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Added ExponentialMovingAverageCrossover and moved all of the moving average stuff into it's own folder.

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Sean
2025-01-31 18:13:22 -05:00
parent 492982c55c
commit 1e130e3a15
15 changed files with 288 additions and 9 deletions
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4
MarketDataLib/MarketDataLib.csproj
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@@ -162,6 +162,9 @@
<Compile Include="Generator\Momentum\MGSessionParams.cs" />
<Compile Include="Generator\Momentum\QualityIndicator.cs" />
<Compile Include="Generator\Momentum\ScoreIndicator.cs" />
<Compile Include="Generator\MovingAverage\ExponentialMovingAverageCrossover.cs" />
<Compile Include="Generator\MovingAverage\MovingAverageCrossover.cs" />
<Compile Include="Generator\MovingAverage\MovingAverageGenerator.cs" />
<Compile Include="Generator\ParityGenerator.cs" />
<Compile Include="Generator\DCFGenerator.cs" />
<Compile Include="Generator\GainLoss\GainLossGenerator.cs" />
@@ -300,7 +303,6 @@
<Compile Include="MarketDataModel\Valuations.cs" />
<Compile Include="MarketDataModel\YieldCurve.cs" />
<Compile Include="MDTrace.cs" />
<Compile Include="Generator\MovingAverageGenerator.cs" />
<Compile Include="Helper\MovingAverageHelperSheet.cs" />
<Compile Include="MarketDataModel\MovingDeviation.cs" />
<Compile Include="Numerics\BlackScholes.cs" />