mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 22:40:57 +00:00
Adx, Adxr, Apo, Dmi
This commit is contained in:
Miha
@@ -0,0 +1,179 @@
|
||||
using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// ADX: Average Directional Movement Index
|
||||
/// A technical analysis indicator used to measure the strength of a trend,
|
||||
/// regardless of its direction. ADX combines the Positive and Negative
|
||||
/// Directional Movement Indicators to determine trend strength.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// The ADX calculation process:
|
||||
/// 1. Calculate True Range (TR)
|
||||
/// 2. Calculate +DM (Positive Directional Movement)
|
||||
/// 3. Calculate -DM (Negative Directional Movement)
|
||||
/// 4. Smooth TR, +DM, and -DM using Wilder's smoothing
|
||||
/// 5. Calculate +DI and -DI
|
||||
/// 6. Calculate DX (Directional Index)
|
||||
/// 7. Smooth DX to get ADX
|
||||
///
|
||||
/// Key characteristics:
|
||||
/// - Oscillates between 0 and 100
|
||||
/// - Values above 25 indicate strong trend
|
||||
/// - Values below 20 indicate weak or no trend
|
||||
/// - Can be used with +DI and -DI for trade signals
|
||||
/// - Does not indicate trend direction, only strength
|
||||
///
|
||||
/// Formula:
|
||||
/// TR = max(high-low, abs(high-prevClose), abs(low-prevClose))
|
||||
/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0
|
||||
/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0
|
||||
/// +DI = 100 * smoothed(+DM) / smoothed(TR)
|
||||
/// -DI = 100 * smoothed(-DM) / smoothed(TR)
|
||||
/// DX = 100 * abs(+DI - -DI) / (+DI + -DI)
|
||||
/// ADX = smoothed(DX)
|
||||
///
|
||||
/// Sources:
|
||||
/// J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
|
||||
/// https://www.investopedia.com/terms/a/adx.asp
|
||||
///
|
||||
/// Note: Default period of 14 was recommended by Wilder
|
||||
/// </remarks>
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class Adx : AbstractBarBase
|
||||
{
|
||||
private readonly Rma _smoothedTr;
|
||||
private readonly Rma _smoothedPlusDm;
|
||||
private readonly Rma _smoothedMinusDm;
|
||||
private readonly Rma _smoothedDx;
|
||||
private double _prevHigh, _prevLow, _prevClose;
|
||||
private double _p_prevHigh, _p_prevLow, _p_prevClose;
|
||||
private const double ScalingFactor = 100.0;
|
||||
private const int DefaultPeriod = 14;
|
||||
|
||||
/// <param name="period">The number of periods used in the ADX calculation (default 14).</param>
|
||||
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Adx(int period = DefaultPeriod)
|
||||
{
|
||||
if (period < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(period));
|
||||
_smoothedTr = new(period, useSma: true);
|
||||
_smoothedPlusDm = new(period, useSma: true);
|
||||
_smoothedMinusDm = new(period, useSma: true);
|
||||
_smoothedDx = new(period, useSma: true);
|
||||
_index = 0;
|
||||
WarmupPeriod = period * 2; // Need extra period for DX smoothing
|
||||
Name = $"ADX({period})";
|
||||
}
|
||||
|
||||
/// <param name="source">The data source object that publishes updates.</param>
|
||||
/// <param name="period">The number of periods used in the ADX calculation.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Adx(object source, int period) : this(period)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected override void ManageState(bool isNew)
|
||||
{
|
||||
if (isNew)
|
||||
{
|
||||
_index++;
|
||||
_p_prevHigh = _prevHigh;
|
||||
_p_prevLow = _prevLow;
|
||||
_p_prevClose = _prevClose;
|
||||
}
|
||||
else
|
||||
{
|
||||
_prevHigh = _p_prevHigh;
|
||||
_prevLow = _p_prevLow;
|
||||
_prevClose = _p_prevClose;
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private static double CalculateTrueRange(double high, double low, double prevClose)
|
||||
{
|
||||
double hl = high - low;
|
||||
double hpc = Math.Abs(high - prevClose);
|
||||
