/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
if (ParamInt(1) < 1 || ParamInt(1) > iSize / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (ParamInt(2) < (int)Constants.MA_START || ParamInt(2) > (int)Constants.MA_END)
{
ProcessError("Invalid Moving Average Type for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", iSize);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", iSize);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", iSize);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", iSize);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Field pVolume = SeriesToField("Volume", paramStr0 + ".volume", iSize);
if (!EnsureField(pVolume, paramStr0 + ".volume"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pRS.AddField(pVolume);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.ElderRay(pNav, pRS, ParamInt(1), (IndicatorType)ParamInt(2), FullName);
string ind_name = FullName + " Bear Power";
// Output the indicator values
Clear();
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), n < ParamInt(1) + 1 ? null : pInd.Value(ind_name, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
if (ParamInt(1) < 1 || ParamInt(1) > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (ParamInt(2) < 0 || ParamInt(2) > 10)
{
ProcessError("Invalid Standard Deviations for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (ParamInt(3) < (int)Constants.MA_START || ParamInt(3) > (int)Constants.MA_END)
{
ProcessError("Invalid Moving Average Type for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
Field pSource = SeriesToField("Source", ParamStr(0), size);
if (!EnsureField(pSource, ParamStr(0)))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pSource);
pNav.Recordset_ = pRS;
// Calculate the indicator
Bands ta = new Bands();
Recordset pInd = ta.BollingerBands(pNav, pSource, ParamInt(1), ParamInt(2), (IndicatorType)ParamInt(3));
// Output the indicator values
Clear();
Series series = _chartPanel._chartX.GetSeriesByName(ParamStr(0));
TwinIndicator pTop = (TwinIndicator)EnsureSeries(FullName + " Top");
pTop.SetStrokeColor(StrokeColor, false);
pTop.SetStrokeThickness(StrokeThickness, false);
pTop.SetStrokePattern(_strokePattern, false);
TwinIndicator pBottom = (TwinIndicator)EnsureSeries(FullName + " Bottom");
pBottom.SetStrokeColor(StrokeColor, false);
pBottom.SetStrokeThickness(StrokeThickness, false);
pBottom.SetStrokePattern(_strokePattern, false);
int paramInt1 = ParamInt(1);
for (int n = 0; n < size; ++n)
{
double?top;
double?median;
double?bottom;
if (n < paramInt1)
{
top = null;
median = null;
bottom = null;
}
else
{
top = pInd.Value("Bollinger Band Top", n + 1);
median = pInd.Value("Bollinger Band Median", n + 1);
bottom = pInd.Value("Bollinger Band Bottom", n + 1);
}
AppendValue(series[n].TimeStamp, median);
pTop.AppendValue(series[n].TimeStamp, top);
pBottom.AppendValue(series[n].TimeStamp, bottom);
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
int paramInt2 = ParamInt(2);
if (paramInt1 > paramInt2 || paramInt1 < 1)
{
ProcessError("Invalid Short Term Period for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (paramInt2 < 8)
{
ProcessError("Invalid Long Term Period (min 8) for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
int paramInt3 = ParamInt(3);
if (paramInt3 != 1 && paramInt3 != 2)
{
ProcessError("Invalid Points or Percent for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pVolume = SeriesToField("Volume", paramStr0, iSize);
if (!EnsureField(pVolume, paramStr0))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pVolume);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.VolumeOscillator(pNav, pVolume, paramInt1, paramInt2, paramInt3, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), n < paramInt2 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
if (paramInt1 < 1)
{
ProcessError("Invalid Cycle 1 for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
int paramInt2 = ParamInt(2);
if (paramInt2 < 1)
{
ProcessError("Invalid Cycle 2 for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
int paramInt3 = ParamInt(3);
if (paramInt3 < 1)
{
ProcessError("Invalid Cycle 3 for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pHigh = SeriesToField("High", paramStr0 + ".high", iSize);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", iSize);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", iSize);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.UltimateOscillator(pNav, pRS, paramInt1, paramInt2, paramInt3, FullName);
// Output the indicator values
Clear();
int max = paramInt1;
if (paramInt2 > max)
{
max = paramInt2;
}
if (paramInt3 > max)
{
max = paramInt3;
}
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), n < max ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
if (paramInt1 < 1 || paramInt1 > size)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pHigh = SeriesToField("High", paramStr0 + ".high", size);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", size);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pHigh);
