, period, false); \n",
|
||||||
"\n",
|
"\n",
|
||||||
"// direct call to SMA from TA-LIB - with stitching NaNs in front\n",
|
"// direct call to SMA from TA-LIB - with stitching NaNs in front\n",
|
||||||
"int outBegIdx, outNbElement;\n",
|
"int outBegIdx, outNbElement;\n",
|
||||||
"double[] output = new double[data.Count];\n",
|
"double[] output = new double[data.Count];\n",
|
||||||
"double[] nans = new double[period];\n",
|
"double[] nans = new double[period];\n",
|
||||||
"double[] ta_temp = new double[data.Count-period+1];\n",
|
"double[] ta_temp = new double[data.Count-period+1];\n",
|
||||||
"Array.Fill(nans, double.NaN);\n",
|
"Array.Fill(nans, double.NaN);\n",
|
||||||
"Core.Sma(data.v.ToArray(), 0, data.Count-1, ta_temp, out outBegIdx, out outNbElement, period); //TA-LIB SMA method\n",
|
"Core.Sma(data.v.ToArray(), 0, data.Count-1, ta_temp, out outBegIdx, out outNbElement, period); //TA-LIB SMA method\n",
|
||||||
"nans.CopyTo(output,0);\n",
|
"nans.CopyTo(output,0);\n",
|
||||||
"ta_temp.CopyTo(output,period-1);\n"
|
"ta_temp.CopyTo(output,period-1);\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"QuantLib\t TA-LIB\n",
|
"QuantLib\t TA-LIB\n",
|
||||||
"164.31\t\t 164.31\n",
|
"164.31\t\t 164.31\n",
|
||||||
"166.81\t\t 166.81\n",
|
"166.81\t\t 166.81\n",
|
||||||
"169.20\t\t 169.20\n",
|
"169.20\t\t 169.20\n",
|
||||||
"171.01\t\t 171.01\n",
|
"171.01\t\t 171.01\n",
|
||||||
"172.41\t\t 172.41\n",
|
"172.41\t\t 172.41\n",
|
||||||
"173.45\t\t 173.45\n",
|
"173.45\t\t 173.45\n",
|
||||||
"174.75\t\t 174.75\n",
|
"174.75\t\t 174.75\n",
|
||||||
"175.38\t\t 175.38\n",
|
"175.38\t\t 175.38\n",
|
||||||
"175.54\t\t 175.54\n",
|
"175.54\t\t 175.54\n",
|
||||||
"\n",
|
"\n",
|
||||||
"1394\t\t 1394\n"
|
"1394\t\t 1394\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"// comparing the tail of QuanTAlib and TA-LIB\n",
|
"// comparing the tail of QuanTAlib and TA-LIB\n",
|
||||||
"Console.Write($\"QuanTAlib\\t TA-LIB\\n\");\n",
|
"Console.Write($\"QuanTAlib\\t TA-LIB\\n\");\n",
|
||||||
"for (int i=data.Count-10; i<data.Count-1; i++) \n",
|
"for (int i=data.Count-10; i<data.Count-1; i++) \n",
|
||||||
" Console.Write($\"{e[i].v:f2}\\t\\t {output[i]:f2}\\n\");\n",
|
" Console.Write($\"{e[i].v:f2}\\t\\t {output[i]:f2}\\n\");\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Console.Write($\"\\n{e.Count()}\\t\\t {output.Length}\\n\");\n"
|
"Console.Write($\"\\n{e.Count()}\\t\\t {output.Length}\\n\");\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"kernelspec": {
|
"kernelspec": {
|
||||||
"display_name": ".NET (C#)",
|
"display_name": ".NET (C#)",
|
||||||
"language": "C#",
|
"language": "C#",
|
||||||
"name": ".net-csharp"
|
"name": ".net-csharp"
|
||||||
},
|
},
|
||||||
"language_info": {
|
"language_info": {
|
||||||
"file_extension": ".cs",
|
"file_extension": ".cs",
|
||||||
"mimetype": "text/x-csharp",
|
"mimetype": "text/x-csharp",
|
||||||
"name": "C#",
|
"name": "C#",
|
||||||
"pygments_lexer": "csharp",
|
"pygments_lexer": "csharp",
|
||||||
"version": "9.0"
|
"version": "9.0"
|
||||||
},
|
},
|
||||||
"orig_nbformat": 4
|
"orig_nbformat": 4
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
"nbformat_minor": 2
|
"nbformat_minor": 2
|
||||||
}
|
}
|
||||||
|
|||||||
+201
-201
@@ -1,201 +1,201 @@
|
|||||||
Apache License
|
Apache License
|
||||||
Version 2.0, January 2004
|
Version 2.0, January 2004
|
||||||
http://www.apache.org/licenses/
|
http://www.apache.org/licenses/
|
||||||
|
|
||||||
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
||||||
|
|
||||||
1. Definitions.
|
1. Definitions.
|
||||||
|
|
||||||
"License" shall mean the terms and conditions for use, reproduction,
|
"License" shall mean the terms and conditions for use, reproduction,
|
||||||
and distribution as defined by Sections 1 through 9 of this document.
|
and distribution as defined by Sections 1 through 9 of this document.
|
||||||
|
|
||||||
"Licensor" shall mean the copyright owner or entity authorized by
|
"Licensor" shall mean the copyright owner or entity authorized by
|
||||||
the copyright owner that is granting the License.
|
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|
||||||
|
|
||||||
"Legal Entity" shall mean the union of the acting entity and all
|
"Legal Entity" shall mean the union of the acting entity and all
|
||||||
other entities that control, are controlled by, or are under common
|
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|
||||||
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|
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|
||||||
"control" means (i) the power, direct or indirect, to cause the
|
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|
||||||
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|
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|
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|
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|
||||||
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this License, each Contributor hereby grants to You a perpetual,
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|
risks associated with Your exercise of permissions under this License.
|
||||||
|
|
||||||
8. Limitation of Liability. In no event and under no legal theory,
|
8. Limitation of Liability. In no event and under no legal theory,
|
||||||
whether in tort (including negligence), contract, or otherwise,
|
whether in tort (including negligence), contract, or otherwise,
|
||||||
unless required by applicable law (such as deliberate and grossly
|
unless required by applicable law (such as deliberate and grossly
|
||||||
negligent acts) or agreed to in writing, shall any Contributor be
|
negligent acts) or agreed to in writing, shall any Contributor be
|
||||||
liable to You for damages, including any direct, indirect, special,
|
liable to You for damages, including any direct, indirect, special,
|
||||||
incidental, or consequential damages of any character arising as a
|
incidental, or consequential damages of any character arising as a
|
||||||
result of this License or out of the use or inability to use the
|
result of this License or out of the use or inability to use the
|
||||||
Work (including but not limited to damages for loss of goodwill,
|
Work (including but not limited to damages for loss of goodwill,
|
||||||
work stoppage, computer failure or malfunction, or any and all
|
work stoppage, computer failure or malfunction, or any and all
|
||||||
other commercial damages or losses), even if such Contributor
|
other commercial damages or losses), even if such Contributor
|
||||||
has been advised of the possibility of such damages.
|
has been advised of the possibility of such damages.
|
||||||
|
|
||||||
9. Accepting Warranty or Additional Liability. While redistributing
|
9. Accepting Warranty or Additional Liability. While redistributing
|
||||||
the Work or Derivative Works thereof, You may choose to offer,
|
the Work or Derivative Works thereof, You may choose to offer,
|
||||||
and charge a fee for, acceptance of support, warranty, indemnity,
|
and charge a fee for, acceptance of support, warranty, indemnity,
|
||||||
or other liability obligations and/or rights consistent with this
|
or other liability obligations and/or rights consistent with this
|
||||||
License. However, in accepting such obligations, You may act only
|
License. However, in accepting such obligations, You may act only
|
||||||
on Your own behalf and on Your sole responsibility, not on behalf
|
on Your own behalf and on Your sole responsibility, not on behalf
|
||||||
of any other Contributor, and only if You agree to indemnify,
|
of any other Contributor, and only if You agree to indemnify,
|
||||||
defend, and hold each Contributor harmless for any liability
|
defend, and hold each Contributor harmless for any liability
|
||||||
incurred by, or claims asserted against, such Contributor by reason
|
incurred by, or claims asserted against, such Contributor by reason
|
||||||
of your accepting any such warranty or additional liability.
|
of your accepting any such warranty or additional liability.
|
||||||
|
|
||||||
END OF TERMS AND CONDITIONS
|
END OF TERMS AND CONDITIONS
|
||||||
|
|
||||||
APPENDIX: How to apply the Apache License to your work.
|
APPENDIX: How to apply the Apache License to your work.
|
||||||
|
|
||||||
To apply the Apache License to your work, attach the following
|
To apply the Apache License to your work, attach the following
|
||||||
boilerplate notice, with the fields enclosed by brackets "[]"
|
boilerplate notice, with the fields enclosed by brackets "[]"
|
||||||
replaced with your own identifying information. (Don't include
|
replaced with your own identifying information. (Don't include
|
||||||
the brackets!) The text should be enclosed in the appropriate
|
the brackets!) The text should be enclosed in the appropriate
|
||||||
comment syntax for the file format. We also recommend that a
|
comment syntax for the file format. We also recommend that a
|
||||||
file or class name and description of purpose be included on the
|
file or class name and description of purpose be included on the
|
||||||
same "printed page" as the copyright notice for easier
|
same "printed page" as the copyright notice for easier
|
||||||
identification within third-party archives.
|
identification within third-party archives.
|
||||||
|
|
||||||
Copyright [yyyy] [name of copyright owner]
|
Copyright [yyyy] [name of copyright owner]
|
||||||
|
|
||||||
Licensed under the Apache License, Version 2.0 (the "License");
|
Licensed under the Apache License, Version 2.0 (the "License");
|
||||||
you may not use this file except in compliance with the License.
|
you may not use this file except in compliance with the License.
|
||||||
You may obtain a copy of the License at
|
You may obtain a copy of the License at
|
||||||
|
|
||||||
http://www.apache.org/licenses/LICENSE-2.0
|
http://www.apache.org/licenses/LICENSE-2.0
|
||||||
|
|
||||||
Unless required by applicable law or agreed to in writing, software
|
Unless required by applicable law or agreed to in writing, software
|
||||||
distributed under the License is distributed on an "AS IS" BASIS,
|
distributed under the License is distributed on an "AS IS" BASIS,
|
||||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||||
See the License for the specific language governing permissions and
|
See the License for the specific language governing permissions and
|
||||||
limitations under the License.
|
limitations under the License.
