/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <param name="timeSeries">Instrument <c>ohlc</c> time series.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period, TimeSeries timeSeries)
{
Condition.Requires(price, "price")
.IsNotEmpty();
Condition.Requires(period, "period")
.IsGreaterThan(0)
.IsLessOrEqual(price.Length);
Condition.Requires(timeSeries, "timeSeries")
.IsNotNull();
var dx = new double[price.Length];
var pDi = DmiPlus.Calculate(price, period, timeSeries);
var mDi = DmiMinus.Calculate(price, period, timeSeries);
for (var i = 0; i < price.Length; ++i)
{
var diff = pDi[i] + mDi[i];
if (diff.IsAlmostZero())
{
dx[i] = 0;
}
else
{
dx[i] = 100 * (Math.Abs(pDi[i] - mDi[i]) / (pDi[i] + mDi[i]));
}
}
var adx = EMA.Calculate(dx, period);
return(adx);
}
/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period)
{
Condition.Requires(price, "price")
.IsNotEmpty();
Condition.Requires(period, "period")
.IsGreaterThan(1)
.IsLessOrEqual(price.Length);
var trix = new double[price.Length];
var ema1 = EMA.Calculate(price, period);
var ema2 = EMA.Calculate(ema1, period);
var ema3 = EMA.Calculate(ema2, period);
trix[0] = 0.0;
for (int i = 1; i < price.Length; ++i)
{
if (ema3[i].IsAlmostZero())
{
trix[i] = 0.0;
}
else
{
trix[i] = 100.0 * ((ema3[i] - ema3[i - 1]) / ema3[i]);
}
}
return(trix);
}
/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <param name="timeSeries">Instrument <c>ohlc</c> time series.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period, TimeSeries timeSeries)
{
Condition.Requires(price, "price")
.IsNotEmpty();
Condition.Requires(period, "period")
.IsGreaterThan(0)
.IsLessOrEqual(price.Length);
Condition.Requires(timeSeries, "timeSeries")
.IsNotNull();
var pdm = new double[price.Length];
pdm[0] = 0.0;
for (int i = 1; i < price.Length; ++i)
{
var plusDm = timeSeries.High[i] - timeSeries.High[i - 1];
var minusDm = timeSeries.Low[i - 1] - timeSeries.Low[i];
if (plusDm < 0)
{
plusDm = 0;
}
if (minusDm < 0)
{
minusDm = 0;
}
if (plusDm.AlmostEqual(minusDm))
{
plusDm = 0;
}
else if (plusDm < minusDm)
{
plusDm = 0;
}
var trueHigh = timeSeries.High[i] > price[i - 1] ? timeSeries.High[i] : price[i - 1];
var trueLow = timeSeries.Low[i] < price[i - 1] ? timeSeries.Low[i] : price[i - 1];
var tr = trueHigh - trueLow;
if (tr.IsAlmostZero())
{
pdm[i] = 0;
}
else
{
pdm[i] = 100 * plusDm / tr;
}
}
var dmi = EMA.Calculate(pdm, period);
return(dmi);
}
/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <param name="timeSeries">Instrument <c>ohlc</c> time series.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period, TimeSeries timeSeries)
{
Condition.Requires(price, "price")
.IsNotEmpty();
Condition.Requires(period, "period")
.IsGreaterThan(0)
.IsLessOrEqual(price.Length);
Condition.Requires(timeSeries, "timeSeries")
.IsNotNull();
var bulls = new double[price.Length];
var ema = EMA.Calculate(price, period);
for (var i = 0; i < price.Length; i++)
{
bulls[i] = timeSeries.High[i] - ema[i];
}
return(bulls);
}