pRS.AddField(pLow);
pNav.Recordset_ = pRS;
// Calculate the indicator
Bands ta = new Bands();
Recordset pInd = ta.FractalChaosBands(pNav, pRS, paramInt1);
// Output the indicator values
Clear();
TwinIndicator sHigh = (TwinIndicator)EnsureSeries(FullName + " High");
sHigh.SetStrokeColor(StrokeColor, false);
sHigh.SetStrokeThickness(StrokeThickness, false);
_title = FullName + " Low";
for (int n = 0; n < size; ++n)
{
double?low;
double?high;
if (n < paramInt1)
{
high = null;
low = null;
}
else
{
high = pInd.Value("Fractal High", n + 1);
low = pInd.Value("Fractal Low", n + 1);
}
AppendValue(DM.GetTimeStampByIndex(n), low);
sHigh.AppendValue(DM.GetTimeStampByIndex(n), high);
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
if (ParamInt(1) < 1 || ParamInt(1) > iSize / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", iSize);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", iSize);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", iSize);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", iSize);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Field pVolume = SeriesToField("Volume", paramStr0 + ".volume", iSize);
if (!EnsureField(pVolume, paramStr0 + ".volume"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pRS.AddField(pVolume);
pNav.Recordset_ = pRS;
// Calculate the indicator
Index ta = new Index();
Recordset pInd = ta.GopalakrishnanRangeIndex(pNav, pRS, ParamInt(1), FullName);
// Output the indicator values
Clear();
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), n < ParamInt(1) + 1 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
double paramDbl1 = ParamDbl(1);
if (paramDbl1 <= 0)
{
ProcessError("Invalid Limit Move Value for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", iSize);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", iSize);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", iSize);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", iSize);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pNav.Recordset_ = pRS;
// Calculate the indicator
Index ta = new Index();
Recordset pInd = ta.SwingIndex(pNav, pRS, paramDbl1, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
if (paramInt1 < 1 || paramInt1 > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", size);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", size);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", size);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", size);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.Aroon(pNav, pRS, paramInt1);
// Output the indicator values
Clear();
TwinIndicator pAroonDown = (TwinIndicator)EnsureSeries(FullName + " Down");
pAroonDown.SetStrokeThickness(StrokeThickness, false);
pAroonDown.SetStrokeColor(Colors.Red, false);
pAroonDown.Clear();
_title = FullName + " Up";
for (int n = 0; n < size; ++n)
{
double?top;
double?bottom;
if (n < paramInt1)
{
top = null;
bottom = null;
}
else
{
top = pInd.Value("Aroon Up", n + 1);
bottom = pInd.Value("Aroon Down", n + 1);
}
AppendValue(DM.GetTimeStampByIndex(n), top);
pAroonDown.AppendValue(DM.GetTimeStampByIndex(n), bottom);
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt2 = ParamInt(2);
if (paramInt2 < 1 || paramInt2 > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
string paramStr1 = ParamStr(1);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", size);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", size);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", size);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", size);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Field pVolume = SeriesToField("Volume", paramStr1, size);
if (!EnsureField(pVolume, paramStr1))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pRS.AddField(pVolume);
pNav.Recordset_ = pRS;
// Calculate the indicator
Index ta = new Index();
Recordset pInd = ta.ChaikinMoneyFlow(pNav, pRS, paramInt2, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < size; ++n)
{
AppendValue(DM.GetTimeStampByIndex(n), n < paramInt2 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int iSize = _chartPanel._chartX.RecordCount;
if (iSize == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
int paramInt2 = ParamInt(2);
if (paramInt1 > 500)
{
paramInt1 = 500;
}
if (paramInt2 > 500)
{
paramInt2 = 500;
}
if (paramInt1 < 0)
{
paramInt1 = 0;
}
if (paramInt2 < 0)
{
paramInt2 = 0;
}
if (paramInt1 < 1 || paramInt1 > iSize / 2)
{
ProcessError("Invalid Short Cycle for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (paramInt2 < 1 || paramInt2 > iSize / 2 || paramInt2 < paramInt1)
{
ProcessError("Invalid Long Cycle for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
Field pSource = SeriesToField("Source", ParamStr(0), iSize);
if (!EnsureField(pSource, ParamStr(0)))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pSource);
pNav.Recordset_ = pRS;
// Calculate the indicator