|
||||||
|
|||||||
+305
-305
@@ -1,305 +1,305 @@
|
|||||||
{
|
{
|
||||||
"cells": [
|
"cells": [
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div><div></div><div></div><div></div></div>"
|
"<div><div></div><div></div><div></div></div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"#r \"nuget:YahooFinanceApi;\" \n",
|
"#r \"nuget:YahooFinanceApi;\" \n",
|
||||||
"#r \"nuget:QuanTAlib;\" \n",
|
"#r \"nuget:QuanTAlib;\" \n",
|
||||||
"using YahooFinanceApi;\n",
|
"using YahooFinanceApi;\n",
|
||||||
"using QuanTAlib;\n"
|
"using QuanTAlib;\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"Date\t\t Value\t SMA\t MAD\t STDDEV\t MSE\t MAPE\n",
|
"Date\t\t Value\t SMA\t MAD\t STDDEV\t MSE\t MAPE\n",
|
||||||
" 2022-03-14\t 150.62\t 150.62\t 0.00\t 0.00\t 0.00\t 0.00\t\n",
|
" 2022-03-14\t 150.62\t 150.62\t 0.00\t 0.00\t 0.00\t 0.00\t\n",
|
||||||
"2022-03-15\t 155.09\t 152.85\t 2.24\t 3.16\t 5.00\t 0.01\t\n",
|
"2022-03-15\t 155.09\t 152.85\t 2.24\t 3.16\t 5.00\t 0.01\t\n",
|
||||||
"2022-03-16\t 159.59\t 155.10\t 2.99\t 4.49\t 13.41\t 0.02\t\n",
|
"2022-03-16\t 159.59\t 155.10\t 2.99\t 4.49\t 13.41\t 0.02\t\n",
|
||||||
"2022-03-17\t 160.62\t 156.48\t 3.62\t 4.59\t 15.77\t 0.02\t\n",
|
"2022-03-17\t 160.62\t 156.48\t 3.62\t 4.59\t 15.77\t 0.02\t\n",
|
||||||
"2022-03-18\t 163.98\t 157.98\t 4.10\t 5.20\t 21.62\t 0.03\t\n",
|
"2022-03-18\t 163.98\t 157.98\t 4.10\t 5.20\t 21.62\t 0.03\t\n",
|
||||||
"2022-03-21\t 165.38\t 160.93\t 3.00\t 4.03\t 13.02\t 0.02\t\n",
|
"2022-03-21\t 165.38\t 160.93\t 3.00\t 4.03\t 13.02\t 0.02\t\n",
|
||||||
"2022-03-22\t 168.82\t 163.68\t 2.86\t 3.72\t 11.10\t 0.02\t\n",
|
"2022-03-22\t 168.82\t 163.68\t 2.86\t 3.72\t 11.10\t 0.02\t\n",
|
||||||
"2022-03-23\t 170.21\t 165.80\t 2.97\t 3.84\t 11.78\t 0.02\t\n",
|
"2022-03-23\t 170.21\t 165.80\t 2.97\t 3.84\t 11.78\t 0.02\t\n",
|
||||||
"2022-03-24\t 174.07\t 168.49\t 3.05\t 4.01\t 12.84\t 0.02\t\n",
|
"2022-03-24\t 174.07\t 168.49\t 3.05\t 4.01\t 12.84\t 0.02\t\n",
|
||||||
"2022-03-25\t 174.72\t 170.64\t 3.00\t 3.86\t 11.92\t 0.02\t\n",
|
"2022-03-25\t 174.72\t 170.64\t 3.00\t 3.86\t 11.92\t 0.02\t\n",
|
||||||
"2022-03-28\t 175.60\t 172.68\t 2.54\t 2.98\t 7.12\t 0.01\t\n",
|
"2022-03-28\t 175.60\t 172.68\t 2.54\t 2.98\t 7.12\t 0.01\t\n",
|
||||||
"2022-03-29\t 178.96\t 174.71\t 2.06\t 3.14\t 7.90\t 0.01\t\n",
|
"2022-03-29\t 178.96\t 174.71\t 2.06\t 3.14\t 7.90\t 0.01\t\n",
|
||||||
"2022-03-30\t 177.77\t 176.22\t 1.71\t 2.07\t 3.43\t 0.01\t\n",
|
"2022-03-30\t 177.77\t 176.22\t 1.71\t 2.07\t 3.43\t 0.01\t\n",
|
||||||
"2022-03-31\t 174.61\t 176.33\t 1.63\t 1.94\t 3.01\t 0.01\t\n"
|
"2022-03-31\t 174.61\t 176.33\t 1.63\t 1.94\t 3.01\t 0.01\t\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"TSeries data = new();\n",
|
"TSeries data = new();\n",
|
||||||
"var history = await Yahoo.GetHistoricalAsync(\"AAPL\", DateTime.Today.AddDays(-19), DateTime.Now, Period.Daily);\n",
|
"var history = await Yahoo.GetHistoricalAsync(\"AAPL\", DateTime.Today.AddDays(-19), DateTime.Now, Period.Daily);\n",
|
||||||
"SMA_Series sma = new(data, 5, false);\n",
|
"SMA_Series sma = new(data, 5, false);\n",
|
||||||
"SUB_Series sub = new(sma.STDDEV,sma.MAD);\n",
|
"SUB_Series sub = new(sma.STDDEV,sma.MAD);\n",
|
||||||
"Console.Write($\"Date\\t\\t Value\\t SMA\\t MAD\\t STDDEV\\t MSE\\t MAPE\\n \");\n",
|
"Console.Write($\"Date\\t\\t Value\\t SMA\\t MAD\\t STDDEV\\t MSE\\t MAPE\\n \");\n",
|
||||||
"foreach (var i in history) {\n",
|
"foreach (var i in history) {\n",
|
||||||
" data.Add((i.DateTime, (double)i.Close));\n",
|
" data.Add((i.DateTime, (double)i.Close));\n",
|
||||||
" Console.Write($\"{data[^1].t:yyyy-MM-dd}\\t {(double)data:f2}\\t {(double)sma:f2}\\t {(double)sma.MAD:f2}\\t {(double)sma.STDDEV:f2}\\t {(double)sma.MSE:f2}\\t {(double)sma.MAPE:f2}\\t\\n\");\n",
|
" Console.Write($\"{data[^1].t:yyyy-MM-dd}\\t {(double)data:f2}\\t {(double)sma:f2}\\t {(double)sma.MAD:f2}\\t {(double)sma.STDDEV:f2}\\t {(double)sma.MSE:f2}\\t {(double)sma.MAPE:f2}\\t\\n\");\n",
|
||||||
"}"
|
"}"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"date\t\t Value\t SMA\t WMA\t EMA\t HMA\t DEMA\t TEMA \tZLEMA \tJMA\r\n",
|
"date\t\t Value\t SMA\t WMA\t EMA\t HMA\t DEMA\t TEMA \tZLEMA \tJMA\r\n",
|
||||||
"2022-03-21\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\n",
|
"2022-03-21\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\t 165.38\n",
|
||||||
"2022-03-22\t 168.82\t 167.10\t 167.67\t 166.53\t 166.91\t 167.29\t 167.80\t 167.67\t 168.29\n",
|
"2022-03-22\t 168.82\t 167.10\t 167.67\t 166.53\t 166.91\t 167.29\t 167.80\t 167.67\t 168.29\n",
|
||||||
"2022-03-23\t 170.21\t 168.14\t 168.94\t 167.75\t 168.52\t 169.08\t 169.80\t 170.13\t 170.00\n",
|
"2022-03-23\t 170.21\t 168.14\t 168.94\t 167.75\t 168.52\t 169.08\t 169.80\t 170.13\t 170.00\n",
|
||||||
"2022-03-24\t 174.07\t 169.62\t 170.99\t 169.86\t 171.53\t 172.15\t 173.27\t 173.19\t 173.30\n",
|
"2022-03-24\t 174.07\t 169.62\t 170.99\t 169.86\t 171.53\t 172.15\t 173.27\t 173.19\t 173.30\n",
|
||||||
"2022-03-25\t 174.72\t 170.64\t 172.24\t 171.48\t 174.45\t 174.09\t 175.04\t 175.21\t 174.42\n",
|
"2022-03-25\t 174.72\t 170.64\t 172.24\t 171.48\t 174.45\t 174.09\t 175.04\t 175.21\t 174.42\n",
|
||||||
"2022-03-28\t 175.60\t 172.68\t 173.89\t 172.85\t 175.90\t 175.51\t 176.18\t 175.85\t 175.23\n",
|
"2022-03-28\t 175.60\t 172.68\t 173.89\t 172.85\t 175.90\t 175.51\t 176.18\t 175.85\t 175.23\n",
|
||||||
"2022-03-29\t 178.96\t 174.71\t 175.98\t 174.89\t 177.60\t 178.01\t 178.78\t 178.30\t 177.49\n",
|
"2022-03-29\t 178.96\t 174.71\t 175.98\t 174.89\t 177.60\t 178.01\t 178.78\t 178.30\t 177.49\n",
|
||||||
"2022-03-30\t 177.77\t 176.22\t 177.00\t 175.85\t 178.50\t 178.57\t 178.81\t 178.85\t 177.95\n",
|
"2022-03-30\t 177.77\t 176.22\t 177.00\t 175.85\t 178.50\t 178.57\t 178.81\t 178.85\t 177.95\n",
|
||||||
"2022-03-31\t 174.61\t 176.33\t 176.46\t 175.44\t 177.08\t 176.98\t 176.35\t 175.98\t 176.09\n"
|
"2022-03-31\t 174.61\t 176.33\t 176.46\t 175.44\t 177.08\t 176.98\t 176.35\t 175.98\t 176.09\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"TSeries data = new();\n",
|
"TSeries data = new();\n",
|
||||||
"var history = await Yahoo.GetHistoricalAsync(\"AAPL\", DateTime.Today.AddDays(-10), DateTime.Now, Period.Daily);\n",
|
"var history = await Yahoo.GetHistoricalAsync(\"AAPL\", DateTime.Today.AddDays(-10), DateTime.Now, Period.Daily);\n",
|
||||||
"SMA_Series sma = new(data, 5);\n",
|
"SMA_Series sma = new(data, 5);\n",
|
||||||
"WMA_Series wma = new(data, 5);\n",
|
"WMA_Series wma = new(data, 5);\n",
|
||||||
"EMA_Series ema = new(data, 5);\n",
|
"EMA_Series ema = new(data, 5);\n",
|
||||||
"HMA_Series hma = new(data, 5);\n",
|
"HMA_Series hma = new(data, 5);\n",
|
||||||
"DEMA_Series dema = new(data, 5);\n",
|
"DEMA_Series dema = new(data, 5);\n",
|
||||||
"TEMA_Series tema = new(data, 5);\n",
|
"TEMA_Series tema = new(data, 5);\n",
|
||||||
"ZLEMA_Series zlema = new(data, 5);\n",
|
"ZLEMA_Series zlema = new(data, 5);\n",
|
||||||
"JMA_Series jma = new(data, 5);\n",
|
"JMA_Series jma = new(data, 5);\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Console.WriteLine($\"date\\t\\t Value\\t SMA\\t WMA\\t EMA\\t HMA\\t DEMA\\t TEMA \\tZLEMA \\tJMA\");\n",
|
"Console.WriteLine($\"date\\t\\t Value\\t SMA\\t WMA\\t EMA\\t HMA\\t DEMA\\t TEMA \\tZLEMA \\tJMA\");\n",
|
||||||
"foreach (var i in history) {\n",
|
"foreach (var i in history) {\n",
|
||||||
" data.Add((i.DateTime, (double)i.Close)); // adding data will signal dependant indicators\n",
|
" data.Add((i.DateTime, (double)i.Close)); // adding data will signal dependant indicators\n",
|
||||||
"\n",
|
"\n",
|
||||||
" Console.Write($\"{data[^1].t:yyyy-MM-dd}\\t {(double)data:f2}\\t {(double)sma:f2}\\t {(double)wma:f2}\\t {(double)ema:f2}\\t {(double)hma:f2}\\t {(double)dema:f2}\\t {(double)tema:f2}\\t {(double)zlema:f2}\\t {(double)jma:f2}\\n\");\n",
|
" Console.Write($\"{data[^1].t:yyyy-MM-dd}\\t {(double)data:f2}\\t {(double)sma:f2}\\t {(double)wma:f2}\\t {(double)ema:f2}\\t {(double)hma:f2}\\t {(double)dema:f2}\\t {(double)tema:f2}\\t {(double)zlema:f2}\\t {(double)jma:f2}\\n\");\n",
|
||||||
"}"
|
"}"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-03-21 00:00:00Z</span></td><td><div class=\"dni-plaintext\">165.380005</div></td></tr><tr><td>1</td><td><span>2022-03-22 00:00:00Z</span></td><td><div class=\"dni-plaintext\">167.9823694096766</div></td></tr><tr><td>2</td><td><span>2022-03-23 00:00:00Z</span></td><td><div class=\"dni-plaintext\">170.06602047454277</div></td></tr><tr><td>3</td><td><span>2022-03-24 00:00:00Z</span></td><td><div class=\"dni-plaintext\">173.24670154378663</div></td></tr><tr><td>4</td><td><span>2022-03-25 00:00:00Z</span></td><td><div class=\"dni-plaintext\">174.81344756154755</div></td></tr><tr><td>5</td><td><span>2022-03-28 00:00:00Z</span></td><td><div class=\"dni-plaintext\">175.53949324963583</div></td></tr><tr><td>6</td><td><span>2022-03-29 00:00:00Z</span></td><td><div class=\"dni-plaintext\">177.89435364830672</div></td></tr><tr><td>7</td><td><span>2022-03-30 00:00:00Z</span></td><td><div class=\"dni-plaintext\">178.39609966493987</div></td></tr><tr><td>8</td><td><span>2022-03-31 00:00:00Z</span></td><td><div class=\"dni-plaintext\">176.03431272212282</div></td></tr></tbody></table>"
|
"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-03-21 00:00:00Z</span></td><td><div class=\"dni-plaintext\">165.380005</div></td></tr><tr><td>1</td><td><span>2022-03-22 00:00:00Z</span></td><td><div class=\"dni-plaintext\">167.9823694096766</div></td></tr><tr><td>2</td><td><span>2022-03-23 00:00:00Z</span></td><td><div class=\"dni-plaintext\">170.06602047454277</div></td></tr><tr><td>3</td><td><span>2022-03-24 00:00:00Z</span></td><td><div class=\"dni-plaintext\">173.24670154378663</div></td></tr><tr><td>4</td><td><span>2022-03-25 00:00:00Z</span></td><td><div class=\"dni-plaintext\">174.81344756154755</div></td></tr><tr><td>5</td><td><span>2022-03-28 00:00:00Z</span></td><td><div class=\"dni-plaintext\">175.53949324963583</div></td></tr><tr><td>6</td><td><span>2022-03-29 00:00:00Z</span></td><td><div class=\"dni-plaintext\">177.89435364830672</div></td></tr><tr><td>7</td><td><span>2022-03-30 00:00:00Z</span></td><td><div class=\"dni-plaintext\">178.39609966493987</div></td></tr><tr><td>8</td><td><span>2022-03-31 00:00:00Z</span></td><td><div class=\"dni-plaintext\">176.03431272212282</div></td></tr></tbody></table>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"ADD_Series two = new(zlema, jma); // even when indicator is created later, it will grab the data from its source table\n",
