/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
EMA ema1 = EMA(Input, Period);
double difference = ema1[0] - EMA(ema1, Period)[0];
ZLEMA.Set(ema1[0] + difference);
}
/// <summary>
/// The ZLEMA (Zero-Lag Exponential Moving Average) is an EMA variant that attempts to adjust for lag.
/// </summary>
/// <returns></returns>
public ZLEMA ZLEMA(Data.IDataSeries input, int period)
{
if (cacheZLEMA != null)
{
for (int idx = 0; idx < cacheZLEMA.Length; idx++)
{
if (cacheZLEMA[idx].Period == period && cacheZLEMA[idx].EqualsInput(input))
{
return(cacheZLEMA[idx]);
}
}
}
lock (checkZLEMA)
{
checkZLEMA.Period = period;
period = checkZLEMA.Period;
if (cacheZLEMA != null)
{
for (int idx = 0; idx < cacheZLEMA.Length; idx++)
{
if (cacheZLEMA[idx].Period == period && cacheZLEMA[idx].EqualsInput(input))
{
return(cacheZLEMA[idx]);
}
}
}
ZLEMA indicator = new ZLEMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
ZLEMA[] tmp = new ZLEMA[cacheZLEMA == null ? 1 : cacheZLEMA.Length + 1];
if (cacheZLEMA != null)
{
cacheZLEMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZLEMA = tmp;
return(indicator);
}
}
