public static List <decimal?> Mfi(this IEnumerable <ICandle> candles, int?period = null)
{
period ??= 14;
IIndicatorOptions options = new MfiOptions(period.Value);
Mfi mfi = new Mfi();
return(mfi.Get(candles, options));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
MfiOptions config = options != null ? (MfiOptions)options.Options : new MfiOptions(14);
double[] mfiValues = new double[source.Count()];
double[] highs = source.Select(x => Convert.ToDouble(x.High)).ToArray();
double[] lows = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
double[] volumes = source.Select(x => Convert.ToDouble(x.Volume)).ToArray();
TicTacTec.TA.Library.Core.RetCode mfi = TicTacTec.TA.Library.Core.Mfi(0, source.Count() - 1, highs, lows, closes, volumes, config.Period, out int outBegIdx, out int outNbElement, mfiValues);
if (mfi == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(mfiValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate MFI");
}
