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Documentation update

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Miha Kralj
2022-11-09 15:04:56 -08:00
parent 43a0f13dfb
commit f62e9c76b8
18 changed files with 366 additions and 532 deletions
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Source/Indicators/ATR_Series.cs
+12 -11
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@@ -2,28 +2,31 @@
using System;
/* <summary>
ATRP: Average True Range Percent
Average True Range Percent is (ATR/Close Price)*100.
This normalizes so it can be compared to other stocks.
ATR: wildeR Moving Average
The average true range (ATR) is a price volatility indicator
showing the average price variation of assets within a given time period.
Sources:
https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/atrp
https://en.wikipedia.org/wiki/Average_true_range
https://www.tradingview.com/wiki/Average_True_Range_(ATR)
https://www.investopedia.com/terms/a/atr.asp
</summary> */
public class ATRP_Series : Single_TBars_Indicator
public class ATR_Series : Single_TBars_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly double _k, _k1m;
private double _lastema, _lastlastema, _lastcm1;
private double _cm1 = double.NaN;
public ATRP_Series(TBars source, int period, bool useNaN = false) : base(source, period, useNaN)
public ATR_Series(TBars source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._k = 1.0 / (double)(this._p);
this._k1m = 1.0 - this._k;
this._lastema = this._lastlastema = double.NaN;
if (_bars.Count > 0) { base.Add(_bars); }
if (this._bars.Count > 0) { base.Add(this._bars); }
}
public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
@@ -33,7 +36,7 @@ public class ATRP_Series : Single_TBars_Indicator
this._cm1 = this._lastcm1;
}
if (_cm1 is double.NaN) { _cm1 = TBar.c; }
if (this._cm1 is double.NaN) { this._cm1 = TBar.c; }
double d1 = Math.Abs(TBar.h - TBar.l);
double d2 = Math.Abs(_cm1 - TBar.h);
double d3 = Math.Abs(_cm1 - TBar.l);
@@ -55,9 +58,7 @@ public class ATRP_Series : Single_TBars_Indicator
this._lastlastema = this._lastema;
this._lastema = _ema;
double _atrp = 100 * (_ema / TBar.c);
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _atrp);
var ret = (d.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
base.Add(ret, update);
}
}