///<summary>
/// Stochastic Momentum Index
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV Recordser</param>
///<param name="KPeriods">K Periods</param>
///<param name="KSmooth">K Smooth</param>
///<param name="KDoubleSmooth">K Double Smooth</param>
///<param name="DPeriods">D Periods</param>
///<param name="MAType">Moving Average Type</param>
///<param name="PctD_MAType">%D Movering Average Type</param>
///<returns>Recordset</returns>
public Recordset StochasticMomentumIndex(Navigator pNav, Recordset pOHLCV, int KPeriods, int KSmooth, int KDoubleSmooth,
int DPeriods, IndicatorType MAType, IndicatorType PctD_MAType)
{
MovingAverage MA = new MovingAverage();
Recordset Results = new Recordset();
General GN = new General();
int Record;
double? Value = 0;
KSmooth += 1;
int RecordCount = pNav.RecordCount;
Field Field1 = new Field(RecordCount, "%K");
Recordset Temp = GN.HHV(pNav, pOHLCV.GetField("High"), KPeriods, "HHV");
Field HHV = new Field(RecordCount, "HHV");
Temp.CopyField(HHV, "HHV");
Temp = GN.LLV(pNav, pOHLCV.GetField("Low"), KPeriods, "LLV");
Field LLV = new Field(RecordCount, "LLV");
Temp.CopyField(LLV, "LLV");
Field HHLL = new Field(RecordCount, "HHLL");
for (Record = 1; Record != RecordCount + 1; ++Record)
{
Value = HHV.Value(Record) - LLV.Value(Record);
HHLL.Value(Record, Value);
}
Field CHHLL = new Field(RecordCount, "CHHLL");
for (Record = 1; Record != RecordCount + 1; ++Record)
{
Value = pOHLCV.Value("Close", Record) - (0.5f * (HHV.Value(Record) + LLV.Value(Record)));
CHHLL.Value(Record, Value);
}
if (KSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, CHHLL, KSmooth, 0.65, "CHHLL");
break;
}
Temp.CopyField(CHHLL, "CHHLL");
}
if (KDoubleSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, CHHLL, KDoubleSmooth, 0.65, "CHHLL");
break;
}
Temp.CopyField(CHHLL, "CHHLL");
}
if (KSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, HHLL, KSmooth, 0.65, "HHLL");
break;
}
Temp.CopyField(HHLL, "HHLL");
}
if (KDoubleSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, HHLL, KDoubleSmooth, 0.65, "HHLL");
break;
}
Temp.CopyField(HHLL, "HHLL");
}
for (Record = KPeriods + 1; Record != RecordCount + 1; ++Record)
{
double?a = CHHLL.Value(Record);
double?b = (0.5f * HHLL.Value(Record));
if (a != b && b != 0)
{
Value = 100.0f * (a / b);
}
Field1.Value(Record, Value);
}
if (DPeriods > 1)
{
switch (PctD_MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, Field1, DPeriods, 0.65, "%D");
break;
}
Field Field2 = new Field(RecordCount, "%D");
Temp.CopyField(Field2, "%D");
Results.AddField(Field2);
}
Results.AddField(Field1);
return(Results);
}
