mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
87 lines
2.7 KiB
C#
87 lines
2.7 KiB
C#
namespace QuanTAlib;
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using System;
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/* <summary>
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ADO: Chaikin Accumulation/Distribution Oscillator
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ADO measures the momentum of ADL using the difference between slow (10-day) EMA(ADL)
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and fast (3-day) EMA(ADL):
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Chaikin A/D Oscillator = (3-day EMA of ADL) - (10-day EMA of ADL)
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Sources:
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https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_oscillator
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</summary> */
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public class ADOSC_Series : Single_TBars_Indicator
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{
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private readonly double _k1, _k2;
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private double _lastema1, _lastlastema1, _lastema2, _lastlastema2;
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private double _lastadl, _lastlastadl;
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public ADOSC_Series(TBars source, int shortPeriod = 3, int longPeriod =10, bool useNaN = false) : base(source, period: 0, useNaN)
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{
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_k1 = 2.0 / (shortPeriod + 1);
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_k2 = 2.0 / (longPeriod + 1);
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_lastadl = _lastlastadl = _lastema1 = _lastlastema1 = _lastema2 = _lastlastema2 = 0;
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if (_bars.Count > 0) { base.Add(_bars); }
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}
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public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
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{
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if (update) {
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_lastadl = _lastlastadl;
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_lastema1 = _lastlastema1;
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_lastema2 = _lastlastema2;
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}
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double _adl = 0;
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double tmp = TBar.h - TBar.l;
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if (tmp > 0.0) { _adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v); }
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if (this.Count == 0) { _lastema1 = _lastema2 = _adl; }
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double _ema1 = (_adl - _lastema1) * _k1 + _lastema1;
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double _ema2 = (_adl - _lastema2) * _k2 + _lastema2;
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_lastlastadl = _lastadl; _lastadl = _adl;
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_lastlastema1 = _lastema1; _lastema1 = _ema1;
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_lastlastema2 = _lastema2; _lastema2 = _ema2;
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double _adosc = _ema1 - _ema2;
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base.Add((TBar.t, _adosc), update, _NaN);
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}
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}
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/*
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public class ADOSC_Series : Single_TBars_Indicator
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{
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private readonly ADL_Series _TSadl;
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private readonly EMA_Series _TSslow;
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private readonly EMA_Series _TSfast;
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private readonly SUB_Series _TSado;
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public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
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{
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_TSadl = new(source: source, useNaN: false);
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_TSslow = new(source: _TSadl, period: 10, useNaN: false);
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_TSfast = new(source: _TSadl, period: 3, useNaN: false);
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_TSado = new(_TSfast, _TSslow);
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if (source.Count > 0)
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{ base.Add(_TSado); }
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Console.WriteLine(base.Count);
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}
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public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
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{
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if (update)
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{ _TSadl.Add(TBar, true); }
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double _ado = this._TSado[(this.Count < this._TSado.Count) ? this.Count : this._TSado.Count - 1].v;
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var result = (TBar.t, _ado);
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base.Add(result, update);
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}
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}
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*/ |