Class Momentum

Collection of momentum indicators.

Inheritance

object

Momentum

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class Momentum

Methods

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ADX(TimeSeriesAsset, int)

Calculate Average Directional Movement Index. https://en.wikipedia.org/wiki/Average_directional_movement_index

Declaration

public static TimeSeriesFloat ADX(this TimeSeriesAsset series, int n = 14)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input OHLC time series
int	n	smoothing length

Returns

Type	Description
TimeSeriesFloat	ADX time series

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CCI(TimeSeriesAsset, int)

Calculate Commodity Channel Index of input time series, as described here: https://en.wikipedia.org/wiki/Commodity_channel_index

Declaration

public static TimeSeriesFloat CCI(this TimeSeriesAsset series, int n = 20)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series (OHLC)
int	n	averaging length

Returns

Type	Description
TimeSeriesFloat	CCI time series

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CCI(TimeSeriesFloat, int)

Calculate Commodity Channel Index of input time series, as described here: https://en.wikipedia.org/wiki/Commodity_channel_index

Declaration

public static TimeSeriesFloat CCI(this TimeSeriesFloat series, int n = 20)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	n	averaging length

Returns

Type	Description
TimeSeriesFloat	CCI time series

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LinRegression(TimeSeriesFloat, int)

Calculate linear regression.

Declaration

public static Momentum.RegressionT LinRegression(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	n	observation window

Returns

Type	Description
Momentum.RegressionT	lin regression time series

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LogRegression(TimeSeriesFloat, int)

Calculate logarithmic regression.

Declaration

public static Momentum.RegressionT LogRegression(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
int	n	observation period

Returns

Type	Description
Momentum.RegressionT	log regression time series

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RSI(TimeSeriesFloat, int)

Calculate Relative Strength Index, as described here: https://en.wikipedia.org/wiki/Relative_strength_index

Declaration

public static TimeSeriesFloat RSI(this TimeSeriesFloat series, int n = 14)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	n	smoothing period

Returns

Type	Description
TimeSeriesFloat	RSI time series

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Regression(TimeSeriesFloat, TimeSeriesFloat, int)

Calculate regression against independent time series.

Declaration

public static Momentum.RegressionT Regression(this TimeSeriesFloat series, TimeSeriesFloat indep, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
TimeSeriesFloat	indep	independent time series
int	n	observation window

Returns

Type	Description
Momentum.RegressionT	regression time series

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StochasticOscillator(TimeSeriesAsset, int)

Calculate Stochastic Oscillator, as described here: https://en.wikipedia.org/wiki/Stochastic_oscillator

Declaration

public static Momentum.StochasticOscillatorT StochasticOscillator(this TimeSeriesAsset series, int n = 14)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series (OHLC)
int	n	oscillator period

Returns

Type	Description
Momentum.StochasticOscillatorT	Stochastic Oscillator as time series

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StochasticOscillator(TimeSeriesFloat, int)

Calculate Stochastic Oscillator, as described here: https://en.wikipedia.org/wiki/Stochastic_oscillator

Declaration

public static Momentum.StochasticOscillatorT StochasticOscillator(this TimeSeriesFloat series, int n = 14)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	n	oscillator period

Returns

Type	Description
Momentum.StochasticOscillatorT	Stochastic Oscillator as time series

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TSI(TimeSeriesFloat, int, int)

Calculate True Strength Index of input time series, as described here: https://en.wikipedia.org/wiki/True_strength_index

Declaration

public static TimeSeriesFloat TSI(this TimeSeriesFloat series, int r = 25, int s = 13)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	r	smoothing period for momentum
int	s	smoothing period for smoothed momentum

Returns

Type	Description
TimeSeriesFloat	TSI time series

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WilliamsPercentR(TimeSeriesAsset, int)

Calculate Williams %R, as described here: https://en.wikipedia.org/wiki/Williams_%25R

Declaration

public static TimeSeriesFloat WilliamsPercentR(this TimeSeriesAsset series, int n = 10)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series (OHLC)
int	n	period

Returns

Type	Description
TimeSeriesFloat	Williams %R as time series

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WilliamsPercentR(TimeSeriesFloat, int)

Calculate Williams %R, as described here: https://en.wikipedia.org/wiki/Williams_%25R

Declaration

public static TimeSeriesFloat WilliamsPercentR(this TimeSeriesFloat series, int n = 10)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input time series
int	n	period

Returns

Type	Description
TimeSeriesFloat	Williams %R as time series