|
"ADD_Series two = new(zlema, jma); // even when indicator is created later, it will grab the data from its source table\n",
|
||||||
"DIV_Series mean = new(two, 2); // this pair here calculates mean of ZLEMA and JMA indicators\n",
|
"DIV_Series mean = new(two, 2); // this pair here calculates mean of ZLEMA and JMA indicators\n",
|
||||||
"\n",
|
"\n",
|
||||||
"mean"
|
"mean"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"public class ALMA_Series : TSeries\n",
|
"public class ALMA_Series : TSeries\n",
|
||||||
"{\n",
|
"{\n",
|
||||||
" private readonly int _p;\n",
|
" private readonly int _p;\n",
|
||||||
" private readonly bool _NaN;\n",
|
" private readonly bool _NaN;\n",
|
||||||
" private readonly TSeries _data;\n",
|
" private readonly TSeries _data;\n",
|
||||||
" private readonly double _offset, _sigma;\n",
|
" private readonly double _offset, _sigma;\n",
|
||||||
" private double _norm;\n",
|
" private double _norm;\n",
|
||||||
" private readonly System.Collections.Generic.List<double> _buffer = new();\n",
|
" private readonly System.Collections.Generic.List<double> _buffer = new();\n",
|
||||||
" private readonly System.Collections.Generic.List<double> _weights = new();\n",
|
" private readonly System.Collections.Generic.List<double> _weights = new();\n",
|
||||||
"\n",
|
"\n",
|
||||||
" public ALMA_Series(TSeries source, int period, double offset = 0.85, double sigma = 6.0, bool useNaN = false)\n",
|
" public ALMA_Series(TSeries source, int period, double offset = 0.85, double sigma = 6.0, bool useNaN = false)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" this._p = period;\n",
|
" this._p = period;\n",
|
||||||
" this._data = source;\n",
|
" this._data = source;\n",
|
||||||
" this._NaN = useNaN;\n",
|
" this._NaN = useNaN;\n",
|
||||||
" _offset = offset;\n",
|
" _offset = offset;\n",
|
||||||
" _sigma = sigma;\n",
|
" _sigma = sigma;\n",
|
||||||
"\n",
|
"\n",
|
||||||
" double _m = _offset * (_p - 1);\n",
|
" double _m = _offset * (_p - 1);\n",
|
||||||
" double _s = _p / _sigma;\n",
|
" double _s = _p / _sigma;\n",
|
||||||
"\n",
|
"\n",
|
||||||
" _norm = 0;\n",
|
" _norm = 0;\n",
|
||||||
" for (int i = 0; i < this._p; i++)\n",
|
" for (int i = 0; i < this._p; i++)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" double wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));\n",
|
" double wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));\n",
|
||||||
" this._weights.Add(wt);\n",
|
" this._weights.Add(wt);\n",
|
||||||
" _norm += wt;\n",
|
" _norm += wt;\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
"\n",
|
"\n",
|
||||||
" source.Pub += this.Sub;\n",
|
" source.Pub += this.Sub;\n",
|
||||||
" if (source.Count > 0)\n",
|
" if (source.Count > 0)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" for (int i = 0; i < source.Count; i++)\n",
|
" for (int i = 0; i < source.Count; i++)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" this.Add(source[i], false);\n",
|
" this.Add(source[i], false);\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
"\n",
|
"\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
" public new void Add((System.DateTime t, double v) data, bool update = false)\n",
|
" public new void Add((System.DateTime t, double v) data, bool update = false)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" if (update) { this._buffer[this._buffer.Count - 1] = data.v; } else { this._buffer.Add(data.v); }\n",
|
" if (update) { this._buffer[this._buffer.Count - 1] = data.v; } else { this._buffer.Add(data.v); }\n",
|
||||||
" if (this._buffer.Count > this._p) { this._buffer.RemoveAt(0); }\n",
|
" if (this._buffer.Count > this._p) { this._buffer.RemoveAt(0); }\n",
|
||||||
"\n",
|
"\n",
|
||||||
" double _wma = 0;\n",
|
" double _wma = 0;\n",
|
||||||
" for (int i = 0; i < this._buffer.Count; i++) { _wma += this._buffer[i] * this._weights[i]; }\n",
|
" for (int i = 0; i < this._buffer.Count; i++) { _wma += this._buffer[i] * this._weights[i]; }\n",
|
||||||
" if (this._buffer.Count < this._p) {\n",
|
" if (this._buffer.Count < this._p) {\n",
|
||||||
" _norm = 0;\n",
|
" _norm = 0;\n",
|
||||||
" for (int i = 0; i < this._buffer.Count; i++) { _norm += this._weights[i];}\n",
|
" for (int i = 0; i < this._buffer.Count; i++) { _norm += this._weights[i];}\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
" _wma /= _norm;\n",
|
" _wma /= _norm;\n",
|
||||||
"\n",
|
"\n",
|
||||||
" (System.DateTime t, double v) result = (data.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _wma);\n",
|
" (System.DateTime t, double v) result = (data.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _wma);\n",
|
||||||
" if (update) { base[base.Count - 1] = result; } else { base.Add(result); }\n",
|
" if (update) { base[base.Count - 1] = result; } else { base.Add(result); }\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
" public void Add(bool update = false)\n",
|
" public void Add(bool update = false)\n",
|
||||||
" {\n",
|
" {\n",
|
||||||
" this.Add(this._data[this._data.Count - 1], update);\n",
|
" this.Add(this._data[this._data.Count - 1], update);\n",
|
||||||
" }\n",
|
" }\n",
|
||||||
" public new void Sub(object source, TSeriesEventArgs e) { this.Add(this._data[this._data.Count - 1], e.update); }\n",
|
" public new void Sub(object source, TSeriesEventArgs e) { this.Add(this._data[this._data.Count - 1], e.update); }\n",
|
||||||
"\n",
|
"\n",
|
||||||
"}"
|
"}"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"TSeries data = new() {212.80, 214.06, 213.89, 214.66, 213.95, 213.95, 214.55, 214.02, 214.51, 213.75, 214.22, 213.43 };\n",
|
"TSeries data = new() {212.80, 214.06, 213.89, 214.66, 213.95, 213.95, 214.55, 214.02, 214.51, 213.75, 214.22, 213.43 };\n",
|
||||||
"ALMA_Series alma = new(data, period: 10, offset: 0.0, sigma: 6.0, useNaN: true);\n"
|
"ALMA_Series alma = new(data, period: 10, offset: 0.0, sigma: 6.0, useNaN: true);\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"2022-03-31\t 212.80\t NaN\t \n",
|
"2022-03-31\t 212.80\t NaN\t \n",
|
||||||
"2022-03-31\t 214.06\t NaN\t \n",
|
"2022-03-31\t 214.06\t NaN\t \n",
|
||||||
"2022-03-31\t 213.89\t NaN\t \n",
|
"2022-03-31\t 213.89\t NaN\t \n",
|
||||||
"2022-03-31\t 214.66\t NaN\t \n",
|
"2022-03-31\t 214.66\t NaN\t \n",
|
||||||
"2022-03-31\t 213.95\t NaN\t \n",
|
"2022-03-31\t 213.95\t NaN\t \n",
|
||||||
"2022-03-31\t 213.95\t NaN\t \n",
|
"2022-03-31\t 213.95\t NaN\t \n",
|
||||||
"2022-03-31\t 214.55\t NaN\t \n",
|
"2022-03-31\t 214.55\t NaN\t \n",
|
||||||
"2022-03-31\t 214.02\t NaN\t \n",
|
"2022-03-31\t 214.02\t NaN\t \n",
|
||||||
"2022-03-31\t 214.51\t NaN\t \n",
|
"2022-03-31\t 214.51\t NaN\t \n",
|
||||||
"2022-03-31\t 213.75\t 213.58\t \n",
|
"2022-03-31\t 213.75\t 213.58\t \n",
|
||||||
"2022-03-31\t 214.22\t 214.11\t \n",
|
"2022-03-31\t 214.22\t 214.11\t \n",
|
||||||
"2022-03-31\t 213.43\t 214.17\t \n"
|
"2022-03-31\t 213.43\t 214.17\t \n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"for (int i=0; i<data.Length; i++) {\n",
|
"for (int i=0; i<data.Length; i++) {\n",
|
||||||
" Console.Write($\"{data[i].t:yyyy-MM-dd}\\t {(double)data[i].v:f2}\\t {alma[i].v:f2}\\t \\n\");\n",
|
" Console.Write($\"{data[i].t:yyyy-MM-dd}\\t {(double)data[i].v:f2}\\t {alma[i].v:f2}\\t \\n\");\n",
|
||||||
"}"
|
"}"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"kernelspec": {
|
"kernelspec": {
|
||||||
"display_name": ".NET (C#)",
|
"display_name": ".NET (C#)",
|
||||||
"language": "C#",
|
"language": "C#",
|
||||||
"name": ".net-csharp"
|
"name": ".net-csharp"
|
||||||
},
|
},
|
||||||
"language_info": {
|
"language_info": {
|
||||||
"file_extension": ".cs",
|
"file_extension": ".cs",
|
||||||
"mimetype": "text/x-csharp",
|
"mimetype": "text/x-csharp",
|
||||||
"name": "C#",
|
"name": "C#",
|
||||||
"pygments_lexer": "csharp",
|
"pygments_lexer": "csharp",
|
||||||
"version": "9.0"
|
"version": "9.0"
|
||||||
},
|
},
|
||||||
"orig_nbformat": 4
|
"orig_nbformat": 4
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
"nbformat_minor": 2
|
"nbformat_minor": 2
|
||||||
}
|
}
|
||||||
|
|||||||
+155
-155
@@ -1,155 +1,155 @@
|
|||||||
# Coverage of indicators
|
# Coverage of indicators
|
||||||
|
|
||||||
| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
|
| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
|
||||||
|--|:--:|:--:|:--:|:--:|
|
|--|:--:|:--:|:--:|:--:|
|
||||||
| **Basics** |||||
|
| **Basics** |||||
|
||||||
| OC2 - (Open+Close)/2 |✔️|||✔️|
|
| OC2 - (Open+Close)/2 |✔️|||✔️|
|
||||||
| HL2 - (High+Low)/2 |✔️|||✔️|
|
| HL2 - (High+Low)/2 |✔️|||✔️|
|
||||||
| HLC3 - Typical Price |✔️|||✔️|
|
| HLC3 - Typical Price |✔️|||✔️|
|
||||||
| OHL3 - (Open+High+Low)/3 |✔️|||✔️|
|
| OHL3 - (Open+High+Low)/3 |✔️|||✔️|
|
||||||
| OHLC4 - (O+H+L+C)/4 |✔️|||✔️|
|
| OHLC4 - (O+H+L+C)/4 |✔️|||✔️|
|
||||||
| HLCC4 - Weighted Price |✔️||✔️|✔️|
|
| HLCC4 - Weighted Price |✔️||✔️|✔️|
|
||||||
| ZL - Zero Lag - De-lagged price |✔️|||✔️|
|
| ZL - Zero Lag - De-lagged price |✔️|||✔️|
|
||||||
| ADD - Addition |✔️|✔️|||
|
| ADD - Addition |✔️|✔️|||
|
||||||
| SUB - Subtraction |✔️|✔️|||
|
| SUB - Subtraction |✔️|✔️|||
|
||||||
| MUL - Multiplication |✔️|✔️|||
|
| MUL - Multiplication |✔️|✔️|||
|
||||||
| DIV - Division |✔️|✔️|||
|
| DIV - Division |✔️|✔️|||
|
||||||
||||||
|
||||||
|
||||||
| **Statistics** |||||
|
| **Statistics** |||||
|
||||||
| BETA - Beta coefficient |||✔️||
|
| BETA - Beta coefficient |||✔️||
|
||||||
| BIAS - Bias |✔️|||✔️|
|
| BIAS - Bias |✔️|||✔️|
|
||||||
| ENTR - Entropy |✔️|||✔️|
|
| ENTR - Entropy |✔️|||✔️|
|
||||||
| KUR - Kurtosis |✔️|||✔️|
|
| KUR - Kurtosis |✔️|||✔️|
|
||||||
| LINREG - Linear Regression |✔️|✔️|✔️||
