public override double Update(Bar bar)
{
double mahl = _ema.Update(bar.HighestPrice - bar.LowestPrice);
_mahl.Add(mahl);
int index = _mahl.Length < _interval ? 0 : _mahl.Length - _interval;
if (_mahl[index] == 0.0)
{
return(0.0);
}
else
{
return((_mahl[_mahl.Length - 1] - _mahl[index]) / _mahl[index] * 100.0);
}
}
public override double Update(StockAnalysis.Share.Bar bar)
{
double truePrice = (bar.HighestPrice + bar.LowestPrice + 2 * bar.ClosePrice) / 4;
_truePrices.Add(truePrice);
double maTruePrice = _maTruePrice.Update(truePrice);
double sum = 0.0;
for (int i = 0; i < _truePrices.Length; ++i)
{
sum += Math.Abs(_truePrices[i] - maTruePrice);
}
double d = sum / _truePrices.Length;
return(d == 0.0 ? 0.0 : (truePrice - maTruePrice) / d / Alpha);
}
public override double[] Update(StockAnalysis.Share.Bar bar)
{
// calculate +DM and -DM
double pdm, ndm;
if (_firstBar)
{
pdm = 0.0;
ndm = 0.0;
}
else
{
pdm = Math.Max(0.0, bar.HighestPrice - _prevBar.HighestPrice);
ndm = Math.Max(0.0, _prevBar.LowestPrice - bar.LowestPrice);
if (pdm > ndm)
{
ndm = 0.0;
}
else if (pdm < ndm)
{
pdm = 0.0;
}
else
{
pdm = ndm = 0.0;
}
}
// Calculate +DI and -DI
double tr, pdi, ndi;
if (_firstBar)
{
tr = bar.HighestPrice - bar.LowestPrice;
}
else
{
tr = Math.Max(Math.Abs(bar.HighestPrice - bar.LowestPrice),
Math.Max(Math.Abs(bar.HighestPrice - _prevBar.ClosePrice), Math.Abs(bar.LowestPrice - _prevBar.ClosePrice)));
}
pdi = pdm * 100.0 / tr;
ndi = ndm * 100.0 / tr;
// calculate +DIM and -DIM
double mspdm = _msPdm.Update(pdm);
double msndm = _msNdm.Update(ndm);
double mstr = _msTr.Update(tr);
double pdim = mspdm * 100.0 / mstr;
double ndim = msndm * 100.0 / mstr;
// calculate DX and ADX
double dx = (pdim + ndim) == 0.0 ? 0.0 : Math.Abs(pdim - ndim) / (pdim + ndim);
double adx = _maDx.Update(dx);
// calculate ADXR
_adx.Add(adx);
double adxr = (_adx[_adx.Length - 1] + _adx[0]) / 2.0;
// update internal status
_prevBar = bar;
_firstBar = false;
// return result
return(new double[4] {
pdim, ndim, adx, adxr
});
}
