7 Commits

Author SHA1 Message Date
adam-may 03efc1b735 Remove internal usages of implicit operator in Indicator code (#4844)
* Convert usages of implicit operator in IndicatorBase and IndicatorDataPoint

* Reverting changes to example code
2020-10-12 10:31:05 -03:00
Martin Molinero d100431458 Add missing documentation for new ADX property 2020-03-19 11:05:56 -03:00
Adam May 242d087c1d Exposing ADX from within ADXR 2020-03-19 19:55:03 +11:00
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 2483ef60df Adds Average Directional Movement Index Rating indicator (ADXR) 2016-03-01 19:48:31 +01:00