Technical Indicators

This library contains technical indicators that can be used in charts or in plugins. 

We name technical indicators to classes that create series of data from another series of data. All the technical indicators here have a series source and from this source they apply its own algorithm to generate another output series of data.

All of them support updates from the source to be able to generate their output in real-time. To avoid problems with existing data and new data coming while processing the existing one the following sequence is followed by all the indicators:

The main methods of an indicator are the next ones;

  • Configure the generator: there are two things to configure on a generator (and they cannot be changed while the generator is started):
    1. The source of the data.
    2. The values of the different parameters a generator can have.
  • Start: execute the previous sequence to process all the existing elements and to wait for new ones.
  • Clear: stops watching the arrival of new source elements and resets all the internal state and the output of the generator.

They also offer two outputs:

  1. The generated series in the form or an ReadWriteLockedObservableCollection of <SeriePoint>. This series is not intended to be manually modified.
  2. The last value generated so it's easier for plugins to use the indicators.

Generic Point Support

To not rely on 3rd party code the technical indicators will use a custom set of classes to represent series points.

The following 3 classes provides this infrastructure:

  • SeriePoint: is the base class of the points that conform a Series. This class defines the Y value as a decimal as the decimal supports all the other numeric formats.
  • DatedSeriePoint: is the most commonly used point. This class represents a point which X value is represented by a DateTime.
  • ValueSeriePoint: maybe this class is removed in the future. It represents a point which X value is represented by another decimal. It's the point used on charts like the Volume / Value.

Last edited Feb 18, 2013 at 10:00 AM by somos, version 8


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