public ConnorsRSI(DataSeries ds, int periodRSI, int periodStreak, int periodPR, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(Math.Max(periodRSI, periodStreak), periodPR);
if (FirstValidValue <= 1)
{
return;
}
ConsecDaysDown cdd = ConsecDaysDown.Series(ds, 0);
ConsecDaysUp cdu = ConsecDaysUp.Series(ds, 0);
DataSeries streak = new DataSeries(ds, "streak");
for (int bar = 0; bar < ds.Count; bar++)
{
streak[bar] = cdd[bar] > 0 ? -cdd[bar] : cdu[bar] > 0 ? cdu[bar] : 0;
}
RSI rsi3 = RSI.Series(ds, periodRSI);
RSI rsiStreak = RSI.Series(streak, periodStreak);
ROC ret = ROC.Series(ds, 1);
DataSeries pr = PercentRank.Series(ret, periodPR) * 100.0;
DataSeries connorsRSI = (rsi3 + rsiStreak + pr) / 3;
for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = connorsRSI[bar];
}
}
public static ConsecDaysUp Series(DataSeries ds, double pct)
{
string description = string.Concat(new object[] { "Consecutive Days Up(", ds.Description, ",", pct, ")" });
if (ds.Cache.ContainsKey(description))
{
return((ConsecDaysUp)ds.Cache[description]);
}
ConsecDaysUp _ConsecDaysUp = new ConsecDaysUp(ds, pct, description);
ds.Cache[description] = _ConsecDaysUp;
return(_ConsecDaysUp);
}