protected override IndicatorResult ComputeByIndexImpl(int index)
{
if (index < PeriodCount - 1)
{
return(new IndicatorResult(Equity[index].DateTime, null));
}
var values = Equity.Skip(index - PeriodCount + 1).Take(PeriodCount).Select(c => c.Close);
decimal avg = values.Average();
double diffSum = values.Select(v => Convert.ToDouble((v - avg) * (v - avg))).Sum();
decimal sd = Convert.ToDecimal(Math.Sqrt(diffSum / (values.Count() - 1)));
return(new IndicatorResult(Equity[index].DateTime, sd));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
if (index < PeriodCount - 1)
{
return(new IndicatorResult(Equity[index].DateTime, null, null));
}
var highestCloseIndex = index - PeriodCount + 1 + Equity
.Skip(index - PeriodCount + 1)
.Take(PeriodCount)
.ToList()
.FindLastIndexOrDefault(c => c.High == _highestHigh.ComputeByIndex(index).HighestHigh).Value;
var lowestCloseIndex = index - PeriodCount + 1 + Equity
.Skip(index - PeriodCount + 1)
.Take(PeriodCount)
.ToList()
.FindLastIndexOrDefault(c => c.Low == _lowestLow.ComputeByIndex(index).LowestLow).Value;
var up = 100.0m * (PeriodCount - (index - highestCloseIndex)) / PeriodCount;
var down = 100.0m * (PeriodCount - (index - lowestCloseIndex)) / PeriodCount;
return(new IndicatorResult(Equity[index].DateTime, up, down));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
decimal?highestHigh = index >= PeriodCount - 1 ? Equity.Skip(index - PeriodCount + 1).Take(PeriodCount).Max(c => c.High) : (decimal?)null;
return(new IndicatorResult(Equity[index].DateTime, highestHigh));
}
protected override PatternResult <Match?> ComputeByIndexImpl(int index)
{
bool isHighest = Equity.Skip(Equity.Count - PeriodCount).Max(c => c.Close) == Equity[index].Close;
return(new PatternResult <Match?>(Equity[index].DateTime, Decision.IsMatch(isHighest)));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
decimal?lowestLow = index >= PeriodCount - 1 ? Equity.Skip(index - PeriodCount + 1).Take(PeriodCount).Min(c => c.Low) : (decimal?)null;
return(new IndicatorResult(Equity[index].DateTime, lowestLow));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
decimal?sma = index >= PeriodCount - 1 ? Equity.Skip(index - PeriodCount + 1).Take(PeriodCount).Average(c => c.Close) : (decimal?)null;
return(new IndicatorResult(Equity[index].DateTime, sma));
}