Class T3MovingAverage
- Namespace
- FinanceSharp.Indicators
- Assembly
- FinanceSharp.dll
This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)(1+volumeFactor)) - (EMA2(x, Period) volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);
public class T3MovingAverage : IndicatorBase, IIndicator, IUpdatable
- Inheritance
-
T3MovingAverage
- Implements
- Inherited Members
- Extension Methods
Constructors
T3MovingAverage(int, double)
Initializes a new instance of the T3MovingAverage class using the specified period.
public T3MovingAverage(int period, double volumeFactor = 0.7)
Parameters
periodintThe period of the T3MovingAverage
volumeFactordoubleThe volume factor of the T3MovingAverage (value must be in the [0,1] range, defaults to 0.7)
T3MovingAverage(string, int, double)
Initializes a new instance of the T3MovingAverage class using the specified name and period.
public T3MovingAverage(string name, int period, double volumeFactor = 0.7)
Parameters
namestringThe name of this indicator
periodintThe period of the T3MovingAverage
volumeFactordoubleThe volume factor of the T3MovingAverage (value must be in the [0,1] range, defaults to 0.7)
Properties
IsReady
Gets a flag indicating when this indicator is ready and fully initialized
public override bool IsReady { get; }
Property Value
WarmUpPeriod
Required period, in data points, for the indicator to be ready and fully initialized.
public override int WarmUpPeriod { get; }
Property Value
Methods
Forward(long, DoubleArray)
Computes the next value of this indicator from the given state
protected override DoubleArray Forward(long time, DoubleArray input)
Parameters
timelonginputDoubleArrayThe input given to the indicator
Returns
- DoubleArray
A new value for this indicator
Reset()
Resets this indicator to its initial state
public override void Reset()