/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPINwithMinuteBar ZZVPINwithMinuteBar(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize)
{
if (cacheZZVPINwithMinuteBar != null)
{
for (int idx = 0; idx < cacheZZVPINwithMinuteBar.Length; idx++)
{
if (cacheZZVPINwithMinuteBar[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINwithMinuteBar[idx].SampleSize == sampleSize && cacheZZVPINwithMinuteBar[idx].VolBucketSize == volBucketSize && cacheZZVPINwithMinuteBar[idx].EqualsInput(input))
{
return(cacheZZVPINwithMinuteBar[idx]);
}
}
}
lock (checkZZVPINwithMinuteBar)
{
checkZZVPINwithMinuteBar.Cdfsamplesize = cdfsamplesize;
cdfsamplesize = checkZZVPINwithMinuteBar.Cdfsamplesize;
checkZZVPINwithMinuteBar.SampleSize = sampleSize;
sampleSize = checkZZVPINwithMinuteBar.SampleSize;
checkZZVPINwithMinuteBar.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPINwithMinuteBar.VolBucketSize;
if (cacheZZVPINwithMinuteBar != null)
{
for (int idx = 0; idx < cacheZZVPINwithMinuteBar.Length; idx++)
{
if (cacheZZVPINwithMinuteBar[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINwithMinuteBar[idx].SampleSize == sampleSize && cacheZZVPINwithMinuteBar[idx].VolBucketSize == volBucketSize && cacheZZVPINwithMinuteBar[idx].EqualsInput(input))
{
return(cacheZZVPINwithMinuteBar[idx]);
}
}
}
ZZVPINwithMinuteBar indicator = new ZZVPINwithMinuteBar();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Cdfsamplesize = cdfsamplesize;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPINwithMinuteBar[] tmp = new ZZVPINwithMinuteBar[cacheZZVPINwithMinuteBar == null ? 1 : cacheZZVPINwithMinuteBar.Length + 1];
if (cacheZZVPINwithMinuteBar != null)
{
cacheZZVPINwithMinuteBar.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZZVPINwithMinuteBar = tmp;
return(indicator);
}
}
/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPINwithMinuteBar ZZVPINwithMinuteBar(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize)
{
if (cacheZZVPINwithMinuteBar != null)
for (int idx = 0; idx < cacheZZVPINwithMinuteBar.Length; idx++)
if (cacheZZVPINwithMinuteBar[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINwithMinuteBar[idx].SampleSize == sampleSize && cacheZZVPINwithMinuteBar[idx].VolBucketSize == volBucketSize && cacheZZVPINwithMinuteBar[idx].EqualsInput(input))
return cacheZZVPINwithMinuteBar[idx];
lock (checkZZVPINwithMinuteBar)
{
checkZZVPINwithMinuteBar.Cdfsamplesize = cdfsamplesize;
cdfsamplesize = checkZZVPINwithMinuteBar.Cdfsamplesize;
checkZZVPINwithMinuteBar.SampleSize = sampleSize;
sampleSize = checkZZVPINwithMinuteBar.SampleSize;
checkZZVPINwithMinuteBar.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPINwithMinuteBar.VolBucketSize;
if (cacheZZVPINwithMinuteBar != null)
for (int idx = 0; idx < cacheZZVPINwithMinuteBar.Length; idx++)
if (cacheZZVPINwithMinuteBar[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINwithMinuteBar[idx].SampleSize == sampleSize && cacheZZVPINwithMinuteBar[idx].VolBucketSize == volBucketSize && cacheZZVPINwithMinuteBar[idx].EqualsInput(input))
return cacheZZVPINwithMinuteBar[idx];
ZZVPINwithMinuteBar indicator = new ZZVPINwithMinuteBar();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Cdfsamplesize = cdfsamplesize;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPINwithMinuteBar[] tmp = new ZZVPINwithMinuteBar[cacheZZVPINwithMinuteBar == null ? 1 : cacheZZVPINwithMinuteBar.Length + 1];
if (cacheZZVPINwithMinuteBar != null)
cacheZZVPINwithMinuteBar.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheZZVPINwithMinuteBar = tmp;
return indicator;
}
}