protected double CalculateMacdValue(SizedQueue longPeriodItems, SizedQueue shortPeriodItems, int currentIndex, object item)
{
double value = (double)this.ValueBinding.GetValue(item);
longPeriodItems.EnqueueItem(value);
shortPeriodItems.EnqueueItem(value);
if (currentIndex < this.LongPeriod)
{
this.currentLongEMA = MovingAverageIndicatorDataSource.CalculateCurrentValue(longPeriodItems);
}
else
{
this.currentLongEMA = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, this.LongPeriod, value, this.currentLongEMA);
}
if (currentIndex < this.ShortPeriod)
{
this.currentShortEMA = MovingAverageIndicatorDataSource.CalculateCurrentValue(shortPeriodItems);
}
else
{
this.currentShortEMA = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, this.ShortPeriod, value, this.currentShortEMA);
}
return(this.currentShortEMA - this.currentLongEMA);
}
protected static double CalculateSignal(int signalPeriod, SizedQueue signalPeriodItems, int currentIndex, double signalEMA, double macd)
{
if (currentIndex < signalPeriod)
{
signalEMA = MovingAverageIndicatorDataSource.CalculateCurrentValue(signalPeriodItems);
}
else
{
signalEMA = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, signalPeriod, macd, signalEMA);
}
return(signalEMA);
}
protected override void BindCore()
{
int period = this.Period;
SizedQueue currentItems = new SizedQueue(period);
SizedQueue emaOneItems = new SizedQueue(period);
SizedQueue emaTwoItems = new SizedQueue(period);
int currentIndex = 0;
double emaOne, emaTwo, emaThree;
double lastEmaOne = 0;
double lastEmaTwo = 0;
double lastEmaThree = 0;
double currentValue;
foreach (var item in this.itemsSource)
{
double value = (double)this.ValueBinding.GetValue(item);
currentItems.EnqueueItem(value);
if (currentIndex < period)
{
emaOne = MovingAverageIndicatorDataSource.CalculateCurrentValue(currentItems);
emaOneItems.EnqueueItem(emaOne);
emaTwo = MovingAverageIndicatorDataSource.CalculateCurrentValue(emaOneItems);
emaTwoItems.EnqueueItem(emaTwo);
emaThree = MovingAverageIndicatorDataSource.CalculateCurrentValue(emaTwoItems);
}
else
{
emaOne = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, period, value, lastEmaOne);
emaOneItems.EnqueueItem(emaOne);
emaTwo = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, period, emaOne, lastEmaTwo);
emaTwoItems.EnqueueItem(emaTwo);
emaThree = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, period, emaTwo, lastEmaThree);
}
if (currentIndex == 0)
{
currentValue = 0;
}
else
{
currentValue = 100 * (emaThree - lastEmaThree) / emaThree;
}
CategoricalDataPoint point;
if (this.Owner.Model.DataPointsInternal.Count > currentIndex)
{
point = this.Owner.Model.DataPointsInternal[currentIndex] as CategoricalDataPoint;
point.Value = currentValue;
}
else
{
point = this.GenerateDataPoint(item, -1) as CategoricalDataPoint;
point.Value = currentValue;
this.Owner.Model.DataPointsInternal.Add(point);
}
lastEmaOne = emaOne;
lastEmaTwo = emaTwo;
lastEmaThree = emaThree;
currentIndex++;
}
}
protected override void BindCore()
{
int period = this.Period;
SizedQueue losses = new SizedQueue(period);
SizedQueue gains = new SizedQueue(period);
double prevValue = 0;
double currentValue = 0;
double lossesAverage = 0;
double gainsAverage = 0;
int currentIndex = 0;
foreach (var item in this.itemsSource)
{
double value = (double)this.ValueBinding.GetValue(item);
double difference = 0d;
if (currentIndex > 0)
{
difference = Math.Abs(value - prevValue);
}
double gain = 0;
double loss = 0;
if (value > prevValue)
{
gain = difference;
loss = 0d;
}
else
{
gain = 0d;
loss = difference;
}
gains.EnqueueItem(gain);
losses.EnqueueItem(loss);
if (currentIndex < period)
{
lossesAverage = MovingAverageIndicatorDataSource.CalculateCurrentValue(losses);
gainsAverage = MovingAverageIndicatorDataSource.CalculateCurrentValue(gains);
}
else
{
gainsAverage = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, period, gain, gainsAverage);
lossesAverage = ExponentialMovingAverageIndicatorDataSource.CalculateCurrentValue(false, period, loss, lossesAverage);
currentValue = 100 - (100 / (1 + (gainsAverage / lossesAverage)));
}
CategoricalDataPoint point;
if (this.Owner.Model.DataPointsInternal.Count > currentIndex)
{
point = this.Owner.Model.DataPointsInternal[currentIndex] as CategoricalDataPoint;
point.Value = currentValue;
}
else
{
point = this.GenerateDataPoint(item, -1) as CategoricalDataPoint;
point.Value = currentValue;
this.Owner.Model.DataPointsInternal.Add(point);
}
prevValue = value;
currentIndex++;
}
}
