xml doc rewrite

This commit is contained in:
Miha
2024-10-27 09:38:53 -07:00
parent c21b96152c
commit b2fcdda785
71 changed files with 2607 additions and 1102 deletions
+43 -10
View File
@@ -1,10 +1,39 @@
using System;
namespace QuanTAlib;
/// <summary>
/// Jurik's superior replacement for RSI
/// RSX: Relative Strength eXtended
/// An enhanced version of RSI developed by Mark Jurik that applies JMA (Jurik Moving
/// Average) smoothing to the RSI calculation. RSX provides smoother signals with
/// less noise while maintaining responsiveness to significant price movements.
/// </summary>
/// <remarks>
/// The RSX calculation process:
/// 1. Calculates traditional RSI values
/// 2. Applies JMA smoothing to RSI output
/// 3. Uses optimized parameters for noise reduction
/// 4. Maintains RSI's 0-100 scale
///
/// Key characteristics:
/// - Smoother than traditional RSI
/// - Better noise reduction
/// - Maintains responsiveness to significant moves
/// - Same interpretation as RSI (0-100 scale)
/// - Fewer false signals than RSI
///
/// Formula:
/// RSX = JMA(RSI(price))
/// where:
/// RSI = standard Relative Strength Index
/// JMA = Jurik Moving Average with optimized parameters
///
/// Sources:
/// Mark Jurik - "The Jurik RSX"
/// https://www.jurikresearch.com/
///
/// Note: Proprietary enhancement of RSI using JMA technology
/// </remarks>
public class Rsx : AbstractBase
{
private readonly Rma _avgGain;
@@ -12,6 +41,10 @@ public class Rsx : AbstractBase
private readonly Jma _rsx;
private double _prevValue, _p_prevValue;
/// <param name="period">The number of periods for RSI calculation (default 14).</param>
/// <param name="phase">The phase parameter for JMA smoothing (default 0).</param>
/// <param name="factor">The factor parameter for smoothing control (default 0.55).</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
public Rsx(int period = 14, int phase = 0, double factor = 0.55)
{
if (period < 1)
@@ -24,13 +57,10 @@ public class Rsx : AbstractBase
Name = $"RSX({period})";
}
/// <summary>
/// Initializes a new instance of the RSX class with a data source.
/// </summary>
/// <param name="source">The source object that publishes data.</param>
/// <param name="period">The number of data points to consider.</param>
/// <param name="phase">The phase parameter.</param>
/// <param name="factor">The factor parameter.</param>
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of periods for RSI calculation.</param>
/// <param name="phase">The phase parameter for JMA smoothing.</param>
/// <param name="factor">The factor parameter for smoothing control.</param>
public Rsx(object source, int period, int phase = 0, double factor = 0.55) : this(period, phase, factor)
{
var pubEvent = source.GetType().GetEvent("Pub");
@@ -59,15 +89,18 @@ public class Rsx : AbstractBase
_prevValue = Input.Value;
}
// Calculate RSI components
double change = Input.Value - _prevValue;
double gain = Math.Max(change, 0);
double loss = Math.Max(-change, 0);
_prevValue = Input.Value;
// Calculate RSI
_avgGain.Calc(gain, IsNew: Input.IsNew);
_avgLoss.Calc(loss, IsNew: Input.IsNew);
double rsi = (_avgLoss.Value > 0) ? 100 - (100 / (1 + (_avgGain.Value / _avgLoss.Value))) : 100;
// Apply JMA smoothing
double rsx = _rsx.Calc(rsi, Input.IsNew);
return rsx;