|
| LINREG - Linear Regression |✔️|✔️|✔️||
|
||||||
| MAD - Mean Absolute Deviation |✔️||✔️|✔️|
|
| MAD - Mean Absolute Deviation |✔️||✔️|✔️|
|
||||||
| MAPE - Mean Absolute Percent Error |✔️||✔️||
|
| MAPE - Mean Absolute Percent Error |✔️||✔️||
|
||||||
| MAX - Max value |✔️|✔️|||
|
| MAX - Max value |✔️|✔️|||
|
||||||
| MIN - Min value |✔️|✔️|||
|
| MIN - Min value |✔️|✔️|||
|
||||||
| MED - Median value |✔️|✔️||✔️|
|
| MED - Median value |✔️|✔️||✔️|
|
||||||
| MSE - Mean Squared Error |✔️||✔️||
|
| MSE - Mean Squared Error |✔️||✔️||
|
||||||
| PSDEV - Population Standard Deviation |✔️||||
|
| PSDEV - Population Standard Deviation |✔️||||
|
||||||
| PVAR - Population Variance |✔️||||
|
| PVAR - Population Variance |✔️||||
|
||||||
| QUANTILE ||||✔️|
|
| QUANTILE ||||✔️|
|
||||||
| SKEW - Skewness ||||✔️|
|
| SKEW - Skewness ||||✔️|
|
||||||
| SMAPE - Symmetric Mean Absolute Percent Error |✔️||||
|
| SMAPE - Symmetric Mean Absolute Percent Error |✔️||||
|
||||||
| SDEV - Sample Standard Deviation |✔️|✔️|✔️|✔️|
|
| SDEV - Sample Standard Deviation |✔️|✔️|✔️|✔️|
|
||||||
| VAR - Sample Variance |✔️|||✔️|
|
| VAR - Sample Variance |✔️|||✔️|
|
||||||
| WMAPE - Weighted Mean Absolute Percent Error |✔️||||
|
| WMAPE - Weighted Mean Absolute Percent Error |✔️||||
|
||||||
| ZSCORE |||✔️|✔️|
|
| ZSCORE |||✔️|✔️|
|
||||||
||||||
|
||||||
|
||||||
| **Moving Averages** |||||
|
| **Moving Averages** |||||
|
||||||
| AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
|
| AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
|
||||||
| ALMA - Arnaud Legoux Moving Average |✔️||✔️|✔️|
|
| ALMA - Arnaud Legoux Moving Average |✔️||✔️|✔️|
|
||||||
| ARIMA - Autoregressive Integrated Moving Average |||||
|
| ARIMA - Autoregressive Integrated Moving Average |||||
|
||||||
| ATR - Average True Range |✔️|✔️|✔️|✔️|
|
| ATR - Average True Range |✔️|✔️|✔️|✔️|
|
||||||
| ATRP - Average True Range Percent |✔️||✔️||
|
| ATRP - Average True Range Percent |✔️||✔️||
|
||||||
| DEMA - Double EMA |✔️|✔️|✔️|✔️|
|
| DEMA - Double EMA |✔️|✔️|✔️|✔️|
|
||||||
| EMA - Exponential Moving Average |✔️|✔️|✔️|✔️|
|
| EMA - Exponential Moving Average |✔️|✔️|✔️|✔️|
|
||||||
| EPMA - Endpoint Moving Average |||✔️||
|
| EPMA - Endpoint Moving Average |||✔️||
|
||||||
| FWMA - Fibonacci's Weighted Moving Average ||||✔️|
|
| FWMA - Fibonacci's Weighted Moving Average ||||✔️|
|
||||||
| HEMA - Hull Exponential Moving Average |✔️||||
|
| HEMA - Hull Exponential Moving Average |✔️||||
|
||||||
| HMA - Hull Moving Average |✔️||✔️|✔️|
|
| HMA - Hull Moving Average |✔️||✔️|✔️|
|
||||||
| HWMA - Holt-Winter Moving Average ||||✔️|
|
| HWMA - Holt-Winter Moving Average ||||✔️|
|
||||||
| JMA - Jurik Moving Average |✔️|||✔️|
|
| JMA - Jurik Moving Average |✔️|||✔️|
|
||||||
| KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
|
| KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
|
||||||
| LSMA - Least Squares Moving Average |||✔️||
|
| LSMA - Least Squares Moving Average |||✔️||
|
||||||
| MACD - Moving Average Convergence/Divergence |✔️|✔️|✔️|✔️|
|
| MACD - Moving Average Convergence/Divergence |✔️|✔️|✔️|✔️|
|
||||||
| MAMA - MESA Adaptive Moving Average ||✔️|✔️||
|
| MAMA - MESA Adaptive Moving Average ||✔️|✔️||
|
||||||
| MMA - Modified Moving Average |||✔️||
|
| MMA - Modified Moving Average |||✔️||
|
||||||
| NATR - Normalized Average True Range ||✔️|✔️|✔️|
|
| NATR - Normalized Average True Range ||✔️|✔️|✔️|
|
||||||
| PPMA - Pivot Point Moving Average |||✔️||
|
| PPMA - Pivot Point Moving Average |||✔️||
|
||||||
| PWMA - Pascal's Weighted Moving Average ||||✔️|
|
| PWMA - Pascal's Weighted Moving Average ||||✔️|
|
||||||
| RMA - WildeR's Moving Average |✔️|||✔️|
|
| RMA - WildeR's Moving Average |✔️|||✔️|
|
||||||
| SINWMA - Sine Weighted Moving Average ||||✔️|
|
| SINWMA - Sine Weighted Moving Average ||||✔️|
|
||||||
| SMA - Simple Moving Average |✔️|✔️|✔️|✔️|
|
| SMA - Simple Moving Average |✔️|✔️|✔️|✔️|
|
||||||
| SMMA - Smoothed Moving Average |✔️||✔️||
|
| SMMA - Smoothed Moving Average |✔️||✔️||
|
||||||
| STOCH - Stochastic Oscillator ||✔️|✔️|✔️|
|
| STOCH - Stochastic Oscillator ||✔️|✔️|✔️|
|
||||||
| SSF - Ehler's Super Smoother Filter ||||✔️|
|
| SSF - Ehler's Super Smoother Filter ||||✔️|
|
||||||
| SUP - Supertrend |||✔️|✔️|
|
| SUP - Supertrend |||✔️|✔️|
|
||||||
| SWMA - Symmetric Weighted Moving Average ||||✔️|
|
| SWMA - Symmetric Weighted Moving Average ||||✔️|
|
||||||
| T3 - Tillson T3 Moving Average ||✔️|✔️|✔️|
|
| T3 - Tillson T3 Moving Average ||✔️|✔️|✔️|
|
||||||
| TEMA - Triple EMA |✔️|✔️|✔️|✔️|
|
| TEMA - Triple EMA |✔️|✔️|✔️|✔️|
|
||||||
| TRIMA - Triangular Moving Average ||✔️||✔️|
|
| TRIMA - Triangular Moving Average ||✔️||✔️|
|
||||||
| VIDYA - Variable Index Dynamic Average ||||✔️|
|
| VIDYA - Variable Index Dynamic Average ||||✔️|
|
||||||
| VWAP - Volume Weighted Average Price |||✔️|✔️|
|
| VWAP - Volume Weighted Average Price |||✔️|✔️|
|
||||||
| VWMA - Volume Weighted Moving Average |||✔️|✔️|
|
| VWMA - Volume Weighted Moving Average |||✔️|✔️|
|
||||||
| WMA - Weighted Moving Average |✔️|✔️|✔️|✔️|
|
| WMA - Weighted Moving Average |✔️|✔️|✔️|✔️|
|
||||||
| ZLEMA - Zero Lag EMA |✔️|||✔️|
|
| ZLEMA - Zero Lag EMA |✔️|||✔️|
|
||||||
||||||
|
||||||
|
||||||
| **Oscillators and Indices** |||||
|
| **Oscillators and Indices** |||||
|
||||||
| AC - Acceleration Oscillator ||||✔️|
|
| AC - Acceleration Oscillator ||||✔️|
|
||||||
| AD - Chaikin Accumulation Distribution ||✔️|✔️|✔️|
|
| AD - Chaikin Accumulation Distribution ||✔️|✔️|✔️|
|
||||||
| ADOSC - Chaikin Accumulation Distribution Oscillator ||✔️|✔️||
|
| ADOSC - Chaikin Accumulation Distribution Oscillator ||✔️|✔️||
|
||||||
| ADX - Average Directional Movement Index ||✔️|✔️|✔️|
|
| ADX - Average Directional Movement Index ||✔️|✔️|✔️|
|
||||||
| ADXR - Average Directional Movement Index Rating ||✔️|✔️||
|
| ADXR - Average Directional Movement Index Rating ||✔️|✔️||
|
||||||
| AO - Awesome Oscillator |||✔️|✔️|
|
| AO - Awesome Oscillator |||✔️|✔️|
|
||||||
| APO - Absolute Price Oscillator ||✔️||✔️|
|
| APO - Absolute Price Oscillator ||✔️||✔️|
|
||||||
| AROON - Aroon oscillator ||✔️|✔️|✔️|
|
| AROON - Aroon oscillator ||✔️|✔️|✔️|
|
||||||
| BBANDS - Bollinger Bands ||✔️|✔️|✔️|
|
| BBANDS - Bollinger Bands ||✔️|✔️|✔️|
|
||||||
| BOP - Balance of Power ||✔️|✔️|✔️|
|
| BOP - Balance of Power ||✔️|✔️|✔️|
|
||||||
| CCI - Commodity Channel Index |✔️|✔️|✔️|✔️|
|
| CCI - Commodity Channel Index |✔️|✔️|✔️|✔️|
|
||||||
| CFO - Chande Forcast Oscillator ||||✔️|
|
| CFO - Chande Forcast Oscillator ||||✔️|
|
||||||
| CMF - Chaikin Money Flow |||✔️|✔️|
|
| CMF - Chaikin Money Flow |||✔️|✔️|
|
||||||
| CMO - Chande Momentum Oscillator ||✔️||✔️|
|
| CMO - Chande Momentum Oscillator ||✔️||✔️|
|
||||||
| COG - Center of Gravity ||||✔️|
|
| COG - Center of Gravity ||||✔️|
|
||||||
| CRSI - Connor RSI |||✔️||
|
| CRSI - Connor RSI |||✔️||
|
||||||
| CTI - Ehler's Correlation Trend Indicator ||||✔️|
|
| CTI - Ehler's Correlation Trend Indicator ||||✔️|
|
||||||
| DMI - Directional Movement Index ||✔️|✔️|✔️|
|
| DMI - Directional Movement Index ||✔️|✔️|✔️|
|
||||||
| EFI - Elder Ray's Force Index |||✔️|✔️|
|
| EFI - Elder Ray's Force Index |||✔️|✔️|
|
||||||
| GAT - Alligator oscillator |||✔️||
|
| GAT - Alligator oscillator |||✔️||
|
||||||
| KRI - Kairi Relative Index |||||
|
| KRI - Kairi Relative Index |||||
|
||||||
| KVO - Klinger Volume Oscillator |||✔️|✔️|
|
| KVO - Klinger Volume Oscillator |||✔️|✔️|
|
||||||
| MFI - Money Flow Index ||✔️|✔️|✔️|
|
| MFI - Money Flow Index ||✔️|✔️|✔️|
|
||||||
| MOM - Momentum |||✔️|✔️|
|
| MOM - Momentum |||✔️|✔️|
|
||||||
| NVI - Negative Volume Index ||||✔️|
|
| NVI - Negative Volume Index ||||✔️|
|
||||||
| PO - Price Oscillator ||||✔️|
|
| PO - Price Oscillator ||||✔️|
|
||||||
| PPO - Percentage Price Oscillator ||✔️||✔️|
|
| PPO - Percentage Price Oscillator ||✔️||✔️|
|
||||||
| PVI - Positive Volume Index ||||✔️|
|
| PVI - Positive Volume Index ||||✔️|
|
||||||
| RSI - Relative Strength Index |✔️|✔️|✔️|✔️|
|
| RSI - Relative Strength Index |✔️|✔️|✔️|✔️|
|
||||||
| RVGI - Relative Vigor Index ||||✔️|
|
| RVGI - Relative Vigor Index ||||✔️|
|
||||||
| SRSI - Stochastic RSI |||✔️|✔️|
|
| SRSI - Stochastic RSI |||✔️|✔️|
|
||||||
| TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|
|
| TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|
|
||||||
| TSI - True Strength Index |||✔️|✔️|
|
| TSI - True Strength Index |||✔️|✔️|
|
||||||
| UI - Ulcer Index |||✔️|✔️|
|
| UI - Ulcer Index |||✔️|✔️|
|
||||||
| UO - Ultimate Oscillator ||✔️|✔️|✔️|
|
| UO - Ultimate Oscillator ||✔️|✔️|✔️|
|
||||||
| WGAT - Williams Alligator |||✔️||
|
| WGAT - Williams Alligator |||✔️||
|
||||||
||||||
|
||||||
|
||||||
| **Volume** |||||
|
| **Volume** |||||
|
||||||
| AOBV - Archer On-Balance Volume ||||✔️|
|
| AOBV - Archer On-Balance Volume ||||✔️|
|
||||||
| OBV - On-Balance Volume ||✔️|✔️|✔️|
|
| OBV - On-Balance Volume ||✔️|✔️|✔️|
|
||||||
| PRS - Price Relative Strength |||✔️||
|
| PRS - Price Relative Strength |||✔️||
|
||||||
| PVOL - Price-Volume |||||
|
| PVOL - Price-Volume |||||
|
||||||
| PVR - Price Volume Rank ||||✔️|
|
| PVR - Price Volume Rank ||||✔️|
|
||||||
| PVT - Price Volume Trend ||||✔️|
|
| PVT - Price Volume Trend ||||✔️|
|
||||||
| VP - Volume Profile ||||✔️|
|
| VP - Volume Profile ||||✔️|
|
||||||
||||||
|
||||||
|
||||||
|**Unsorted**|||||
|
|**Unsorted**|||||
|
||||||
| CHN - Price Channel |||✔️||
|
| CHN - Price Channel |||✔️||
|
||||||
| COPPOCK - Coppock Curve ||||✔️|
|
| COPPOCK - Coppock Curve ||||✔️|
|
||||||
| CORREL - Pearson's Correlation Coefficient ||✔️|✔️||
|
| CORREL - Pearson's Correlation Coefficient ||✔️|✔️||
|
||||||
| EOM - Ease of Movement ||||✔️|
|
| EOM - Ease of Movement ||||✔️|
|
||||||
| HILO - Gann High-Low Activator ||||✔️|
|
| HILO - Gann High-Low Activator ||||✔️|
|
||||||
| HV - Historical Volatility |||✔️||
|
| HV - Historical Volatility |||✔️||
|
||||||
| HT - HT Trendline |||✔️||
|
| HT - HT Trendline |||✔️||
|
||||||
| ICH - Ichimoku |||✔️|✔️|
|
| ICH - Ichimoku |||✔️|✔️|
|
||||||
| MCGD - McGinley Dynamic ||||✔️|
|
