/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var macdValue = Macd.Process(input);
var signalValue = Macd.IsFormed ? SignalMa.Process(macdValue) : new DecimalIndicatorValue(this, 0);
var value = new ComplexIndicatorValue(this);
value.InnerValues.Add(Macd, input.SetValue(this, macdValue.GetValue<decimal>() - signalValue.GetValue<decimal>()));
value.InnerValues.Add(SignalMa, signalValue);
return value;
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var candle = input.GetValue<Candle>();
var emaValue = Ema.Process(input.SetValue(this, candle.HighPrice - candle.LowPrice));
if (Ema.IsFormed)
{
return Roc.Process(emaValue);
}
return input;
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var candle = input.GetValue<Candle>();
if (_previouseClosePrice != null)
{
var min = _previouseClosePrice.Value < candle.LowPrice ? _previouseClosePrice.Value : candle.LowPrice;
var max = _previouseClosePrice.Value > candle.HighPrice ? _previouseClosePrice.Value : candle.HighPrice;
input = input.SetValue(this, candle.ClosePrice - min);
var p7BpValue = _period7BpSum.Process(input).GetValue<decimal>();
var p14BpValue = _period14BpSum.Process(input).GetValue<decimal>();
var p28BpValue = _period28BpSum.Process(input).GetValue<decimal>();
input = input.SetValue(this, max - min);
var p7TrValue = _period7TrSum.Process(input).GetValue<decimal>();
var p14TrValue = _period14TrSum.Process(input).GetValue<decimal>();
var p28TrValue = _period28TrSum.Process(input).GetValue<decimal>();
if (input.IsFinal)
_previouseClosePrice = candle.ClosePrice;
if (p7TrValue != 0 && p14TrValue != 0 && p28TrValue != 0)
{
var average7 = p7BpValue / p7TrValue;
var average14 = p14BpValue / p14TrValue;
var average28 = p28BpValue / p28TrValue;
return new DecimalIndicatorValue(this, _stoProcentov * (_weight4 * average7 + _weight2 * average14 + _weight1 * average28) / (_weight4 + _weight2 + _weight1));
}
return new DecimalIndicatorValue(this);
}
if (input.IsFinal)
_previouseClosePrice = candle.ClosePrice;
return new DecimalIndicatorValue(this);
}
/// <inheritdoc />
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var newValue = input.GetValue <decimal>();
if (!_isInitialized)
{
if (input.IsFinal)
{
_last = newValue;
_isInitialized = true;
}
return(new DecimalIndicatorValue(this));
}
var delta = newValue - _last;
var gainValue = _gain.Process(input.SetValue(this, delta > 0 ? delta : 0m)).GetValue <decimal>();
var lossValue = _loss.Process(input.SetValue(this, delta > 0 ? 0m : -delta)).GetValue <decimal>();
if (input.IsFinal)
{
_last = newValue;
}
if (lossValue == 0)
{
return(new DecimalIndicatorValue(this, 100m));
}
if (gainValue / lossValue == 1)
{
return(new DecimalIndicatorValue(this, 0m));
}
return(new DecimalIndicatorValue(this, 100m - 100m / (1m + gainValue / lossValue)));
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var value = _byPrice(input.GetValue<Candle>());
if (_needAdd)
{
_buffer.Add(value);
_zigZagBuffer.Add(0);
}
else
{
_buffer[_buffer.Count - 1] = value;
_zigZagBuffer[_zigZagBuffer.Count - 1] = 0;
}
const int level = 3;
int limit = 0, count = 0;
while (count < level && limit >= 0)
{
var res = _zigZagBuffer[limit];
if (res != 0)
{
count++;
}
limit--;
}
limit++;
var min = _buffer[limit];
var max = min;
int action = 0, j = 0;
for (var i = limit + 1; i < _buffer.Count; i++)
{
if (_buffer[i] > max)
{
max = _buffer[i];
if (action != 2) //action=1:building the down-point (min) of ZigZag
{
if (max - min >= _deviation * min) //min (action!=2) end,max (action=2) begin
{
action = 2;
_zigZagBuffer[i] = max;
j = i;
min = max;
}
else
_zigZagBuffer[i] = 0.0m; //max-min=miser,(action!=2) continue
}
else //max (action=2) continue
{
_zigZagBuffer[j] = 0.0m;
_zigZagBuffer[i] = max;
j = i;
min = max;
}
}
else if (_buffer[i] < min)
{
min = _buffer[i];
