/// <summary>
/// Compute signal for determining response
/// </summary>
/// <param name="lastBar"></param>
/// <returns></returns>
decimal ComputeSignal(Bar lastBar)
{
_EMA.UpdateValue(lastBar.Close);
// calculate the ATR using closing prices for so many bars back
_ATR.UpdateValue(lastBar.High, lastBar.Low, lastBar.Close, _EMA.GetSignal());
return(_ATR.GetSignal());
}
/// <summary>
///
/// </summary>
/// <param name="data"></param>
public override void UpdateValue(decimal data)
{
_fastEMA.UpdateValue(data);
_slowEMA.UpdateValue(data);
_RSI.UpdateValue(data);
}
