/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previousInput = null;
AverageGain.Reset();
AverageLoss.Reset();
base.Reset();
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
if (_previousInput != null && input.Value >= _previousInput.Value)
{
AverageGain.Update(input.Time, input.Value - _previousInput.Value);
AverageLoss.Update(input.Time, 0m);
}
else if (_previousInput != null && input.Value < _previousInput.Value)
{
AverageGain.Update(input.Time, 0m);
AverageLoss.Update(input.Time, _previousInput.Value - input.Value);
}
_previousInput = input;
// make sure the difference averages are not negative
// (can happen with some types of moving averages -- e.g. DEMA)
var averageLoss = AverageLoss < 0 ? 0 : AverageLoss.Current.Value;
var averageGain = AverageGain < 0 ? 0 : AverageGain.Current.Value;
// Round AverageLoss to avoid computing RSI with very small numbers that lead to overflow exception on the division operation below
if (Math.Round(averageLoss, 10) == 0m)
{
// all up days is 100
return(100m);
}
var rs = averageGain / averageLoss;
return(100m - 100m / (1 + rs));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
if (_previousInput != null && input.Value >= _previousInput.Value)
{
AverageGain.Update(input.Time, input.Value - _previousInput.Value);
AverageLoss.Update(input.Time, 0m);
}
else if (_previousInput != null && input.Value < _previousInput.Value)
{
AverageGain.Update(input.Time, 0m);
AverageLoss.Update(input.Time, _previousInput.Value - input.Value);
}
_previousInput = input;
// make sure the difference averages are not negative
// (can happen with some types of moving averages -- e.g. DEMA)
var averageLoss = AverageLoss < 0 ? 0 : AverageLoss.Current.Value;
var averageGain = AverageGain < 0 ? 0 : AverageGain.Current.Value;
if (averageLoss == 0m)
{
// all up days is 100
return(100m);
}
var rs = averageGain / averageLoss;
return(100m - 100m / (1 + rs));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
if (previousInput != null && input.Value >= previousInput.Value)
{
AverageGain.Update(input.Time, input.Value - previousInput.Value);
AverageLoss.Update(input.Time, 0m);
}
else if (previousInput != null && input.Value < previousInput.Value)
{
AverageGain.Update(input.Time, 0m);
AverageLoss.Update(input.Time, previousInput.Value - input.Value);
}
previousInput = input;
if (AverageLoss == 0m)
{
// all up days is 100
return(100m);
}
var rs = AverageGain / AverageLoss;
return(100m - (100m / (1 + rs)));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
if (_previousInput != null && input.Value >= _previousInput.Value)
{
AverageGain.Update(time, input.Value - _previousInput.Value);
AverageLoss.Update(time, Constants.Zero);
}
else if (_previousInput != null && input.Value < _previousInput.Value)
{
AverageGain.Update(time, Constants.Zero);
AverageLoss.Update(time, _previousInput.Value - input.Value);
}
_previousInput = input;
if (AverageLoss == Constants.Zero)
{
// all up days is 100
return(100.0d);
}
var rs = AverageGain / AverageLoss;
return(100.0d - (100.0d / (1 + rs)));
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
AverageGain.Reset();
AverageLoss.Reset();
base.Reset();
}