double lpc = Math.Abs(low - prevClose);
|
||||
return Math.Max(hl, Math.Max(hpc, lpc));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private static (double plusDm, double minusDm) CalculateDirectionalMovement(
|
||||
double high, double low, double prevHigh, double prevLow)
|
||||
{
|
||||
double upMove = high - prevHigh;
|
||||
double downMove = prevLow - low;
|
||||
|
||||
double plusDm = 0.0;
|
||||
double minusDm = 0.0;
|
||||
|
||||
if (upMove > downMove && upMove > 0)
|
||||
plusDm = upMove;
|
||||
else if (downMove > upMove && downMove > 0)
|
||||
minusDm = downMove;
|
||||
|
||||
return (plusDm, minusDm);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private static double CalculateDx(double plusDi, double minusDi)
|
||||
{
|
||||
double sum = plusDi + minusDi;
|
||||
if (sum > 0)
|
||||
return ScalingFactor * Math.Abs(plusDi - minusDi) / sum;
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
protected override double Calculation()
|
||||
{
|
||||
ManageState(Input.IsNew);
|
||||
|
||||
if (_index == 1)
|
||||
{
|
||||
_prevHigh = Input.High;
|
||||
_prevLow = Input.Low;
|
||||
_prevClose = Input.Close;
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
// Calculate True Range and Directional Movement
|
||||
double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose);
|
||||
var (plusDm, minusDm) = CalculateDirectionalMovement(
|
||||
Input.High, Input.Low, _prevHigh, _prevLow);
|
||||
|
||||
// Update previous values
|
||||
_prevHigh = Input.High;
|
||||
_prevLow = Input.Low;
|
||||
_prevClose = Input.Close;
|
||||
|
||||
// Smooth the indicators using Wilder's method
|
||||
_smoothedTr.Calc(tr, Input.IsNew);
|
||||
_smoothedPlusDm.Calc(plusDm, Input.IsNew);
|
||||
_smoothedMinusDm.Calc(minusDm, Input.IsNew);
|
||||
|
||||
// Calculate +DI and -DI
|
||||
double smoothedTr = _smoothedTr.Value;
|
||||
if (smoothedTr > 0)
|
||||
{
|
||||
double plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr;
|
||||
double minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr;
|
||||
|
||||
// Calculate DX
|
||||
double dx = CalculateDx(plusDi, minusDi);
|
||||
|
||||
// Smooth DX to get ADX
|
||||
_smoothedDx.Calc(dx, Input.IsNew);
|
||||
return _smoothedDx.Value;
|
||||
}
|
||||
|
||||
return 0.0;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,90 @@
|
||||
using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// ADXR: Average Directional Movement Index Rating
|
||||
/// A momentum indicator that measures trend strength by comparing the current ADX
|
||||
/// value with a historical ADX value. ADXR helps identify potential trend
|
||||
/// reversals earlier than standard ADX.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// The ADXR calculation process:
|
||||
/// 1. Calculate current period ADX
|
||||
/// 2. Calculate historical period ADX (shifted back by period)
|
||||
/// 3. Average the current and historical ADX values
|
||||
///
|
||||
/// Key characteristics:
|
||||
/// - Oscillates between 0 and 100
|
||||
/// - Values above 25 indicate strong trend
|
||||
/// - Values below 20 indicate weak or no trend
|
||||
/// - Faster at identifying trend changes than ADX
|
||||
/// - Does not indicate trend direction, only strength
|
||||
///
|
||||
/// Formula:
|
||||
/// ADXR = (Current ADX + Historical ADX) / 2
|
||||
/// where:
|
||||
/// Historical ADX = ADX value from 'period' bars ago
|
||||
///
|
||||
/// Sources:
|
||||
/// J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
|
||||
/// https://www.investopedia.com/terms/a/adxr.asp
|
||||
///
|
||||
/// Note: Default period of 14 was recommended by Wilder
|
||||
/// </remarks>
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class Adxr : AbstractBarBase
|
||||
{
|
||||
private readonly Adx _currentAdx;
|
||||
private readonly CircularBuffer _historicalAdx;
|
||||
private const int DefaultPeriod = 14;
|
||||
