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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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