| MCGD - McGinley Dynamic ||||✔️|
|
||||||
| ROC - Rate of Change ||✔️|✔️|✔️|
|
| ROC - Rate of Change ||✔️|✔️|✔️|
|
||||||
| SAR - Parabolic Stop and Reverse ||✔️|✔️|✔️|
|
| SAR - Parabolic Stop and Reverse ||✔️|✔️|✔️|
|
||||||
| STC - Schaff Trend Cycle |||✔️|✔️|
|
| STC - Schaff Trend Cycle |||✔️|✔️|
|
||||||
| TR - True Range ||✔️|✔️|✔️|
|
| TR - True Range ||✔️|✔️|✔️|
|
||||||
| WILLR - Larry Williams' %R ||✔️|✔️|✔️|
|
| WILLR - Larry Williams' %R ||✔️|✔️|✔️|
|
||||||
| HURST - Hurst Exponent |||✔️||
|
| HURST - Hurst Exponent |||✔️||
|
||||||
| VOR - Vortex Indicator |||✔️|✔️|
|
| VOR - Vortex Indicator |||✔️|✔️|
|
||||||
| DON - Donchian Channels |||✔️|✔️|
|
| DON - Donchian Channels |||✔️|✔️|
|
||||||
| FCB - Fractal Chaos Bands |||✔️||
|
| FCB - Fractal Chaos Bands |||✔️||
|
||||||
| KEL - Keltner Channels |||✔️|✔️|
|
| KEL - Keltner Channels |||✔️|✔️|
|
||||||
| PVT - Pivot Points |||✔️||
|
| PVT - Pivot Points |||✔️||
|
||||||
| STARC - Starc Bands |||✔️||
|
| STARC - Starc Bands |||✔️||
|
||||||
| DPO - De-trended Price Oscillator |||✔️|✔️|
|
| DPO - De-trended Price Oscillator |||✔️|✔️|
|
||||||
| KDJ - KDJ Index |||✔️|✔️|
|
| KDJ - KDJ Index |||✔️|✔️|
|
||||||
| SMI - Stochastic Momentum Index |||✔️|✔️|
|
| SMI - Stochastic Momentum Index |||✔️|✔️|
|
||||||
| CHAND - Chandelier Exit |||✔️||
|
| CHAND - Chandelier Exit |||✔️||
|
||||||
| VSTOP - Volatility Stop |||✔️||
|
| VSTOP - Volatility Stop |||✔️||
|
||||||
| PVO - Percentage Volume Oscillator |||✔️|✔️|
|
| PVO - Percentage Volume Oscillator |||✔️|✔️|
|
||||||
| Hilbert Transform Instantaneous Trendline |||||
|
| Hilbert Transform Instantaneous Trendline |||||
|
||||||
| PMO - Price Momentum Oscillator |||✔️||
|
| PMO - Price Momentum Oscillator |||✔️||
|
||||||
|
|||||||
+290
-290
@@ -1,290 +1,290 @@
|
|||||||
{
|
{
|
||||||
"cells": [
|
"cells": [
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Quick Start\n",
|
"# Quick Start\n",
|
||||||
"\n",
|
"\n",
|
||||||
"In order to use this .NET Interactive Notebook and play along with QuanTAlib (outside of making your own app or plugging QuanTAlib into Quantower platform), you will need:\n",
|
"In order to use this .NET Interactive Notebook and play along with QuanTAlib (outside of making your own app or plugging QuanTAlib into Quantower platform), you will need:\n",
|
||||||
"\n",
|
"\n",
|
||||||
"- Installed <a href=\"https://code.visualstudio.com/\" target=\"_blank\">Visual Studio Code</a>\n",
|
"- Installed <a href=\"https://code.visualstudio.com/\" target=\"_blank\">Visual Studio Code</a>\n",
|
||||||
"- Installed <a href=\"https://dotnet.microsoft.com/download/dotnet/6.0\" target=\"_blank\">.NET 6 SDK</a>\n",
|
"- Installed <a href=\"https://dotnet.microsoft.com/download/dotnet/6.0\" target=\"_blank\">.NET 6 SDK</a>\n",
|
||||||
"- Installed <a href=\"https://marketplace.visualstudio.com/items?itemName=ms-dotnettools.dotnet-interactive-vscode\" target=\"_blank\">.NET Interactive Notebooks</a> extension\n",
|
"- Installed <a href=\"https://marketplace.visualstudio.com/items?itemName=ms-dotnettools.dotnet-interactive-vscode\" target=\"_blank\">.NET Interactive Notebooks</a> extension\n",
|
||||||
"\n",
|
"\n",
|
||||||
"**For impatient**, here is a simple example of calculating three moving averages - SMA(data), EMA(SMA(data)) and WMA(EMA(SMA(data))) from 10 days of AAPL stock data using QuanTAlib:"
|
"**For impatient**, here is a simple example of calculating three moving averages - SMA(data), EMA(SMA(data)) and WMA(EMA(SMA(data))) from 10 days of AAPL stock data using QuanTAlib:"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div><div></div><div></div><div></div></div>"
|
"<div><div></div><div></div><div></div></div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"index\t data\t\t sma(data)\t ema(sma(data))\t wma(ema(sma(data)))\n",
|
"index\t data\t\t sma(data)\t ema(sma(data))\t wma(ema(sma(data)))\n",
|
||||||
"0\t 2022-03-23\t 170.21\t\t 170.21\t\t NaN\n",
|
"0\t 2022-03-23\t 170.21\t\t 170.21\t\t NaN\n",
|
||||||
"1\t 2022-03-24\t 172.14\t\t 170.85\t\t NaN\n",
|
"1\t 2022-03-24\t 172.14\t\t 170.85\t\t NaN\n",
|
||||||
"2\t 2022-03-25\t 173.00\t\t 171.57\t\t NaN\n",
|
"2\t 2022-03-25\t 173.00\t\t 171.57\t\t NaN\n",
|
||||||
"3\t 2022-03-28\t 173.65\t\t 172.26\t\t NaN\n",
|
"3\t 2022-03-28\t 173.65\t\t 172.26\t\t NaN\n",
|
||||||
"4\t 2022-03-29\t 174.71\t\t 173.08\t\t 172.07\n",
|
"4\t 2022-03-29\t 174.71\t\t 173.08\t\t 172.07\n",
|
||||||
"5\t 2022-03-30\t 176.22\t\t 174.13\t\t 172.92\n",
|
"5\t 2022-03-30\t 176.22\t\t 174.13\t\t 172.92\n",
|
||||||
"6\t 2022-03-31\t 176.33\t\t 174.86\t\t 173.74\n",
|
"6\t 2022-03-31\t 176.33\t\t 174.86\t\t 173.74\n",
|
||||||
"7\t 2022-04-01\t 176.25\t\t 175.32\t\t 174.46\n",
|
"7\t 2022-04-01\t 176.25\t\t 175.32\t\t 174.46\n",
|
||||||
"8\t 2022-04-04\t 176.82\t\t 175.82\t\t 175.09\n",
|
"8\t 2022-04-04\t 176.82\t\t 175.82\t\t 175.09\n",
|
||||||
"9\t 2022-04-05\t 176.04\t\t 175.89\t\t 175.51\n",
|
"9\t 2022-04-05\t 176.04\t\t 175.89\t\t 175.51\n",
|
||||||
"10\t 2022-04-06\t 174.85\t\t 175.55\t\t 175.62\n",
|
"10\t 2022-04-06\t 174.85\t\t 175.55\t\t 175.62\n",
|
||||||
"11\t 2022-04-07\t 174.36\t\t 175.15\t\t 175.51\n"
|
"11\t 2022-04-07\t 174.36\t\t 175.15\t\t 175.51\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"#r \"nuget:QuanTAlib;\"\n",
|
"#r \"nuget:QuanTAlib;\"\n",
|
||||||
"using QuanTAlib;\n",
|
"using QuanTAlib;\n",
|
||||||
"\n",
|
"\n",
|
||||||
"YAHOO_Feed aapl = new(15, \"AAPL\");\n",
|
"YAHOO_Feed aapl = new(15, \"AAPL\");\n",
|
||||||
"TSeries data = aapl.Close;\n",
|
"TSeries data = aapl.Close;\n",
|
||||||
"SMA_Series sma = new(source: data, period: 5, useNaN: false);\n",
|
"SMA_Series sma = new(source: data, period: 5, useNaN: false);\n",
|
||||||
"EMA_Series ema = new(sma, period: 5); // by default, indicators expose all data, no NaN values\n",
|
"EMA_Series ema = new(sma, period: 5); // by default, indicators expose all data, no NaN values\n",
|
||||||
"WMA_Series wma = new(ema, 5, useNaN: true); // for the final calculation we can hide early data with NaNs\n",
|
"WMA_Series wma = new(ema, 5, useNaN: true); // for the final calculation we can hide early data with NaNs\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Console.Write($\"index\\t data\\t\\t sma(data)\\t ema(sma(data))\\t wma(ema(sma(data)))\\n\");\n",
|
"Console.Write($\"index\\t data\\t\\t sma(data)\\t ema(sma(data))\\t wma(ema(sma(data)))\\n\");\n",
|
||||||
"for (int i=0; i<data.Count; i++)\n",
|
"for (int i=0; i<data.Count; i++)\n",
|
||||||
" Console.Write($\"{i}\\t {data[i].t:yyyy-MM-dd}\\t {sma[i].v:f2}\\t\\t {ema[i].v:f2}\\t\\t {wma[i].v:f2}\\n\");"
|
" Console.Write($\"{i}\\t {data[i].t:yyyy-MM-dd}\\t {sma[i].v:f2}\\t\\t {ema[i].v:f2}\\t\\t {wma[i].v:f2}\\n\");"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Understanding QuanTAlib data model\n",
|
"## Understanding QuanTAlib data model\n",
|
||||||
"\n",
|
"\n",
|
||||||
"QuanTAlib expects that every data item is a tuple (TimeDate t, double v) and TSeries is a list of (t,v) tuples. There are several helpers built into the TSeries class to simplify adding elements:"
|
"QuanTAlib expects that every data item is a tuple (TimeDate t, double v) and TSeries is a list of (t,v) tuples. There are several helpers built into the TSeries class to simplify adding elements:"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-04-07 00:00:00Z</span></td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><span>2022-04-04 21:57:46Z</span></td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
|
"<table><thead><tr><th><i>index</i></th><th>Item1</th><th>Item2</th></tr></thead><tbody><tr><td>0</td><td><span>2022-04-07 00:00:00Z</span></td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><span>2022-04-07 21:57:46Z</span></td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><span>2022-04-04 21:57:46Z</span></td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"var item1 = (DateTime.Today, 105.3); // (DateTime, Value) tuple\n",
|
"var item1 = (DateTime.Today, 105.3); // (DateTime, Value) tuple\n",
|
||||||
"double item2 = 293.1; // a simple double\n",
|
"double item2 = 293.1; // a simple double\n",
|
||||||
"\n",
|
"\n",
|
||||||
"TSeries data = new();\n",
|
"TSeries data = new();\n",
|
||||||
"data.Add(item1); // adding tuple variable\n",
|
"data.Add(item1); // adding tuple variable\n",
|
||||||
"data.Add(item2); // QuanTAlib stamps the (double) with current time\n",
|
"data.Add(item2); // QuanTAlib stamps the (double) with current time\n",
|
||||||
"data.Add(0); // directly adding a number (stamped with current time)\n",
|
"data.Add(0); // directly adding a number (stamped with current time)\n",
|
||||||
"data.Add((DateTime.Now.AddDays(-3), 10)); // adding a tuple with timestamp 3 days ago\n",
|
"data.Add((DateTime.Now.AddDays(-3), 10)); // adding a tuple with timestamp 3 days ago\n",
|
||||||
"\n",
|
"\n",
|
||||||
"data"
|
"data"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"TSeries list can display only values (without timestamps) or only timestamps (without values) by using `.v` or `.t` properties"
|
"TSeries list can display only values (without timestamps) or only timestamps (without values) by using `.v` or `.t` properties"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
|
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">105.3</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">293.1</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">10</div></td></tr></tbody></table>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"data.v"
|
"data.v"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"The last element on the list can be accessed by .Last() or by [^1] - and using `.t` (time) and `.v` (value) properties. Also, casting a TSeries into (double) will return the value of the last element"
|
"The last element on the list can be accessed by .Last() or by [^1] - and using `.t` (time) and `.v` (value) properties. Also, casting a TSeries into (double) will return the value of the last element"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div class=\"dni-plaintext\">10</div>"
|
