/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
Dexp.Set(dexp[0]);
var devs = dexp.StdDev * stdDevs;
LowerBand.Set(Dexp[0] - devs);
UpperBand.Set(Dexp[0] + devs);
}
protected override void OnBarUpdate()
{
#region Indicator formula
PriceSeries.Set((High[0] + Low[0] + Close[0]) / 3);
JMA.Set(JurikJMA(PriceSeries, 7, -25)[0]);
TR = High[0] - Low[0];
if (CurrentBar > 0)
{
TR = Math.Max(TR, Math.Max(High[0] - Close[1], Close[1] - Low[0]));
}
trueRange.Set(TR);
bandSize = Band_width * SMA(trueRange, 200)[Math.Min(CurrentBar, Band_delay)];
DWMA = WMA(WMA(PriceSeries, Band_len), Band_len)[Math.Min(CurrentBar, Band_delay)];
UpperBand.Set(DWMA + bandSize);
LowerBand.Set(DWMA - bandSize);
#endregion
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar > prevBar)
{
// NEW BAR PROCESSING
prevBar = CurrentBar;
if (barsToDisplay > 0 && prevBar > barsToDisplay)
{
UpperBand.Reset(barsToDisplay);
LowerBand.Reset(barsToDisplay);
MidLine.Reset(barsToDisplay);
}
// midline
var gv = newGaussVal(prevMedian, avgTotal);
if (++curGaussIdx > poles)
{
curGaussIdx = 0;
}
avg[curGaussIdx] = gv;
avgTotal = calcAvgTotal();
prevMedian = -1;
// runerr
devSum = cdevSum;
devs[curIdx] = cnewVal;
if (++curIdx >= devLen)
{
curIdx = 0;
}
// smooth bands
ubema1 = cubema1;
ubema2 = cubema2;
ubema3 = cubema3;
lbema1 = clbema1;
lbema2 = clbema2;
lbema3 = clbema3;
}
if (prevMedian != Median[0])
{
prevMedian = Median[0];
// midline...
var ngv = newGaussVal(prevMedian, avgTotal);
// runerr...
cnewVal = prevMedian - ngv;
cnewVal = cnewVal * cnewVal;
cdevSum = devSum - devs[curIdx] + cnewVal;
var stdDev = numDevs * Math.Sqrt(Math.Max(cdevSum / devLen, 1e-10));
// smooth bands...
cubema1 = ubema1 + balpha1 * (ngv + stdDev - ubema1);
cubema2 = ubema2 + balpha2 * (ngv + stdDev - ubema2);
cubema3 = ubema3 + balpha3 * (cubema2 + cubema2 - cubema1 - ubema3);
clbema1 = lbema1 + balpha1 * (ngv - stdDev - lbema1);
clbema2 = lbema2 + balpha2 * (ngv - stdDev - lbema2);
clbema3 = lbema3 + balpha3 * (clbema2 + clbema2 - clbema1 - lbema3);
UpperBand.Set(cubema3);
LowerBand.Set(clbema3);
MidLine.Set(ngv);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar > prevBar)
{
prevBar = CurrentBar;
if (CurrentBar == 0)
{
cema1 = Median[0];
cema2 = cema1;
cema3 = cema1;
cubema1 = cema1;
cubema2 = cema1;
cubema3 = cema1;
clbema1 = cema1;
clbema2 = cema1;
clbema3 = cema1;
cnewVal = 0.0;
cdevSum = 0.0;
}
// midline
ema1 = cema1;
ema2 = cema2;
ema3 = cema3;
prevMedian = -1;
// runerr
devSum = cdevSum;
devs[curIdx] = cnewVal;
if (++curIdx >= devLen)
{
curIdx = 0;
}
// smooth bands
ubema1 = cubema1;
ubema2 = cubema2;
ubema3 = cubema3;
lbema1 = clbema1;
lbema2 = clbema2;
lbema3 = clbema3;
}
if (prevMedian != Median[0])
{
prevMedian = Median[0];
// midline...
cema1 = ema1 + alpha1 * (prevMedian - ema1);
cema2 = ema2 + alpha2 * (prevMedian - ema2);
cema3 = ema3 + alpha3 * (cema2 + cema2 - cema1 - ema3);
// runerr...
cnewVal = prevMedian - cema3;
cnewVal = cnewVal * cnewVal;
cdevSum = devSum - devs[curIdx] + cnewVal;
var stdDev = numDevs * Math.Sqrt(Math.Max(cdevSum / devLen, 1e-10));
// smooth bands...
cubema1 = ubema1 + balpha1 * (cema3 + stdDev - ubema1);
cubema2 = ubema2 + balpha2 * (cema3 + stdDev - ubema2);
cubema3 = ubema3 + balpha3 * (cubema2 + cubema2 - cubema1 - ubema3);
clbema1 = lbema1 + balpha1 * (cema3 - stdDev - lbema1);
clbema2 = lbema2 + balpha2 * (cema3 - stdDev - lbema2);
clbema3 = lbema3 + balpha3 * (clbema2 + clbema2 - clbema1 - lbema3);
UpperBand.Set(cubema3);
LowerBand.Set(clbema3);
MidLine.Set(cema3);
}
}
