Class IndicatorsTrend

Collection of trend-based indicators.

Inheritance

object

IndicatorsTrend

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class IndicatorsTrend

Methods

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DEMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Double Exponential Moving Average, as described here: https://en.wikipedia.org/wiki/Double_exponential_moving_average

Declaration

public static ITimeSeries<double> DEMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	DEMA time series

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EMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Exponential Moving Average, as described here: https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average

Declaration

public static ITimeSeries<double> EMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	EMA time series

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EnvelopeDetector(ITimeSeries<double>, int, CacheId, string, int)

Calculate envelope of time series. For input values higher than the current output value, the output follows the input immediately. For input values lower, the output is an EMA of the input. The overall function is much like an envelope detector in electronics. https://en.wikipedia.org/wiki/Envelope_detector

Declaration

public static ITimeSeries<double> EnvelopeDetector(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	envelope time series

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HMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Hull Moving Average, as described here: https://alanhull.com/hull-moving-average

Declaration

public static ITimeSeries<double> HMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	HMA time series

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KAMA(ITimeSeries<double>, int, int, int, CacheId, string, int)

Calculate Kaufman's Adaptive Moving Average, as described here: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average

Declaration

public static ITimeSeries<double> KAMA(this ITimeSeries<double> series, int erPeriod = 10, int fastEma = 2, int slowEma = 30, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	erPeriod	period for efficiency ratio
int	fastEma	period for fast EMA
int	slowEma	period for slow EMA
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	KAMA as time series

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MACD(ITimeSeries<double>, int, int, int, CacheId, string, int)

Calculate MACD, as described here: https://en.wikipedia.org/wiki/MACD

Declaration

public static IndicatorsTrend._MACD MACD(this ITimeSeries<double> series, int fast = 12, int slow = 26, int signal = 9, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	fast	fast EMA period
int	slow	slow EMA period
int	signal	signal line period
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
IndicatorsTrend._MACD

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SMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Simple Moving Average as described here: https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average

Declaration

public static ITimeSeries<double> SMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	SMA time series

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Sum(ITimeSeries<double>, int, CacheId, string, int)

Calculate rolling window sum.

Declaration

public static ITimeSeries<double> Sum(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	sum time series

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TEMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Triple Exponential Moving Average, as described here: https://en.wikipedia.org/wiki/Triple_exponential_moving_average

Declaration

public static ITimeSeries<double> TEMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	TEMA time series

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WMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Weighted Moving Average as described here: https://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average

Declaration

public static ITimeSeries<double> WMA(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	WMA time series

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ZLEMA(ITimeSeries<double>, int, CacheId, string, int)

Calculate Ehlers' Zero Lag Exponential Moving Average, as described here: https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average

Declaration

public static ITimeSeries<double> ZLEMA(this ITimeSeries<double> series, int period, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	period	averaging length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	ZLEMA as time series