"<div class=\"dni-plaintext\">10</div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"bool IsTheSame = data.Last().v == data[^1].v;\n",
|
"bool IsTheSame = data.Last().v == data[^1].v;\n",
|
||||||
"double lastvalue = data;\n",
|
"double lastvalue = data;\n",
|
||||||
"\n",
|
"\n",
|
||||||
"lastvalue"
|
"lastvalue"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"All indicators are just modified TSeries classes; they get all required input during class construction (source of the datafeed, period...) and they automatically subscribe to events of the datafeed. Whenever datafeed gets a new value, indicator will calculate its own value. Indicators are also event publishers, so other indicators can subscribe to their results, chaining indicators together:"
|
"All indicators are just modified TSeries classes; they get all required input during class construction (source of the datafeed, period...) and they automatically subscribe to events of the datafeed. Whenever datafeed gets a new value, indicator will calculate its own value. Indicators are also event publishers, so other indicators can subscribe to their results, chaining indicators together:"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">Infinity</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.6666666666666666</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3076923076923077</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.1951219512195122</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.1415929203539823</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0.11072664359861592</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0.09078014184397164</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0.07687687687687687</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0.06664931007550118</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0.05881677197013211</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.2499389797412741</div></td></tr></tbody></table>"
|
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">Infinity</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.6666666666666666</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3076923076923077</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.1951219512195122</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.1415929203539823</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">0.11072664359861592</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">0.09078014184397164</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">0.07687687687687687</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">0.06664931007550118</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">0.05881677197013211</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.2499389797412741</div></td></tr></tbody></table>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"TSeries t1 = new() {0,1,2,3,4,5,6,7,8,9}; // t1 is loaded with data and activated as a publisher\n",
|
"TSeries t1 = new() {0,1,2,3,4,5,6,7,8,9}; // t1 is loaded with data and activated as a publisher\n",
|
||||||
"EMA_Series t2 = new(t1, 3); // t2 will auto-load all history of t1 and wait for events from t1\n",
|
"EMA_Series t2 = new(t1, 3); // t2 will auto-load all history of t1 and wait for events from t1\n",
|
||||||
"ADD_Series t3 = new(t1, t2); // t3 is an ADDition of t1 and t2 - will also load history and wait for t2 events\n",
|
"ADD_Series t3 = new(t1, t2); // t3 is an ADDition of t1 and t2 - will also load history and wait for t2 events\n",
|
||||||
"DIV_Series t4 = new(1, t3); // t4 is calculating 1/t3 - and waiting for t3 events\n",
|
"DIV_Series t4 = new(1, t3); // t4 is calculating 1/t3 - and waiting for t3 events\n",
|
||||||
"\n",
|
"\n",
|
||||||
"TSeries t5 = new(); // a wild indicator appeared! And it is empty!\n",
|
"TSeries t5 = new(); // a wild indicator appeared! And it is empty!\n",
|
||||||
"t4.Pub += t5.Sub; // let us add a manual subscription to events coming from t4 - t5 is now listening to t4\n",
|
"t4.Pub += t5.Sub; // let us add a manual subscription to events coming from t4 - t5 is now listening to t4\n",
|
||||||
"t1.Add(0); // we add one new value to t1 - and trigger the full cascade of calculation! t5 is now full!\n",
|
"t1.Add(0); // we add one new value to t1 - and trigger the full cascade of calculation! t5 is now full!\n",
|
||||||
"\n",
|
"\n",
|
||||||
"t5.v"
|
"t5.v"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# MACD compounded indicator\n",
|
"# MACD compounded indicator\n",
|
||||||
"\n",
|
"\n",
|
||||||
"With QuanTAlib we can chain indicators together, creating complex compounded indicators. For example, we can create Moving Average Convergence/Divergence (MACD) indicators by chaining all required operations in a sequence:"
|
"With QuanTAlib we can chain indicators together, creating complex compounded indicators. For example, we can create Moving Average Convergence/Divergence (MACD) indicators by chaining all required operations in a sequence:"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"dotnet_interactive": {
|
"dotnet_interactive": {
|
||||||
"language": "csharp"
|
"language": "csharp"
|
||||||
},
|
},
|
||||||
"vscode": {
|
"vscode": {
|
||||||
"languageId": "dotnet-interactive.csharp"
|
"languageId": "dotnet-interactive.csharp"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.08934530370370339</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3599908358509947</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.5984373224068585</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.9604679820661939</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">1.17393637722238</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">1.295101583309171</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">1.5073770108948183</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">1.4718244887751928</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">1.1537265475126177</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.8550987734004014</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">0.8650928385987653</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">0.5867583008849087</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">0.15053155636913873</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">-0.13622024638714825</div></td></tr></tbody></table>"
|
"<table><thead><tr><th><i>index</i></th><th>value</th></tr></thead><tbody><tr><td>0</td><td><div class=\"dni-plaintext\">0</div></td></tr><tr><td>1</td><td><div class=\"dni-plaintext\">0.08934530370370339</div></td></tr><tr><td>2</td><td><div class=\"dni-plaintext\">0.3599908358509947</div></td></tr><tr><td>3</td><td><div class=\"dni-plaintext\">0.5984373224068585</div></td></tr><tr><td>4</td><td><div class=\"dni-plaintext\">0.9604679820661939</div></td></tr><tr><td>5</td><td><div class=\"dni-plaintext\">1.17393637722238</div></td></tr><tr><td>6</td><td><div class=\"dni-plaintext\">1.295101583309171</div></td></tr><tr><td>7</td><td><div class=\"dni-plaintext\">1.5073770108948183</div></td></tr><tr><td>8</td><td><div class=\"dni-plaintext\">1.4718244887751928</div></td></tr><tr><td>9</td><td><div class=\"dni-plaintext\">1.1537265475126177</div></td></tr><tr><td>10</td><td><div class=\"dni-plaintext\">0.8550987734004014</div></td></tr><tr><td>11</td><td><div class=\"dni-plaintext\">0.8650928385987653</div></td></tr><tr><td>12</td><td><div class=\"dni-plaintext\">0.5867583008849087</div></td></tr><tr><td>13</td><td><div class=\"dni-plaintext\">0.15053155636913873</div></td></tr><tr><td>14</td><td><div class=\"dni-plaintext\">-0.13622024638714825</div></td></tr></tbody></table>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"YAHOO_Feed aapl = new(20, \"AAPL\");\n",
|
"YAHOO_Feed aapl = new(20, \"AAPL\");\n",
|
||||||
"TSeries close = aapl.Close; // close will get data from history\n",
|
"TSeries close = aapl.Close; // close will get data from history\n",
|
||||||
"EMA_Series slow = new(close,26); // slow gets data from slow through pub-sub eventing\n",
|
"EMA_Series slow = new(close,26); // slow gets data from slow through pub-sub eventing\n",
|
||||||
"EMA_Series fast = new(close,12); // fast gets data from slow (via eventing)\n",
|
"EMA_Series fast = new(close,12); // fast gets data from slow (via eventing)\n",
|
||||||
"SUB_Series macd = new(fast,slow); // macd is a SUBtraction: fast-slow\n",
|
"SUB_Series macd = new(fast,slow); // macd is a SUBtraction: fast-slow\n",
|
||||||
"EMA_Series signal = new(macd,9); // signal is EMA of macd\n",
|
"EMA_Series signal = new(macd,9); // signal is EMA of macd\n",
|
||||||
"SUB_Series histogram = new(macd, signal); // histogram is SUBtraction macd-signal\n",
|
"SUB_Series histogram = new(macd, signal); // histogram is SUBtraction macd-signal\n",
|
||||||
"\n",
|
"\n",
|
||||||
"histogram.v\n"
|
"histogram.v\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"kernelspec": {
|
"kernelspec": {
|
||||||
"display_name": ".NET (C#)",
|
"display_name": ".NET (C#)",
|
||||||
"language": "C#",
|
"language": "C#",
|
||||||
"name": ".net-csharp"
|
"name": ".net-csharp"
|
||||||
},
|
},
|
||||||
"language_info": {
|
"language_info": {
|
||||||
"file_extension": ".cs",
|
"file_extension": ".cs",
|
||||||
"mimetype": "text/x-csharp",
|
"mimetype": "text/x-csharp",
|
||||||
"name": "C#",
|
"name": "C#",
|
||||||
"pygments_lexer": "csharp",
|
"pygments_lexer": "csharp",
|
||||||
"version": "9.0"
|
"version": "9.0"
|
||||||
},
|
},
|
||||||
"orig_nbformat": 4
|
"orig_nbformat": 4
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
"nbformat_minor": 2
|
"nbformat_minor": 2
|
||||||
}
|
}
|
||||||
|
|||||||
+25
-25
@@ -1,25 +1,25 @@
|
|||||||
<!DOCTYPE html>
|
<!DOCTYPE html>
|
||||||
<html lang="en">
|
<html lang="en">
|
||||||
<head>
|
<head>
|
||||||
<meta charset="UTF-8">
|
<meta charset="UTF-8">
|
||||||
<title>Document</title>
|
<title>Document</title>
|
||||||
<meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1" />
|
<meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1" />
|
||||||
<meta name="description" content="Description">
