public static List <decimal?> Cci(this IEnumerable <ICandle> candles, int?period = null)
{
period ??= 14;
IIndicatorOptions options = new CciOptions(period.Value);
Cci cci = new Cci();
return(cci.Get(candles, options));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
CciOptions config = options != null ? (CciOptions)options.Options : new CciOptions(14);
double[] cciValues = new double[source.Count()];
double[] highs = source.Select(x => Convert.ToDouble(x.High)).ToArray();
double[] lows = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode cci = TicTacTec.TA.Library.Core.Cci(0, source.Count() - 1, highs, lows, closes, config.Period, out int outBegIdx, out int outNbElement, cciValues);
if (cci == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(cciValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate CCI");
}
