Commit Graph

7 Commits

Author SHA1 Message Date
AlexCatarino a2f25ffa31 Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
- Indicators with name starting with A;
- `Maximum`. `Minimum` and `MACD`;
- Adds new unit test method to `CommonIndicatorTests`: `WarmsUpProperly`;
- Indicators unit tests inherit from `CommonIndicatorTests`.
2019-05-10 20:04:55 +01:00
AlexCatarino bb99123c19 Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating
- Fixes `TrueRange` computation: it was not using the H-L range;
- Fixes `SmoothedDirectionalMovementMinus` that used a constant value instead of the defined period;
- Use a `WilderMovingAverage` to compute ADX based on DX.
- Fixes `AverageDirectionalMovementIndexRating` only be ready when there is enough past values.
- Removes external data for `AverageDirectionalMovementIndexRating` and points to column in `AverageDirectionalMovementIndex` external data.

Closes #2666
2018-11-02 22:53:20 +00:00
Michael Handschuh 591f6b2127 Use IBaseData in type constraints
Refactors existing consolidators, indicators, and helper methods to depend on
IBaseData instead of BaseData. These updates also defines an IBaseDataBar to
act as an abstraction point between TradeBar and QuoteBar.
2016-11-09 09:20:16 -05:00
Stefano Raggi 49d8babeec Fixes bug in Reset of ADX indicator 2016-03-01 19:46:28 +01:00
David Hsieh cd69af3a23 * Given Smoothed TR at zero return 0 for Positive DI and Negative DI. 2015-05-20 03:36:47 +10:00
David Hsieh 696eed5b4a Implemented minor fixes to conform to standards. 2015-05-20 00:47:53 +10:00
David Hsieh 526ca0292b Implemented the Average Directional Index Indicator with accompanying test data and unit tests.
Implemented the Average Directional Index Indicator with accompanying
test data and unit tests.
2015-05-19 23:07:17 +10:00