if (action != 1) //action=2:building the up-point (max) of ZigZag
{
if (max - min >= _deviation * max) //max (action!=1) end,min (action=1) begin
{
action = 1;
_zigZagBuffer[i] = min;
j = i;
max = min;
}
else
_zigZagBuffer[i] = 0.0m; //max-min=miser,(action!=1) continue
}
else //min (action=1) continue
{
_zigZagBuffer[j] = 0.0m;
_zigZagBuffer[i] = min;
j = i;
max = min;
}
}
else
_zigZagBuffer[i] = 0.0m;
}
int valuesCount = 0, valueId = 0;
decimal last = 0, lastButOne = 0;
for (var i = _zigZagBuffer.Count - 1; i > 0 && valuesCount < 2; i--, valueId++)
{
if (_zigZagBuffer[i] == 0)
continue;
valuesCount++;
if (valuesCount == 1)
last = _zigZagBuffer[i];
else
lastButOne = _zigZagBuffer[i];
}
_needAdd = input.IsFinal;
if (valuesCount != 2)
return Container.Count > 1 ? this.GetCurrentValue<ShiftedIndicatorValue>() : new ShiftedIndicatorValue(this);
if (input.IsFinal)
IsFormed = true;
CurrentValue = last;
return new ShiftedIndicatorValue(this, valueId - 1, input.SetValue(this, lastButOne));
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var candle = input.GetValue<Candle>();
var buffer = input.IsFinal ? _buffer : _buffer.ToList();
buffer.Add(candle);
// если буфер стал достаточно большим (стал больше длины)
if (buffer.Count > Length)
{
// Запоминаем интересующие изменения свечек до буфера
if (buffer[0].HighPrice > buffer[1].HighPrice)
_wasHighDown = true;
else if (buffer[0].HighPrice < buffer[1].HighPrice)
_wasHighDown = false;
if (buffer[0].LowPrice < buffer[1].LowPrice)
_wasLowUp = true;
else if (buffer[0].LowPrice > buffer[1].LowPrice)
_wasLowUp = false;
buffer.RemoveAt(0);
}
// Логика расчета: последующие/предыдущие значения должны быть меньше/больше центрального значения
if (buffer.Count >= Length)
{
// флаги для расчета фракталов (если флаг равен false, то на центральной свече нет фрактала)
var isMax = true;
var isMin = true;
var centerHighPrice = buffer[_numCenter].HighPrice;
var centerLowPrice = buffer[_numCenter].LowPrice;
for (var i = 0; i < buffer.Count; i++)
{
if (i == _numCenter)
continue;
// Все значения до и после центральной свечи должны быть
// больше для фрактала вверх и меньше для фрактала вниз
if (buffer[i].HighPrice > centerHighPrice)
{
isMax = false;
}
if (buffer[i].LowPrice < centerLowPrice)
{
isMin = false;
}
}
// Фильтр для ситуаций где цена у экстремума одинакова за период больше длины буфера
if (isMax && _wasHighDown && buffer.GetRange(0, _numCenter).Min(i => i.HighPrice) == centerHighPrice)
{
isMax = false;
}
if (isMin && _wasLowUp && buffer.GetRange(0, _numCenter).Max(i => i.LowPrice) == centerLowPrice)
{
isMin = false;
}
var shift = buffer.Count - _numCenter - 1;
var upValue = isMax ? new ShiftedIndicatorValue(this, shift, new DecimalIndicatorValue(this, centerHighPrice)) : new ShiftedIndicatorValue(this);
var downValue = isMin ? new ShiftedIndicatorValue(this, shift, new DecimalIndicatorValue(this, centerLowPrice)) : new ShiftedIndicatorValue(this);
upValue.IsFinal = input.IsFinal;
downValue.IsFinal = input.IsFinal;
var complexValue = new ComplexIndicatorValue(this);
complexValue.InnerValues.Add(Up, Up.Process(upValue));
complexValue.InnerValues.Add(Down, Down.Process(downValue));
return complexValue;
}
return base.OnProcess(new ShiftedIndicatorValue(this, 0, input.SetValue(this, 0)));
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var value = _byPrice(input.GetValue <Candle>());
if (_needAdd)
{
_buffer.Add(value);
_zigZagBuffer.Add(0);
}
else
{
_buffer[_buffer.Count - 1] = value;
_zigZagBuffer[_zigZagBuffer.Count - 1] = 0;
}
const int level = 3;
int limit = 0, count = 0;
while (count < level && limit >= 0)
{
var res = _zigZagBuffer[limit];
if (res != 0)
{
count++;
}
limit--;
}
limit++;
var min = _buffer[limit];
var max = min;
int action = 0, j = 0;
for (var i = limit + 1; i < _buffer.Count; i++)
{
