//populate
public override void Populate()
{
TimeSeries source = Parameters[0].AsTimeSeries;
Int32 period = Parameters[1].AsInt;
Double rsival = Parameters[2].AsDouble;
DateTimes = source.DateTimes;
//Prepare intermediate series
TimeSeries UC = new TimeSeries(DateTimes); // up change
TimeSeries DC = new TimeSeries(DateTimes); // down change
for (int bar = 0; bar < source.Count; bar++)
{
UC[bar] = 0d;
DC[bar] = 0d;
}
for (int bar = 1; bar < source.Count; bar++)
{
if (source[bar] > source[bar - 1])
{
UC[bar] = source[bar] - source[bar - 1];
}
else
{
DC[bar] = source[bar - 1] - source[bar];
}
}
TimeSeries AUC = new EMA(UC, 2 * period - 1);
TimeSeries ADC = new EMA(DC, 2 * period - 1);
AUC.Abs();
//Assign first bar that contains indicator data
int FirstValidIdx = source.FirstValidIndex + 2 * period - 1;
if (FirstValidIdx > source.Count)
{
FirstValidIdx = source.Count;
}
//modify the code below to implement your own indicator calculation
for (int n = FirstValidIdx; n < source.Count; n++)
{
double value = (period - 1) * (ADC[n] * rsival / (100 - rsival) - AUC[n]);
if (value < 0)
{
value *= (100 - rsival) / rsival;
}
Values[n] = source[n] + value;
}
}