namespace QuanTAlib; using System; /* ADO: Chaikin Accumulation/Distribution Oscillator ADO measures the momentum of ADL using the difference between slow (10-day) EMA(ADL) and fast (3-day) EMA(ADL): Chaikin A/D Oscillator = (3-day EMA of ADL) - (10-day EMA of ADL) Sources: https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_oscillator */ public class ADOSC_Series : Single_TBars_Indicator { private readonly double _k1, _k2; private double _lastema1, _lastlastema1, _lastema2, _lastlastema2; private double _lastadl, _lastlastadl; public ADOSC_Series(TBars source, int shortPeriod = 3, int longPeriod =10, bool useNaN = false) : base(source, period: 0, useNaN) { _k1 = 2.0 / (shortPeriod + 1); _k2 = 2.0 / (longPeriod + 1); _lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0; if (_bars.Count > 0) { base.Add(_bars); } } public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) { if (update) { _lastadl = _lastlastadl; _lastema1 = _lastlastema1; _lastema2 = _lastlastema2; } double _adl = 0; double tmp = TBar.h - TBar.l; if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); } if (this.Count == 0) { _lastema1 = _lastema2 = _adl; } double _ema1 = (_adl - _lastema1) * _k1 + _lastema1; double _ema2 = (_adl - _lastema2) * _k2 + _lastema2; _lastlastadl = _lastadl; _lastadl = _adl; _lastlastema1 = _lastema1; _lastema1 = _ema1; _lastlastema2 = _lastema2; _lastema2 = _ema2; double _adosc = _ema1 - _ema2; base.Add((TBar.t, _adosc), update, _NaN); } } /* public class ADOSC_Series : Single_TBars_Indicator { private readonly ADL_Series _TSadl; private readonly EMA_Series _TSslow; private readonly EMA_Series _TSfast; private readonly SUB_Series _TSado; public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN) { _TSadl = new(source: source, useNaN: false); _TSslow = new(source: _TSadl, period: 10, useNaN: false); _TSfast = new(source: _TSadl, period: 3, useNaN: false); _TSado = new(_TSfast, _TSslow); if (source.Count > 0) { base.Add(_TSado); } Console.WriteLine(base.Count); } public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) { if (update) { _TSadl.Add(TBar, true); } double _ado = this._TSado[(this.Count < this._TSado.Count) ? this.Count : this._TSado.Count - 1].v; var result = (TBar.t, _ado); base.Add(result, update); } } */