/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var newValue = input.GetValue <decimal>();
var smaValue = _sma.Process(input).GetValue <decimal>();
if (input.IsFinal)
{
Buffer.Add(newValue);
if (Buffer.Count > Length)
{
Buffer.RemoveAt(0);
}
}
var buff = Buffer;
if (!input.IsFinal)
{
buff = new List <decimal>();
buff.AddRange(Buffer.Skip(1));
buff.Add(newValue);
}
//считаем значение отклонения в последней точке
var std = buff.Select(t1 => t1 - smaValue).Select(t => t * t).Sum();
return(new DecimalIndicatorValue(this, (decimal)Math.Sqrt((double)(std / Length))));
}
/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var smaValue = _sma.Process(input);
if (_sma.IsFormed && input.IsFinal)
{
Buffer.Add(smaValue.GetValue <decimal>());
}
if (!IsFormed)
{
return(new DecimalIndicatorValue(this));
}
if (Buffer.Count > Length)
{
Buffer.RemoveAt(0);
}
return(new DecimalIndicatorValue(this, input.GetValue <decimal>() - Buffer[0]));
}
/// <inheritdoc />
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var candle = input.GetValue <Candle>();
return(_sma.Process(input.SetValue(this, candle.OpenPrice - candle.ClosePrice)));
}