/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_shortRoc.Update(input);
_longRoc.Update(input);
if (_longRoc.IsReady && _shortRoc.IsReady)
{
var rocSum = _shortRoc + _longRoc;
_lwma.Update(input.Time, rocSum);
return(_lwma);
}
return(decimal.Zero);
}
public void ResetsProperly()
{
var rocp = new RateOfChangePercent(50);
foreach (var data in TestHelper.GetDataStream(51))
{
rocp.Update(data);
}
Assert.IsTrue(rocp.IsReady);
rocp.Reset();
TestHelper.AssertIndicatorIsInDefaultState(rocp);
}
public void ResetsProperly()
{
var rocp = new RateOfChangePercent(50);
foreach (var data in TestHelper.GetDataStream(51))
{
rocp.Update(data);
}
Assert.IsTrue(rocp.IsReady);
rocp.Reset();
TestHelper.AssertIndicatorIsInDefaultState(rocp);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_ema1.Update(input);
if (Samples > _period - 1)
{
_ema2.Update(_ema1.Current);
}
if (Samples > 2 * (_period - 1))
{
_ema3.Update(_ema2.Current);
}
if (Samples > 3 * (_period - 1))
{
_roc.Update(_ema3.Current);
}
return(_roc);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
_ema1.Update(time, input);
if (_ema1.IsReady)
{
_ema2.Update(time, _ema1.Current);
}
if (_ema2.IsReady)
{
_ema3.Update(time, _ema2.Current);
}
if (_ema3.IsReady)
{
_roc.Update(time, _ema3.Current);
}
return(_roc);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_ema1.Update(input);
if (_ema1.IsReady)
{
_ema2.Update(_ema1.Current);
}
if (_ema2.IsReady)
{
_ema3.Update(_ema2.Current);
}
if (_ema3.IsReady)
{
_roc.Update(_ema3.Current);
}
return(_roc);
}
public bool Update(DateTime time, decimal value)
{
return(_meanOfPriceChange.Update(time, value) &
_priceChange.Update(time, value));
}
internal void UpdateDailyRateOfChange(BaseData data)
{
_dailyReturn.Update(data.EndTime, data.Value);
}