Index ta = new Index();
Recordset pInd = ta.RAVI(pNav, pSource, paramInt1, paramInt2, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < iSize; ++n)
{
AppendValue(DM.TS(n), n < paramInt1 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
if (paramInt1 < 1 || paramInt1 > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", size);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", size);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", size);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", size);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.DirectionalMovementSystem(pNav, pRS, paramInt1);
// Output the indicator values
Clear();
TwinIndicator sDIPlus = (TwinIndicator)EnsureSeries(FullName + " DI+");
TwinIndicator sDIMinus = (TwinIndicator)EnsureSeries(FullName + " DI-");
sDIPlus.SetStrokeColor(Colors.Red, false);
sDIMinus.SetStrokeColor(Colors.Blue, false);
_title = "ADX";
for (int n = 0; n < size; ++n)
{
double?adx;
double?din;
double?dip;
if (n < paramInt1)
{
adx = null;
dip = null;
din = null;
}
else
{
adx = pInd.Value("ADX", n + 1);
dip = pInd.Value("DI+", n + 1);
din = pInd.Value("DI-", n + 1);
}
AppendValue(DM.GetTimeStampByIndex(n), adx);
sDIPlus.AppendValue(DM.GetTimeStampByIndex(n), dip);
sDIMinus.AppendValue(DM.GetTimeStampByIndex(n), din);
}
return(_calculateResult = PostCalculate());
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
int paramInt2 = ParamInt(2);
IndicatorType param3 = (IndicatorType)ParamInt(3);
if (paramInt1 < 1 || paramInt1 > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (paramInt2 <= 0)
{
ProcessError("Invalid Rate of Change for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
if (param3 < Constants.MA_START || param3 > Constants.MA_END)
{
ProcessError("Invalid Moving Average Type for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pOpen = SeriesToField("Open", paramStr0 + ".open", size);
if (!EnsureField(pOpen, paramStr0 + ".open"))
{
return(false);
}
Field pHigh = SeriesToField("High", paramStr0 + ".high", size);
if (!EnsureField(pHigh, paramStr0 + ".high"))
{
return(false);
}
Field pLow = SeriesToField("Low", paramStr0 + ".low", size);
if (!EnsureField(pLow, paramStr0 + ".low"))
{
return(false);
}
Field pClose = SeriesToField("Close", paramStr0 + ".close", size);
if (!EnsureField(pClose, paramStr0 + ".close"))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pOpen);
pRS.AddField(pHigh);
pRS.AddField(pLow);
pRS.AddField(pClose);
pNav.Recordset_ = pRS;
// Calculate the indicator
Oscillator ta = new Oscillator();
Recordset pInd = ta.ChaikinVolatility(pNav, pRS, paramInt1, paramInt2, param3, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < size; ++n)
{
AppendValue(DM.GetTimeStampByIndex(n), n < paramInt1 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
///<summary>
/// Regression
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pSource">Field Source</param>
///<param name="periods">Periods</param>
///<returns>Recordset</returns>
public Recordset Regression(Navigator pNav, Field pSource, int periods)
{
List <double?> Y = new List <double?>(); //Value
double? dRSquared = 0;
Recordset Results = new Recordset();
int iRecord;
int iRecordCount = pNav.RecordCount;
Field Field1 = new Field(iRecordCount, "Slope");
Field Field2 = new Field(iRecordCount, "Intercept");
Field Field3 = new Field(iRecordCount, "Forecast");
Field Field4 = new Field(iRecordCount, "RSquared");
pNav.MoveFirst();
for (iRecord = periods; iRecord < iRecordCount + 1; iRecord++)
{
int X = periods; //Period
Y.AddRange(new double?[X + 1]); //Y.resize(X + 1);
//Move back n periods
int iPosition = iRecord;
pNav.Position = iRecord - periods + 1;
int iPeriod;
for (iPeriod = 1; iPeriod < periods + 1; iPeriod++)
{
double?dValue = pSource.Value(pNav.Position);
Y[iPeriod] = dValue;
pNav.MoveNext();
} //Period
//Return to original position and reset
pNav.Position = iPosition;
double?XSum = 0;
double?YSum = 0;
double?XSquaredSum = 0;
double?YSquaredSum = 0;
double?XYSum = 0;
//Square
int N;
for (N = 1; N < X + 1; N++)
{
XSum += N;
YSum += Y[N];
XSquaredSum += (N * N);
YSquaredSum += (Y[N] * Y[N]);
XYSum += (Y[N] * N);
}//N
N = X; //Number of periods in calculation
double?q1 = (XYSum - ((XSum * YSum) / N));
double?q2 = (XSquaredSum - ((XSum * XSum) / N));
double?q3 = (YSquaredSum - ((YSum * YSum) / N));
double?dSlope = (q1 / q2);
double?dIntercept = (((1 / (double)N) * YSum) - (((int)((double)N / 2)) * dSlope));
double?dForecast = ((N * dSlope) + dIntercept);
if ((q1 * q1) != 0 && (q2 * q3) != 0)
{
dRSquared = (q1 * q1) / (q2 * q3); //Coefficient of determination (R-Squared)
}
if (iRecord > periods)
{
Field1.Value(iRecord, dSlope);
Field2.Value(iRecord, dIntercept);
Field3.Value(iRecord, dForecast);
Field4.Value(iRecord, dRSquared);
}
pNav.MoveNext();
}//Record
//Append fields to CNavigator
Results.AddField(Field1);
Results.AddField(Field2);
Results.AddField(Field3);
Results.AddField(Field4);
pNav.MoveFirst();
return(Results);
}
