protected override void Calculate(PriceBars priceAction)
{
if (trueRange.HasValue(maxBarIndex) && directionalMovement.HasValue(maxBarIndex))
{
double smoothSumOfTrueRange = HasValue(0, SMOOTH_TR_FIELD_INDEX) ? LastItem.Values[SMOOTH_TR_FIELD_INDEX] - (LastItem.Values[SMOOTH_TR_FIELD_INDEX] / barCount) + trueRange.LastItem.Value : trueRange.Sum(barCount);
double smoothSumOfPlusDM = HasValue(0, SMOOTH_PLUS_DM_FIELD_INDEX) ? LastItem.Values[SMOOTH_PLUS_DM_FIELD_INDEX] - (LastItem.Values[SMOOTH_PLUS_DM_FIELD_INDEX] / barCount) + directionalMovement.LastItem.Values[DX_FIELD_INDEX] : directionalMovement.Sum(barCount, 0);
double smoothSumOfMinusDM = HasValue(0, SMOOTH_MINUS_DM_INDEX) ? LastItem.Values[SMOOTH_MINUS_DM_INDEX] - (LastItem.Values[SMOOTH_MINUS_DM_INDEX] / barCount) + directionalMovement.LastItem.Values[SMOOTH_TR_FIELD_INDEX] : directionalMovement.Sum(barCount, 1);
double plusDI = (smoothSumOfPlusDM / smoothSumOfTrueRange) * 100;
double minusDI = (smoothSumOfMinusDM / smoothSumOfTrueRange) * 100;
double diDiff = Math.Abs(plusDI - minusDI);
double diSum = plusDI + minusDI;
double dx = (diDiff / diSum) * 100;
this.Add(new MultiValueIndicatorItem(
priceAction.LastItem.Time,
dx,
smoothSumOfTrueRange,
smoothSumOfPlusDM,
smoothSumOfMinusDM,
plusDI,
minusDI
));
lastCalculationSuccessful = true;
}
}
protected override void Calculate(PriceBars priceAction)
{
if (trueRangeCore.HasValue(maxBarIndex))
{
double smoothAverage = HasValue(0) ? ((LastItem.Value * (barCount - 1)) + trueRangeCore.LastItem.Value) / barCount : trueRangeCore.Average(barCount);
this.Add(new SingleValueIndicatorItem(
priceAction.LastItem.Time,
smoothAverage
));
lastCalculationSuccessful = true;
}
}