wehub-resource-sync
62 lines
2.6 KiB
C#
62 lines
2.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// Parabolic SAR Indicator
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/// Based on TA-Lib implementation
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/// </summary>
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public class ParabolicStopAndReverse : ParabolicStopAndReverseExtended, IIndicatorWarmUpPeriodProvider
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{
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/// Create new Parabolic SAR
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="afStart">Acceleration factor start value</param>
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/// <param name="afIncrement">Acceleration factor increment value</param>
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/// <param name="afMax">Acceleration factor max value</param>
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public ParabolicStopAndReverse(string name, decimal afStart = 0.02m, decimal afIncrement = 0.02m, decimal afMax = 0.2m)
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: base(name, 0.0m, 0.0m, afStart, afIncrement, afMax, afStart, afIncrement, afMax)
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{
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}
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/// <summary>
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/// Create new Parabolic SAR
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/// </summary>
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/// <param name="afStart">Acceleration factor start value</param>
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/// <param name="afIncrement">Acceleration factor increment value</param>
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/// <param name="afMax">Acceleration factor max value</param>
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public ParabolicStopAndReverse(decimal afStart = 0.02m, decimal afIncrement = 0.02m, decimal afMax = 0.2m)
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: this($"PSAR({afStart},{afIncrement},{afMax})", afStart, afIncrement, afMax)
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{
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}
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/// <summary>
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/// Computes the next value of this indicator from the given state
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/// </summary>
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/// <param name="input">The trade bar input given to the indicator</param>
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/// <returns>A new value for this indicator</returns>
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protected override decimal ComputeNextValue(IBaseDataBar input)
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{
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// PSAR is special case of SAR except it always positive
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return Math.Abs(base.ComputeNextValue(input));
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}
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}
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} |