Files
QuanTAlib/Source/Volatility/ADOSC_Series.cs
T
Miha Kralj f6c82ff151 OBV, TRIMA
2022-11-11 21:15:18 -08:00

45 lines
1.3 KiB
C#

namespace QuanTAlib;
using System;
/* <summary>
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
</summary> */
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);
}
}