/// <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(IBaseDataBar input)
{
if (!IsReady)
{
Open.Update(input.Time, (input.Open + input.Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, input.High);
Low.Update(input.Time, input.Low);
}
else
{
Open.Update(input.Time, (Open + Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, Math.Max(input.High, Math.Max(Open, Close)));
Low.Update(input.Time, Math.Min(input.Low, Math.Min(Open, Close)));
}
var volume = 0.0m;
if (input is TradeBar)
{
volume = ((TradeBar)input).Volume;
}
else if (input is RenkoBar)
{
volume = ((RenkoBar)input).Volume;
}
Volume.Update(input.Time, volume);
return(Close);
}
/// <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(IBaseDataBar input)
{
if (!IsReady)
{
Open.Update(input.Time, (input.Open + input.Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, input.High);
Low.Update(input.Time, input.Low);
}
else
{
Open.Update(input.Time, (Open + Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, Math.Max(input.High, Math.Max(Open, Close)));
Low.Update(input.Time, Math.Min(input.Low, Math.Min(Open, Close)));
}
return(Close);
}
/// <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(TradeBar input)
{
if (!IsReady)
{
Open.Update(new IndicatorDataPoint(input.Time, (input.Open + input.Close) / 2));
Close.Update(new IndicatorDataPoint(input.Time, (input.Open + input.High + input.Low + input.Close) / 4));
High.Update(new IndicatorDataPoint(input.Time, input.High));
Low.Update(new IndicatorDataPoint(input.Time, input.Low));
}
else
{
Open.Update(new IndicatorDataPoint(input.Time, (Open + Close) / 2));
Close.Update(new IndicatorDataPoint(input.Time, (input.Open + input.High + input.Low + input.Close) / 4));
High.Update(new IndicatorDataPoint(input.Time, Math.Max(input.High, Math.Max(Open, Close))));
Low.Update(new IndicatorDataPoint(input.Time, Math.Min(input.Low, Math.Min(Open, Close))));
}
return(Close);
}