|
||||
/// <param name="period">The number of periods used in the ADXR calculation (default 14).</param>
|
||||
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Adxr(int period = DefaultPeriod)
|
||||
{
|
||||
if (period < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(period));
|
||||
_currentAdx = new(period);
|
||||
_historicalAdx = new(period);
|
||||
_index = 0;
|
||||
WarmupPeriod = period * 3; // Need extra periods for historical ADX
|
||||
Name = $"ADXR({period})";
|
||||
}
|
||||
|
||||
/// <param name="source">The data source object that publishes updates.</param>
|
||||
/// <param name="period">The number of periods used in the ADXR calculation.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Adxr(object source, int period) : this(period)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected override void ManageState(bool isNew)
|
||||
{
|
||||
if (isNew)
|
||||
_index++;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
protected override double Calculation()
|
||||
{
|
||||
ManageState(Input.IsNew);
|
||||
|
||||
// Calculate current ADX
|
||||
double currentAdx = _currentAdx.Value;
|
||||
_currentAdx.Calc(Input);
|
||||
|
||||
// Store ADX value in historical buffer
|
||||
_historicalAdx.Add(currentAdx, Input.IsNew);
|
||||
|
||||
// Calculate ADXR once we have enough historical data
|
||||
if (_index > _historicalAdx.Capacity)
|
||||
return (currentAdx + _historicalAdx.Oldest()) / 2.0;
|
||||
|
||||
return currentAdx;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,92 @@
|
||||
using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// APO: Absolute Price Oscillator
|
||||
/// A momentum indicator that measures the absolute difference between two moving
|
||||
/// averages of different periods. APO helps identify trend direction and potential
|
||||
/// reversals by showing the momentum of price movement.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// The APO calculation process:
|
||||
/// 1. Calculate fast period moving average
|
||||
/// 2. Calculate slow period moving average
|
||||
/// 3. Calculate absolute difference between the two averages
|
||||
///
|
||||
/// Key characteristics:
|
||||
/// - Oscillates above and below zero
|
||||
/// - Positive values indicate upward price momentum
|
||||
/// - Negative values indicate downward price momentum
|
||||
/// - Zero line crossovers signal potential trend changes
|
||||
/// - Similar to MACD but uses simple moving averages
|
||||
///
|
||||
/// Formula:
|
||||
/// APO = Fast MA - Slow MA
|
||||
/// where:
|
||||
/// Fast MA = Moving average of shorter period
|
||||
/// Slow MA = Moving average of longer period
|
||||
///
|
||||
/// Sources:
|
||||
/// https://www.investopedia.com/terms/p/ppo.asp
|
||||
/// https://school.stockcharts.com/doku.php?id=technical_indicators:price_oscillators_ppo
|
||||
///
|
||||
/// Note: Default periods are 12 and 26, similar to MACD
|
||||
/// </remarks>
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class Apo : AbstractBase
|
||||
{
|
||||
private readonly Sma _fastMa;
|
||||
private readonly Sma _slowMa;
|
||||
private const int DefaultFastPeriod = 12;
|
||||
private const int DefaultSlowPeriod = 26;
|
||||
|
||||
/// <param name="fastPeriod">The number of periods for the fast moving average (default 12).</param>
|
||||
/// <param name="slowPeriod">The number of periods for the slow moving average (default 26).</param>
|
||||
/// <exception cref="ArgumentOutOfRangeException">Thrown when either period is less than 1.</exception>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Apo(int fastPeriod = DefaultFastPeriod, int slowPeriod = DefaultSlowPeriod)
|
||||
{
|
||||
if (fastPeriod < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(fastPeriod));
|
||||
if (slowPeriod < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(slowPeriod));
|
||||
