/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="input">The input value to this indicator on this time step</param>
/// <returns>A a value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
if (_previousHighMaximum == 0 && _previousLowMinimum == 0)
{
_previousHighMaximum = input.High;
_previousLowMinimum = input.Low;
}
if (input.Volume == 0 || input.High == input.Low)
{
_sma.Update(input.Time, 0);
return(_sma.Current.Value);
}
var midValue = ((input.High + input.Low) / 2) - ((_previousHighMaximum + _previousLowMinimum) / 2);
var midRatio = ((input.Volume / _scale) / (input.High - input.Low));
_previousHighMaximum = input.High;
_previousLowMinimum = input.Low;
_sma.Update(input.Time, midValue / midRatio);
return(_sma.Current.Value);
}
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
double ifish = 0d;
double normalized;
mean.Update(input);
sd.Update(input);
if (mean.IsReady &&
sd.IsReady &&
sd != 0)
{
normalized = (double)(4 * (input - mean) / sd);
ifish = (Math.Exp(2 * normalized) - 1) / (Math.Exp(2 * normalized) + 1);
}
return((decimal)ifish);
}