if (_buffer[i] > max)
{
max = _buffer[i];
if (action != 2) //action=1:building the down-point (min) of ZigZag
{
if (max - min >= _deviation * min) //min (action!=2) end,max (action=2) begin
{
action = 2;
_zigZagBuffer[i] = max;
j = i;
min = max;
}
else
{
_zigZagBuffer[i] = 0.0m; //max-min=miser,(action!=2) continue
}
}
else //max (action=2) continue
{
_zigZagBuffer[j] = 0.0m;
_zigZagBuffer[i] = max;
j = i;
min = max;
}
}
else if (_buffer[i] < min)
{
min = _buffer[i];
if (action != 1) //action=2:building the up-point (max) of ZigZag
{
if (max - min >= _deviation * max) //max (action!=1) end,min (action=1) begin
{
action = 1;
_zigZagBuffer[i] = min;
j = i;
max = min;
}
else
{
_zigZagBuffer[i] = 0.0m; //max-min=miser,(action!=1) continue
}
}
else //min (action=1) continue
{
_zigZagBuffer[j] = 0.0m;
_zigZagBuffer[i] = min;
j = i;
max = min;
}
}
else
{
_zigZagBuffer[i] = 0.0m;
}
}
int valuesCount = 0, valueId = 0;
decimal last = 0, lastButOne = 0;
for (var i = _zigZagBuffer.Count - 1; i > 0 && valuesCount < 2; i--, valueId++)
{
if (_zigZagBuffer[i] == 0)
{
continue;
}
valuesCount++;
if (valuesCount == 1)
{
last = _zigZagBuffer[i];
}
else
{
lastButOne = _zigZagBuffer[i];
}
}
_needAdd = input.IsFinal;
if (valuesCount != 2)
{
return(Container.Count > 1 ? this.GetCurrentValue <ShiftedIndicatorValue>() : new ShiftedIndicatorValue(this));
}
if (input.IsFinal)
{
IsFormed = true;
}
CurrentValue = last;
return(new ShiftedIndicatorValue(this, valueId - 1, input.SetValue(this, lastButOne)));
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var candle = input.GetValue <Candle>();
var buffer = input.IsFinal ? _buffer : _buffer.ToList();
buffer.Add(candle);
// если буфер стал достаточно большим (стал больше длины)
if (buffer.Count > Length)
{
// Запоминаем интересующие изменения свечек до буфера
if (buffer[0].HighPrice > buffer[1].HighPrice)
{
_wasHighDown = true;
}
else if (buffer[0].HighPrice < buffer[1].HighPrice)
{
_wasHighDown = false;
}
if (buffer[0].LowPrice < buffer[1].LowPrice)
{
_wasLowUp = true;
}
else if (buffer[0].LowPrice > buffer[1].LowPrice)
{
_wasLowUp = false;
}
buffer.RemoveAt(0);
}
// Логика расчета: последующие/предыдущие значения должны быть меньше/больше центрального значения
if (buffer.Count >= Length)
{
// флаги для расчета фракталов (если флаг равен false, то на центральной свече нет фрактала)
var isMax = true;
var isMin = true;
var centerHighPrice = buffer[_numCenter].HighPrice;
var centerLowPrice = buffer[_numCenter].LowPrice;
for (var i = 0; i < buffer.Count; i++)
{
if (i == _numCenter)
{
continue;
}
// Все значения до и после центральной свечи должны быть
// больше для фрактала вверх и меньше для фрактала вниз
if (buffer[i].HighPrice > centerHighPrice)
{
isMax = false;
}
if (buffer[i].LowPrice < centerLowPrice)
{
isMin = false;
}
}
// Фильтр для ситуаций где цена у экстремума одинакова за период больше длины буфера
if (isMax && _wasHighDown && buffer.GetRange(0, _numCenter).Min(i => i.HighPrice) == centerHighPrice)
{
isMax = false;
}
if (isMin && _wasLowUp && buffer.GetRange(0, _numCenter).Max(i => i.LowPrice) == centerLowPrice)
{
isMin = false;
}
var shift = buffer.Count - _numCenter - 1;
var upValue = isMax ? new ShiftedIndicatorValue(this, shift, new DecimalIndicatorValue(this, centerHighPrice)) : new ShiftedIndicatorValue(this);
var downValue = isMin ? new ShiftedIndicatorValue(this, shift, new DecimalIndicatorValue(this, centerLowPrice)) : new ShiftedIndicatorValue(this);
upValue.IsFinal = input.IsFinal;
downValue.IsFinal = input.IsFinal;
var complexValue = new ComplexIndicatorValue(this);
complexValue.InnerValues.Add(Up, Up.Process(upValue));
complexValue.InnerValues.Add(Down, Down.Process(downValue));
return(complexValue);
}
return(base.OnProcess(new ShiftedIndicatorValue(this, 0, input.SetValue(this, 0))));
}