|
<meta name="description" content="Description">
|
||||||
<meta name="viewport" content="width=device-width, initial-scale=1.0, minimum-scale=1.0">
|
<meta name="viewport" content="width=device-width, initial-scale=1.0, minimum-scale=1.0">
|
||||||
<link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/docsify-themeable@0/dist/css/theme-simple.css">
|
<link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/docsify-themeable@0/dist/css/theme-simple.css">
|
||||||
</head>
|
</head>
|
||||||
<body>
|
<body>
|
||||||
<div id="app"></div>
|
<div id="app"></div>
|
||||||
<script>
|
<script>
|
||||||
window.$docsify = {
|
window.$docsify = {
|
||||||
name: 'QuanTAlib',
|
name: 'QuanTAlib',
|
||||||
repo: 'mihakralj/quantalib'
|
repo: 'mihakralj/quantalib'
|
||||||
}
|
}
|
||||||
</script>
|
</script>
|
||||||
<script src="//cdn.jsdelivr.net/npm/prismjs@1/components/prism-csharp.min.js"></script>
|
<script src="//cdn.jsdelivr.net/npm/prismjs@1/components/prism-csharp.min.js"></script>
|
||||||
<!-- Docsify v4 -->
|
<!-- Docsify v4 -->
|
||||||
<script src="//cdn.jsdelivr.net/npm/docsify@4"></script>
|
<script src="//cdn.jsdelivr.net/npm/docsify@4"></script>
|
||||||
<script src="//cdn.jsdelivr.net/npm/docsify-themeable@0/dist/js/docsify-themeable.min.js"></script>
|
<script src="//cdn.jsdelivr.net/npm/docsify-themeable@0/dist/js/docsify-themeable.min.js"></script>
|
||||||
<script src="//unpkg.com/@rakutentech/docsify-code-inline/dist/index.min.js"></script>
|
<script src="//unpkg.com/@rakutentech/docsify-code-inline/dist/index.min.js"></script>
|
||||||
</body>
|
</body>
|
||||||
</html>
|
</html>
|
||||||
|
|||||||
+244
-244
@@ -1,244 +1,244 @@
|
|||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
#r "nuget: Plotly.NET, 2.0.0-preview.18 "
|
#r "nuget: Plotly.NET, 2.0.0-preview.18 "
|
||||||
#r "nuget: Plotly.NET.Interactive, 2.0.0-preview.18 "
|
#r "nuget: Plotly.NET.Interactive, 2.0.0-preview.18 "
|
||||||
#r "nuget: QuanTAlib"
|
#r "nuget: QuanTAlib"
|
||||||
|
|
||||||
using Plotly.NET;
|
using Plotly.NET;
|
||||||
using Plotly.NET.LayoutObjects;
|
using Plotly.NET.LayoutObjects;
|
||||||
using QuanTAlib;
|
using QuanTAlib;
|
||||||
|
|
||||||
List<double> x = new() {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96};
|
List<double> x = new() {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96};
|
||||||
List<double> Spike = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};
|
List<double> Spike = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};
|
||||||
List<double> Impulse = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1};
|
List<double> Impulse = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1};
|
||||||
List<double> Triangle = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,32,31,30,29,28,27,26,25,24,23,22,21,20,19,18,17,16,15,14,13,12,11,10,9,8,7,6,5,4,3,2};
|
List<double> Triangle = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,32,31,30,29,28,27,26,25,24,23,22,21,20,19,18,17,16,15,14,13,12,11,10,9,8,7,6,5,4,3,2};
|
||||||
List<double> Sawtooth = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};
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List<double> Sawtooth = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,33,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};
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||||||
List<double> Sine = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.39,0.56,0.72,0.84,0.93,0.99,1,0.97,0.91,0.81,0.68,0.52,0.33,0.14,-0.06,-0.26,-0.44,-0.61,-0.76,-0.87,-0.95,-0.99,-1,-0.96,-0.88,-0.77,-0.63,-0.46,-0.28,-0.08,0.12,0.31,0.49,0.66,0.79,0.9,0.97,1,0.99,0.94,0.85,0.73,0.58,0.41,0.22,0.02,-0.17,-0.37,-0.54,-0.7,-0.83,-0.92,-0.98,-1,-0.98,-0.92,-0.82,-0.69,-0.54,-0.36,-0.17,0.03,0.23,0.42,0.59,0.74};
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List<double> Sine = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.39,0.56,0.72,0.84,0.93,0.99,1,0.97,0.91,0.81,0.68,0.52,0.33,0.14,-0.06,-0.26,-0.44,-0.61,-0.76,-0.87,-0.95,-0.99,-1,-0.96,-0.88,-0.77,-0.63,-0.46,-0.28,-0.08,0.12,0.31,0.49,0.66,0.79,0.9,0.97,1,0.99,0.94,0.85,0.73,0.58,0.41,0.22,0.02,-0.17,-0.37,-0.54,-0.7,-0.83,-0.92,-0.98,-1,-0.98,-0.92,-0.82,-0.69,-0.54,-0.36,-0.17,0.03,0.23,0.42,0.59,0.74};
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||||||
List<double> Chirp = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.93,0.27,-0.59,-1,-0.71,0.05,0.75,1,0.67,0,-0.67,-0.99,-0.85,-0.34,0.31,0.81,1,0.82,0.35,-0.22,-0.71,-0.98,-0.95,-0.66,-0.2,0.31,0.72,0.96,0.98,0.78,0.43,-0.01,-0.43,-0.77,-0.96,-0.99,-0.85,-0.58,-0.23,0.16,0.51,0.79,0.95,1,0.92,0.73,0.47,0.15,-0.17,-0.47,-0.72,-0.9,-0.99,-0.99,-0.9,-0.74,-0.52,-0.26,0.01,0.28,0.53,0.73,0.88,0.97,1,0.97};
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List<double> Chirp = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0.93,0.27,-0.59,-1,-0.71,0.05,0.75,1,0.67,0,-0.67,-0.99,-0.85,-0.34,0.31,0.81,1,0.82,0.35,-0.22,-0.71,-0.98,-0.95,-0.66,-0.2,0.31,0.72,0.96,0.98,0.78,0.43,-0.01,-0.43,-0.77,-0.96,-0.99,-0.85,-0.58,-0.23,0.16,0.51,0.79,0.95,1,0.92,0.73,0.47,0.15,-0.17,-0.47,-0.72,-0.9,-0.99,-0.99,-0.9,-0.74,-0.52,-0.26,0.01,0.28,0.53,0.73,0.88,0.97,1,0.97};
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||||||
List<double> White = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0.03,-0.4,-0.47,0.19,-0.4,-0.23,0.31,0.41,0.19,0.16,-0.5,-0.31,-0.21,0.25,0.18,-0.48,-0.1,0.38,0.29,-0.38,-0.08,-0.21,0.34,0.01,-0.46,0.28,-0.48,0.11,0.02,-0.37,0.19,-0.2,0.1,0.24,0.08,-0.22,-0.12,0.15,0.36,-0.43,-0.03,-0.32,0.45,-0.5,-0.04,-0.04,-0.08,-0.18,0.13,-0.33,-0.19,0.36,-0.39,0.2,-0.31,0.28,-0.13,-0.07,-0.29,0.37,0.03,-0.25,-0.06,-0.3,-0.08,-0.09};
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List<double> White = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0.03,-0.4,-0.47,0.19,-0.4,-0.23,0.31,0.41,0.19,0.16,-0.5,-0.31,-0.21,0.25,0.18,-0.48,-0.1,0.38,0.29,-0.38,-0.08,-0.21,0.34,0.01,-0.46,0.28,-0.48,0.11,0.02,-0.37,0.19,-0.2,0.1,0.24,0.08,-0.22,-0.12,0.15,0.36,-0.43,-0.03,-0.32,0.45,-0.5,-0.04,-0.04,-0.08,-0.18,0.13,-0.33,-0.19,0.36,-0.39,0.2,-0.31,0.28,-0.13,-0.07,-0.29,0.37,0.03,-0.25,-0.06,-0.3,-0.08,-0.09};
|
||||||
List<double> Gauss = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0,0.03,0.11,-0.1,-0.43,-0.08,0.36,-0.04,-0.04,-0.21,-0.3,0.26,0.2,0.28,0.2,0.27,-0.01,-0.1,-0.23,-0.13,-0.41,-0.23,-0.07,-0.21,0.32,-0.18,-0.48,0.3,0.46,-0.2,0.52,-0.81,-0.25,-0.21,-0.12,-0.18,0.18,0.52,0.29,0.44,0.18,-1.2,0.38,0.24,0.06,0.28,0.34,0.3,-0.13,0.19,-0.5,0.59,-0.36,0.22,-0.23,0.24,0.39,0.13,-0.33,-0.57,-0.23,0.49,-0.13,0.76,0.59,0.61};
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List<double> Gauss = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,0,0.03,0.11,-0.1,-0.43,-0.08,0.36,-0.04,-0.04,-0.21,-0.3,0.26,0.2,0.28,0.2,0.27,-0.01,-0.1,-0.23,-0.13,-0.41,-0.23,-0.07,-0.21,0.32,-0.18,-0.48,0.3,0.46,-0.2,0.52,-0.81,-0.25,-0.21,-0.12,-0.18,0.18,0.52,0.29,0.44,0.18,-1.2,0.38,0.24,0.06,0.28,0.34,0.3,-0.13,0.19,-0.5,0.59,-0.36,0.22,-0.23,0.24,0.39,0.13,-0.33,-0.57,-0.23,0.49,-0.13,0.76,0.59,0.61};
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||||||
List<double> B = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0,-0.28,0.41,-0.54,0.65,-0.75,0.84,-0.91,0.96,-0.99,1,-0.99,0.96,-0.92,0.85,-0.77,0.67,-0.56,0.44,-0.3,0.17,-0.03,-0.11,0.25,-0.39,0.51,-0.63,0.73,-0.82,0.89,-0.95,0.98,-1,0.99,-0.97,0.93,-0.86,0.78,-0.69,0.58,-0.46,0.33,-0.19,0.05,0.09,-0.23,0.36,-0.49,0.61,-0.71,0.81,-0.88,0.94,-0.98,1,-1,0.98,-0.94,0.88,-0.8,0.71,-0.6,0.48,-0.35,0.22,-0.08,-0.06};
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List<double> B = new() {-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0,-0.28,0.41,-0.54,0.65,-0.75,0.84,-0.91,0.96,-0.99,1,-0.99,0.96,-0.92,0.85,-0.77,0.67,-0.56,0.44,-0.3,0.17,-0.03,-0.11,0.25,-0.39,0.51,-0.63,0.73,-0.82,0.89,-0.95,0.98,-1,0.99,-0.97,0.93,-0.86,0.78,-0.69,0.58,-0.46,0.33,-0.19,0.05,0.09,-0.23,0.36,-0.49,0.61,-0.71,0.81,-0.88,0.94,-0.98,1,-1,0.98,-0.94,0.88,-0.8,0.71,-0.6,0.48,-0.35,0.22,-0.08,-0.06};
|
||||||
List<double> HF = new() {-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,0,0.14,-0.76,-0.96,-0.28,0.66,0.99,0.41,-0.54,-1,-0.54,0.42,0.99,0.65,-0.29,-0.96,-0.75,0.15,0.91,0.84,-0.01,-0.85,-0.91,-0.13,0.76,0.96,0.27,-0.66,-0.99,-0.4,0.55,1,0.53,-0.43,-0.99,-0.64,0.3,0.96,0.75,-0.16,-0.92,-0.83,0.02,0.85,0.9,0.12,-0.77,-0.95,-0.26,0.67,0.99,0.4,-0.56,-1,-0.52,0.44,0.99,0.64,-0.3,-0.97,-0.74,0.17,0.92,0.83,-0.03,-0.86};
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List<double> HF = new() {-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,0,0.14,-0.76,-0.96,-0.28,0.66,0.99,0.41,-0.54,-1,-0.54,0.42,0.99,0.65,-0.29,-0.96,-0.75,0.15,0.91,0.84,-0.01,-0.85,-0.91,-0.13,0.76,0.96,0.27,-0.66,-0.99,-0.4,0.55,1,0.53,-0.43,-0.99,-0.64,0.3,0.96,0.75,-0.16,-0.92,-0.83,0.02,0.85,0.9,0.12,-0.77,-0.95,-0.26,0.67,0.99,0.4,-0.56,-1,-0.52,0.44,0.99,0.64,-0.3,-0.97,-0.74,0.17,0.92,0.83,-0.03,-0.86};
|
||||||
List<double> ImpulseHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.05,-0.25,-0.32,-0.09,0.22,0.33,0.14,-0.18,-0.33,-0.18,0.14,0.33,0.22,-0.1,-0.32,-0.25,0.05,0.3,0.28,0,-0.28,-0.3,-0.04,0.25,0.32,0.09,-0.22,-0.33,-0.13,0.18,0.33,0.18,0.86,0.67,0.79,1.1,1.32,1.25,0.95,0.69,0.72,1.01,1.28,1.3,1.04,0.74,0.68,0.91,1.22,1.33,1.13,0.81,0.67,0.83,1.15,1.33,1.21,0.9,0.68,0.75,1.06,1.31,1.28,0.99,0.71};
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List<double> ImpulseHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.05,-0.25,-0.32,-0.09,0.22,0.33,0.14,-0.18,-0.33,-0.18,0.14,0.33,0.22,-0.1,-0.32,-0.25,0.05,0.3,0.28,0,-0.28,-0.3,-0.04,0.25,0.32,0.09,-0.22,-0.33,-0.13,0.18,0.33,0.18,0.86,0.67,0.79,1.1,1.32,1.25,0.95,0.69,0.72,1.01,1.28,1.3,1.04,0.74,0.68,0.91,1.22,1.33,1.13,0.81,0.67,0.83,1.15,1.33,1.21,0.9,0.68,0.75,1.06,1.31,1.28,0.99,0.71};
|
||||||
List<double> SawtoothHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,2.7,-0.8,-0.8,3.6,9.3,11.95,10.05,6.3,5,8.3,14.1,17.95,17.25,13.55,11.2,13.25,18.75,23.55,24.2,20.95,17.75,18.45,23.35,28.8,30.8,28.35,24.7,24.05,28,33.75,37,35.65,31.85,28.05,-3.2,1.5,4.8,3.75,-0.8,-4.6,-4.15,0.1,4.25,4.5,0.6,-3.85,-4.75,-1.3,3.35,4.95,2,-2.8,-5,-2.6,2.2,4.95,3.2,-1.5,-4.85,-3.7,0.85,4.6,4.15,-0.15,-4.3};