if (fastPeriod >= slowPeriod)
|
||||
throw new ArgumentException("Fast period must be less than slow period");
|
||||
|
||||
_fastMa = new(fastPeriod);
|
||||
_slowMa = new(slowPeriod);
|
||||
WarmupPeriod = slowPeriod;
|
||||
Name = $"APO({fastPeriod},{slowPeriod})";
|
||||
}
|
||||
|
||||
/// <param name="source">The data source object that publishes updates.</param>
|
||||
/// <param name="fastPeriod">The number of periods for the fast moving average.</param>
|
||||
/// <param name="slowPeriod">The number of periods for the slow moving average.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Apo(object source, int fastPeriod, int slowPeriod) : this(fastPeriod, slowPeriod)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected override void ManageState(bool isNew)
|
||||
{
|
||||
if (isNew)
|
||||
_index++;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
protected override double Calculation()
|
||||
{
|
||||
ManageState(Input.IsNew);
|
||||
|
||||
// Calculate both moving averages
|
||||
double fastMa = _fastMa.Calc(Input.Value, Input.IsNew);
|
||||
double slowMa = _slowMa.Calc(Input.Value, Input.IsNew);
|
||||
|
||||
// Calculate absolute difference
|
||||
return fastMa - slowMa;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,171 @@
|
||||
using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// DMI: Directional Movement Index
|
||||
/// A technical indicator that identifies the directional movement of price by
|
||||
/// comparing successive highs and lows. DMI consists of two lines: +DI and -DI,
|
||||
/// which help determine trend direction and strength.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// The DMI calculation process:
|
||||
/// 1. Calculate True Range (TR)
|
||||
/// 2. Calculate +DM (Positive Directional Movement)
|
||||
/// 3. Calculate -DM (Negative Directional Movement)
|
||||
/// 4. Smooth TR, +DM, and -DM using Wilder's smoothing
|
||||
/// 5. Calculate +DI and -DI as percentages
|
||||
///
|
||||
/// Key characteristics:
|
||||
/// - Both +DI and -DI oscillate between 0 and 100
|
||||
/// - When +DI > -DI, uptrend is indicated
|
||||
/// - When -DI > +DI, downtrend is indicated
|
||||
/// - Crossovers of +DI and -DI signal potential trend changes
|
||||
/// - Used in conjunction with ADX for trend trading
|
||||
///
|
||||
/// Formula:
|
||||
/// TR = max(high-low, abs(high-prevClose), abs(low-prevClose))
|
||||
/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0
|
||||
/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0
|
||||
/// +DI = 100 * smoothed(+DM) / smoothed(TR)
|
||||
/// -DI = 100 * smoothed(-DM) / smoothed(TR)
|
||||
///
|
||||
/// Sources:
|
||||
/// J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
|
||||
/// https://www.investopedia.com/terms/d/dmi.asp
|
||||
///
|
||||
/// Note: Default period of 14 was recommended by Wilder
|
||||
/// </remarks>
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class Dmi : AbstractBarBase
|
||||
{
|
||||
private readonly Rma _smoothedTr;
|
||||
private readonly Rma _smoothedPlusDm;
|
||||
private readonly Rma _smoothedMinusDm;
|
||||
private double _prevHigh, _prevLow, _prevClose;
|
||||
private double _p_prevHigh, _p_prevLow, _p_prevClose;
|
||||
private double _plusDi, _minusDi;
|
||||
private const double ScalingFactor = 100.0;
|
||||
private const int DefaultPeriod = 14;
|
||||
|
||||
/// <summary>
|
||||
/// Gets the most recent +DI value
|
||||
/// </summary>
|
||||
public double PlusDI => _plusDi;
|
||||
|
||||
/// <summary>
|
||||
/// Gets the most recent -DI value
|
||||
/// </summary>
|
||||
public double MinusDI => _minusDi;
|
||||
|
||||
/// <param name="period">The number of periods used in the DMI calculation (default 14).</param>
|
||||
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Dmi(int period = DefaultPeriod)
|
||||
{
|
||||
if (period < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(period));
