protected void CalculateIndicators()
{
// Init indicators
momentumSeries = Momentum.Series(Close, momentumPeriod.ValueInt);
DataSeries stochDSeries = StochD.Series(Bars, stochDSmooth.ValueInt, stochDPeriod.ValueInt);
DataSeries stochKSeries = StochK.Series(Bars, stochKPeriod.ValueInt);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
FastStoch.Reset();
StochK.Reset();
StochD.Reset();
_sumFastK.Reset();
_sumSlowK.Reset();
base.Reset();
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_maximum.Update(input.Time, input.High);
_mininum.Update(input.Time, input.Low);
FastStoch.Update(input);
StochK.Update(input);
StochD.Update(input);
return(FastStoch);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(DataPointBar input)
{
_maximum.Update(input.Occured, input.TimeZone, input.High);
_mininum.Update(input.Occured, input.TimeZone, input.Low);
FastStoch.Update(input);
StochK.Update(input);
StochD.Update(input);
return(FastStoch);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(TradeBar input)
{
Maximum.Update(input.Time, input.High);
Mininum.Update(input.Time, input.Low);
FastStoch.Update(input);
StochK.Update(input);
StochD.Update(input);
return(StochK * 100);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
protected override DoubleArray Forward(long time, DoubleArray input)
{
_maximum.Update(time, input[HighIdx]);
_minimum.Update(time, input[LowIdx]);
FastStoch.Update(time, input);
StochK.Update(time, input);
StochD.Update(time, input);
return(FastStoch.Current);
}
public InSyncIndex(Bars bars, string description)
: base(bars, description)
{
base.FirstValidValue = 20;
if (bars.Count < 20)
{
return;
}
DataSeries BOLInSLB = StdDev.Series(bars.Close, 20, StdDevCalculation.Sample) * 2;
BOLInSLB = Community.Indicators.FastSMA.Series(bars.Close, 20) - BOLInSLB;
DataSeries BOLInSUB = StdDev.Series(bars.Close, 20, StdDevCalculation.Sample) * 2;
BOLInSUB = Community.Indicators.FastSMA.Series(bars.Close, 20) + BOLInSUB;
DataSeries BOLInS2 = BOLInSUB - BOLInSLB;
BOLInS2 = (bars.Close - BOLInSLB) / BOLInS2;
EMV emv = EMV.Series(bars, 13);
DataSeries EMVSer = Community.Indicators.FastSMA.Series(emv, 10);
DataSeries EMVInS2 = EMVSer - Community.Indicators.FastSMA.Series(EMVSer, 10);
DataSeries MACDSer = Community.Indicators.FastSMA.Series(MACD.Series(bars.Close), 10);
DataSeries MACDInS2 = MACD.Series(bars.Close) - MACDSer;
int Period = 18;
DataSeries DPOSeries = bars.Close - (Community.Indicators.FastSMA.Series(bars.Close, Period) >> ((Period / 2) + 1));
DataSeries PDOSer = Community.Indicators.FastSMA.Series(DPOSeries, 10);
DataSeries PDOInS2 = DPOSeries - PDOSer;
DataSeries ROCSer = EMA.Series(ROC.Series(bars.Close, 10), 10, EMACalculation.Modern);
DataSeries ROCInS2 = ROC.Series(bars.Close, 10) - ROCSer;
DataSeries BOLInSLL = bars.Close * 0;
DataSeries CCInS = bars.Close * 0;
DataSeries EMVInSB = bars.Close * 0;
DataSeries EMVInSS = bars.Close * 0;
DataSeries MACDInSB = bars.Close * 0;
DataSeries MACDInSS = bars.Close * 0;
DataSeries MFIInS = bars.Close * 0;
DataSeries PDOInSB = bars.Close * 0;
DataSeries PDOInSS = bars.Close * 0;
DataSeries ROCInSB = bars.Close * 0;
DataSeries ROCInSS = bars.Close * 0;
DataSeries RSIInS = bars.Close * 0;
DataSeries STODInS = bars.Close * 0;
DataSeries STOKInS = bars.Close * 0;
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
if (BOLInS2[bar] < 0.05)
{
BOLInSLL[bar] = -5;
}
else
if (BOLInS2[bar] > 0.95)
{
BOLInSLL[bar] = +5;
}
if (CCI.Series(bars, 14)[bar] > +100)
{
CCInS[bar] = +5;
}
else
if (CCI.Series(bars, 14)[bar] < -100)
{
CCInS[bar] = -5;
}
if ((EMVInS2[bar] < 0) & (EMVSer[bar] < 0))
{
EMVInSB[bar] = -5;
}
if ((EMVInS2[bar] > 0) & (EMVSer[bar] > 0))
{
EMVInSS[bar] = +5;
}
if ((MACDInS2[bar] < 0) & (MACDSer[bar] < 0))
{
MACDInSB[bar] = -5;
}
if ((MACDInS2[bar] > 0) & (MACDSer[bar] > 0))
{
MACDInSS[bar] = +5;
}
if (MFI.Series(bars, 20)[bar] > 80)
{
MFIInS[bar] = +5;
}
else
if (MFI.Series(bars, 20)[bar] < 20)
{
MFIInS[bar] = -5;
}
if ((PDOInS2[bar] < 0) & (PDOSer[bar] < 0))
{
PDOInSB[bar] = -5;
}
if ((PDOInS2[bar] > 0) & (PDOSer[bar] > 0))
{
PDOInSS[bar] = +5;
}
if ((ROCInS2[bar] < 0) & (ROCSer[bar] < 0))
{
ROCInSB[bar] = -5;
}
if ((ROCInS2[bar] > 0) & (ROCSer[bar] > 0))
{
ROCInSS[bar] = +5;
}
if (RSI.Series(bars.Close, 14)[bar] > 70)
{
RSIInS[bar] = +5;
}
else
if (RSI.Series(bars.Close, 14)[bar] < 30)
{
RSIInS[bar] = -5;
}
if (StochD.Series(bars, 14, 3)[bar] > 80)
{
STODInS[bar] = +5;
}
else
if (StochD.Series(bars, 14, 3)[bar] < 20)
{
STODInS[bar] = -5;
}
if (StochK.Series(bars, 14)[bar] > 80)
{
STOKInS[bar] = +5;
}
else
if (StochK.Series(bars, 14)[bar] < 20)
{
STOKInS[bar] = -5;
}
base[bar] = 50 +
CCInS[bar] + BOLInSLL[bar] + RSIInS[bar]
+ STODInS[bar] + MFIInS[bar] + EMVInSB[bar]
+ EMVInSS[bar] + ROCInSS[bar] + ROCInSB[bar]
+ STOKInS[bar] + MACDInSS[bar] + MACDInSB[bar]
+ PDOInSS[bar - 10] + PDOInSB[bar - 10];
}
}