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List<double> SawtoothHF = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,2.7,-0.8,-0.8,3.6,9.3,11.95,10.05,6.3,5,8.3,14.1,17.95,17.25,13.55,11.2,13.25,18.75,23.55,24.2,20.95,17.75,18.45,23.35,28.8,30.8,28.35,24.7,24.05,28,33.75,37,35.65,31.85,28.05,-3.2,1.5,4.8,3.75,-0.8,-4.6,-4.15,0.1,4.25,4.5,0.6,-3.85,-4.75,-1.3,3.35,4.95,2,-2.8,-5,-2.6,2.2,4.95,3.2,-1.5,-4.85,-3.7,0.85,4.6,4.15,-0.15,-4.3};
|
||||||
List<double> SineG = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.59,0.83,0.74,0.5,0.91,1.36,0.93,0.87,0.6,0.38,0.78,0.53,0.42,0.14,0.01,-0.45,-0.71,-0.99,-1,-1.36,-1.22,-1.07,-1.17,-0.56,-0.95,-1.11,-0.16,0.18,-0.28,0.64,-0.5,0.24,0.45,0.67,0.72,1.15,1.52,1.28,1.38,1.03,-0.47,0.96,0.65,0.28,0.3,0.17,-0.07,-0.67,-0.51,-1.33,-0.33,-1.34,-0.78,-1.21,-0.68,-0.43,-0.56,-0.87,-0.93,-0.4,0.52,0.1,1.18,1.18,1.35};
|
List<double> SineG = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.59,0.83,0.74,0.5,0.91,1.36,0.93,0.87,0.6,0.38,0.78,0.53,0.42,0.14,0.01,-0.45,-0.71,-0.99,-1,-1.36,-1.22,-1.07,-1.17,-0.56,-0.95,-1.11,-0.16,0.18,-0.28,0.64,-0.5,0.24,0.45,0.67,0.72,1.15,1.52,1.28,1.38,1.03,-0.47,0.96,0.65,0.28,0.3,0.17,-0.07,-0.67,-0.51,-1.33,-0.33,-1.34,-0.78,-1.21,-0.68,-0.43,-0.56,-0.87,-0.93,-0.4,0.52,0.1,1.18,1.18,1.35};
|
||||||
List<double> ChirpG = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1.3,0.3,-0.48,-1.1,-1.14,-0.03,1.11,0.96,0.63,-0.21,-0.97,-0.73,-0.65,-0.06,0.51,1.08,0.99,0.72,0.12,-0.35,-1.12,-1.21,-1.02,-0.87,0.12,0.13,0.24,1.26,1.44,0.58,0.95,-0.82,-0.68,-0.98,-1.08,-1.17,-0.67,-0.06,0.06,0.6,0.69,-0.41,1.33,1.24,0.98,1.01,0.81,0.45,-0.3,-0.28,-1.22,-0.31,-1.35,-0.77,-1.13,-0.5,-0.13,-0.13,-0.32,-0.29,0.3,1.22,0.75,1.73,1.59,1.58};
|
List<double> ChirpG = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1.3,0.3,-0.48,-1.1,-1.14,-0.03,1.11,0.96,0.63,-0.21,-0.97,-0.73,-0.65,-0.06,0.51,1.08,0.99,0.72,0.12,-0.35,-1.12,-1.21,-1.02,-0.87,0.12,0.13,0.24,1.26,1.44,0.58,0.95,-0.82,-0.68,-0.98,-1.08,-1.17,-0.67,-0.06,0.06,0.6,0.69,-0.41,1.33,1.24,0.98,1.01,0.81,0.45,-0.3,-0.28,-1.22,-0.31,-1.35,-0.77,-1.13,-0.5,-0.13,-0.13,-0.32,-0.29,0.3,1.22,0.75,1.73,1.59,1.58};
|
||||||
List<double> Complex = new() {175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.44,176.27,176.04,176.99,175.49,175.68,174.34,176.4,174.05,174.4,174.2,176.16,175,177.72,174.33,176.96,174.62,174.76,170.9,171.12,171.05,170.01,169.24,172.64,171.96,175.72,174.16,175.81,177.3,178.38,176.75,177.19,175.55,178.49,176.52,178.45,178.04,178.25,177.8,176.97,172.94,174.92,173.98,172.29,171.19,172.54,172.11,175.32,175.63,176.65,173.8,176.04,172.74,175.24,171.84,171.54,172.17,171.85,172.38,170.78,173.49,173.69,171.71,174.38,173.99,174.83};
|
List<double> Complex = new() {175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.44,176.27,176.04,176.99,175.49,175.68,174.34,176.4,174.05,174.4,174.2,176.16,175,177.72,174.33,176.96,174.62,174.76,170.9,171.12,171.05,170.01,169.24,172.64,171.96,175.72,174.16,175.81,177.3,178.38,176.75,177.19,175.55,178.49,176.52,178.45,178.04,178.25,177.8,176.97,172.94,174.92,173.98,172.29,171.19,172.54,172.11,175.32,175.63,176.65,173.8,176.04,172.74,175.24,171.84,171.54,172.17,171.85,172.38,170.78,173.49,173.69,171.71,174.38,173.99,174.83};
|
||||||
List<double> Market = new() {68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,67.75,67.75,72.75,74.75,72.25,71.25,71.75,72.75,77.75,76,76,76,74.75,75.5,74.75,73.75,74,74.75,72.25,72.5,72.25,74.5,74.75,75.75,75.75,75.75,74.25,73.75,74.75,72,71.75,72.5,72.25,71,72,71.75,71.75,73.25,72.5,73.75,74,76.75,75.75,75,75.75,74.5,74.25,73.5,71.75,70.5,69,70.5,70,68.75,67.25,68.5,70.75,70,70.5,68.25,68.25,68.25,63.75,64.25};
|
List<double> Market = new() {68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,68.75,68.25,67.75,67.75,72.75,74.75,72.25,71.25,71.75,72.75,77.75,76,76,76,74.75,75.5,74.75,73.75,74,74.75,72.25,72.5,72.25,74.5,74.75,75.75,75.75,75.75,74.25,73.75,74.75,72,71.75,72.5,72.25,71,72,71.75,71.75,73.25,72.5,73.75,74,76.75,75.75,75,75.75,74.5,74.25,73.5,71.75,70.5,69,70.5,70,68.75,67.25,68.5,70.75,70,70.5,68.25,68.25,68.25,63.75,64.25};
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
TSeries data = new();
|
TSeries data = new();
|
||||||
|
|
||||||
// change these two values - the period and the type of observed indicator
|
// change these two values - the period and the type of observed indicator
|
||||||
// currently available indicators are: DEMA_Series, EMA_Series, HEMA_Series, HMA_Series, JMA_Series, RMA_Series, SMA_Series, TEMA_Series, WMA_Series and ZLEMA_Series
|
// currently available indicators are: DEMA_Series, EMA_Series, HEMA_Series, HMA_Series, JMA_Series, RMA_Series, SMA_Series, TEMA_Series, WMA_Series and ZLEMA_Series
|
||||||
int Period = 20;
|
int Period = 20;
|
||||||
HMA_Series indicator=new(source: data, period: Period);
|
HMA_Series indicator=new(source: data, period: Period);
|
||||||
|
|
||||||
//On charts below, blue line is the data input, the green line is a JMA reference
|
//On charts below, blue line is the data input, the green line is a JMA reference
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Spike;
|
var series = Spike;
|
||||||
ZLEMA_Series reference = new(source: data, period: Period);
|
ZLEMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Spike");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Spike");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Impulse;
|
var series = Impulse;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count-1; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Impulse");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Impulse");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Triangle;
|
var series = Triangle;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x, series, false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x, series, false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Triangle");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Triangle");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Sawtooth;
|
var series = Sawtooth;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Sawtooth");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Sawtooth");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Sine;
|
var series = Sine;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Sine");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Sine");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Chirp;
|
var series = Chirp;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Chirp");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Chirp");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = White;
|
var series = White;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("White");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("White");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Gauss;
|
var series = Gauss;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Gauss");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Gauss");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = B;
|
var series = B;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("B");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("B");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = HF;
|
var series = HF;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("HF");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("HF");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = ImpulseHF;
|
var series = ImpulseHF;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("ImpulseHF");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("ImpulseHF");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = SawtoothHF;
|
var series = SawtoothHF;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("SawtoothHF");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("SawtoothHF");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = SineG;
|
var series = SineG;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("SineG");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("SineG");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = ChirpG;
|
var series = ChirpG;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("ChirpG");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("ChirpG");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Complex;
|
var series = Complex;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Complex");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Complex");
|
||||||
chart
|
chart
|
||||||
|
|
||||||
#!csharp
|
#!csharp
|
||||||
|
|
||||||
var series = Market;
|
var series = Market;
|
||||||
data = new();
|
data = new();
|
||||||
indicator=new(source: data, period: Period);
|
indicator=new(source: data, period: Period);
|
||||||
JMA_Series reference = new(source: data, period: Period);
|
JMA_Series reference = new(source: data, period: Period);
|
||||||
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
for (int i=0; i<x.Count; i++) data.Add(((DateTime.Today.AddDays(-x.Count+i)), series[i]));
|
||||||
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
GenericChart.GenericChart ch1 = Chart2D.Chart.Line<double,double,bool>(x,series,false,"data").WithLineStyle(Width: 1.0, Color: Color.fromString("blue"));
|
||||||
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
GenericChart.GenericChart ch2 = Chart2D.Chart.Line<double,double,bool>(x,indicator.v,false,"sig").WithLineStyle(Width: 2, Color: Color.fromString("red"));
|
||||||
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
GenericChart.GenericChart ch3 = Chart2D.Chart.Line<double,double,bool>(x,reference.v,false,"ref").WithLineStyle(Width: 1.5, Color: Color.fromString("green"));
|
||||||
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Maket");
|
var chart = Chart.Combine(new []{ch1,ch2,ch3}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle("Maket");
|
||||||
chart
|
chart
|
||||||
|
|||||||
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user