public KVO(Bars bars, int period1, int period2, string description)
: base(bars, description)
{
FirstValidValue = Math.Max(period1, period2) * 3;
if (FirstValidValue < 2)
{
FirstValidValue = 2;
}
WealthLab.Indicators.EMACalculation m = WealthLab.Indicators.EMACalculation.Modern;
DataSeries TSum = bars.High + bars.Low + bars.Close;
DataSeries Range = bars.High - bars.Low;
DataSeries VForce = new DataSeries(bars, ("VForce(" + period1 + "," + period2 + ")"));
double[] trend = new double[2];
double[] cm = new double[2];
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
if (TSum[bar] > TSum[bar - 1])
{
trend[1] = 1;
}
else
{
trend[1] = -1;
}
if (trend[1] == trend[0])
{
cm[1] = cm[0] + Range[bar];
}
else
{
cm[1] = Range[bar] + Range[bar - 1];
}
if (cm[1] != 0)
{
VForce[bar] = bars.Volume[bar] * Math.Abs(2 * (Range[bar] / cm[1] - 1)) * trend[1] * 100;
}
}
EMA FXAvg = EMA.Series(VForce, period1, m);
EMA SXAvg = EMA.Series(VForce, period2, m);
for (int bar = 1; bar < bars.Count; bar++)
{
base[bar] = FXAvg[bar] - SXAvg[bar];
}
}
public PPO(DataSeries ds, int period1, int period2, string description)
: base(ds, description)
{
FirstValidValue = Math.Max(period1, period2) * 3;
if (FirstValidValue < 2)
{
FirstValidValue = 2;
}
WealthLab.Indicators.EMACalculation m = WealthLab.Indicators.EMACalculation.Modern;
EMA ema1 = EMA.Series(ds, period1, m);
EMA ema2 = EMA.Series(ds, period2, m);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = (ema1[bar] - ema2[bar]) / ema2[bar];
}
}