|
||||
_smoothedTr = new(period, useSma: true);
|
||||
_smoothedPlusDm = new(period, useSma: true);
|
||||
_smoothedMinusDm = new(period, useSma: true);
|
||||
_index = 0;
|
||||
WarmupPeriod = period + 1;
|
||||
Name = $"DMI({period})";
|
||||
}
|
||||
|
||||
/// <param name="source">The data source object that publishes updates.</param>
|
||||
/// <param name="period">The number of periods used in the DMI calculation.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Dmi(object source, int period) : this(period)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected override void ManageState(bool isNew)
|
||||
{
|
||||
if (isNew)
|
||||
{
|
||||
_index++;
|
||||
_p_prevHigh = _prevHigh;
|
||||
_p_prevLow = _prevLow;
|
||||
_p_prevClose = _prevClose;
|
||||
}
|
||||
else
|
||||
{
|
||||
_prevHigh = _p_prevHigh;
|
||||
_prevLow = _p_prevLow;
|
||||
_prevClose = _p_prevClose;
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private static double CalculateTrueRange(double high, double low, double prevClose)
|
||||
{
|
||||
double hl = high - low;
|
||||
double hpc = Math.Abs(high - prevClose);
|
||||
double lpc = Math.Abs(low - prevClose);
|
||||
return Math.Max(hl, Math.Max(hpc, lpc));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private static (double plusDm, double minusDm) CalculateDirectionalMovement(
|
||||
double high, double low, double prevHigh, double prevLow)
|
||||
{
|
||||
double upMove = high - prevHigh;
|
||||
double downMove = prevLow - low;
|
||||
|
||||
double plusDm = 0.0;
|
||||
double minusDm = 0.0;
|
||||
|
||||
if (upMove > downMove && upMove > 0)
|
||||
plusDm = upMove;
|
||||
else if (downMove > upMove && downMove > 0)
|
||||
minusDm = downMove;
|
||||
|
||||
return (plusDm, minusDm);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
protected override double Calculation()
|
||||
{
|
||||
ManageState(Input.IsNew);
|
||||
|
||||
if (_index == 1)
|
||||
{
|
||||
_prevHigh = Input.High;
|
||||
_prevLow = Input.Low;
|
||||
_prevClose = Input.Close;
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
// Calculate True Range and Directional Movement
|
||||
double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose);
|
||||
var (plusDm, minusDm) = CalculateDirectionalMovement(
|
||||
Input.High, Input.Low, _prevHigh, _prevLow);
|
||||
|
||||
// Update previous values
|
||||
_prevHigh = Input.High;
|
||||
_prevLow = Input.Low;
|
||||
_prevClose = Input.Close;
|
||||
|
||||
// Smooth the indicators using Wilder's method
|
||||
_smoothedTr.Calc(tr, Input.IsNew);
|
||||
_smoothedPlusDm.Calc(plusDm, Input.IsNew);
|
||||
_smoothedMinusDm.Calc(minusDm, Input.IsNew);
|
||||
|
||||
// Calculate +DI and -DI
|
||||
double smoothedTr = _smoothedTr.Value;
|
||||
if (smoothedTr > 0)
|
||||
{
|
||||
_plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr;
|
||||
_minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr;
|
||||
return _plusDi - _minusDi; // Return the difference as main value
|
||||
}
|
||||
|
||||
_plusDi = 0.0;
|
||||
_minusDi = 0.0;
|
||||
return 0.0;
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
ADX - Average Directional Movement Index
|
||||
ADXR - Average Directional Movement Index
|
||||
APO - Absolute Price Oscillator
|
||||
✔️ ADX - Average Directional Movement Index
|
||||
✔️ ADXR - Average Directional Movement Index Rating
|
||||
✔️ APO - Absolute Price Oscillator
|
||||
DMI - Directional Movement Index
|
||||
DMX - Jurik Directional Movement Index
|
||||
DPO - Detrended Price Oscillator
|
||||
|
||||
@@ -96,7 +96,7 @@ public sealed class Jvolty : AbstractBase
|
||||
public Jvolty(object source, int period, int phase = DefaultPhase) : this(period, phase)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
|
||||
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
|
||||
Reference in New Issue
Block a user