Generic indicator factory

2025-07-27 21:58:15 +02:00
parent 7842c3bd87
commit 78e89f345e
4 changed files with 85 additions and 51 deletions
@@ -37,7 +37,19 @@ begin

    var Hull := Closes.Chain<Double>(THMA.CreateHMA(250)).MakeParallel;
    var Sma := Closes.Chain<Double>(TSMA.CreateSMA(200)).MakeParallel;
-    var ATR := Ohlc.Chain<Double>(TATR.CreateATR(50)).MakeParallel;
+
+    var ATR :=
+        Ohlc
+            .Chain<TATR.TArgs>(
+                TConverter<TOhlcItem, TATR.TArgs>.CreateConverter(
+                    function(const Ohlc: TOhlcItem): TATR.TArgs
+                    begin
+                        Result.Close := Ohlc.Close;
+                        Result.High := Ohlc.High;
+                        Result.Low := Ohlc.Low;
+                    end
+                ))
+            .Chain<Double>(TATR.CreateATR(50));

    var conv := TConverter.Join<Double>([Ohlc.Field<Double>('Low'), Ohlc.Field<Double>('High'), Closes, ATR, Hull, Sma]);