Description
The RSI Laguerre in Ehlers book.
SourceType:
- HL2: (High + Low) / 2
- HLC3: (High + Low + Close) / 3
- Close
- Custom: selectable source.
CustomSource: the source to be used if SourceType is Custom.
Gamma: parameter for Laguerre filter. [0, 0.99].
The Oscillator ran in range [-1, 1]. It tackles Cycle market well.
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using LittleTrader;
using LittleTrader.Ehlers;
using LittleTrader.Extensions;
namespace cAlgo
{
[Indicator(AccessRights = AccessRights.None)]
public class LT_Ind_EhlersRSILaguerre : Indicator
{
[Parameter("SourceType", DefaultValue = SourceTypes.HLC3)]
public SourceTypes SourceType { get; set; }
[Parameter("CustomSource")]
public DataSeries CustomSource { get; set; }
[Parameter(DefaultValue = 0.5)]
public double Gamma { get; set; }
[Output("RSI", LineColor = "Purple")]
public IndicatorDataSeries RSI { get; set; }
EhlersRSILaguerreFilter _rsiFilt;
protected override void Initialize()
{
var u = new IndUtils() { Bars = Bars, SourceType = SourceType, CustomSource = CustomSource };
_rsiFilt = new EhlersRSILaguerreFilter(u.GetSource(), RSI, Gamma, CreateDataSeries);
}
public override void Calculate(int index)
{
_rsiFilt.Calculate(index);
}
}
}
dhnhuy
Joined on 03.04.2023
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: LT_Ind_EhlersRSILaguerre.algo
- Rating: 0
- Installs: 616
- Modified: 03/04/2023 03:59
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