/// <summary>Calculate the EMA</summary>
private void Reset()
{
m_ema.Clear();
m_ema.Capacity = Instrument.Count;
var ema = new EmaPt(Settings.WindowSize);
foreach (var candle in Instrument)
{
// Candle data must be strictly ordered by timestamp because I'm using binary search
Debug.Assert(candle.Timestamp >= ema.Timestamp);
// Calculate the EMA value and save it
ema.Add(candle.Close);
ema.Timestamp = candle.Timestamp;
m_ema.Add(ema);
// Create the next EMA value
ema = new EmaPt(ema);
}
// Invalidate the graphics
Invalidate();
InvalidateChart();
}
/// <summary>Handle data added to the instrument</summary>
protected override void HandleInstrumentDataChanged(object sender, DataEventArgs e)
{
// Check the data is for this instrument
Debug.Assert(Instrument == e.Instrument);
if (e.TimeFrame != Instrument.TimeFrame)
{
return;
}
// If this is a new candle, add to the EMA collection
if (e.NewCandle)
{
var ema = m_ema.Count != 0 ? new EmaPt(m_ema.Back()) : new EmaPt(Settings.WindowSize);
var prev = Instrument[-1];
ema.Timestamp = prev.Timestamp;
ema.Add(prev.Close);
m_ema.Add(ema);
}
// Otherwise, if this is an update to an existing candle,
// recalculate the EMA for this candle and all following candles
else if (e.Candle != null)
{
// Find the index of the corresponding EMA value
var idx = m_ema.BinarySearch(x => x.Timestamp.CompareTo(e.Candle.Timestamp));
if (idx < 0)
{
idx = ~idx;
}
// Recalculate all EMA values from 'idx' forwards
m_ema.Resize(idx);
var prev = idx > 0 ? m_ema[idx - 1] : new EmaPt(Settings.WindowSize);
for (; idx != Instrument.Count; ++idx)
{
var ema = new EmaPt(prev);
var candle = Instrument[(uint)idx];
ema.Timestamp = candle.Timestamp;
ema.Add(candle.Close);
m_ema.Add(ema);
prev = ema;
}
}
}
public EmaPt(EmaPt rhs)
: base(rhs)
{
Timestamp = rhs.Timestamp;
}
