/// <summary>
/// Computes the Slow Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="constantK">The constant k.</param>
/// <param name="input">The input.</param>
/// <returns>The Slow Stochastics %K value.</returns>
private double ComputeStochK(int period, int constantK, long time, DoubleArray input)
{
var stochK = _maximum.Samples >= (period + constantK - 1) ? _sumFastK / constantK : Constants.Zero;
_sumSlowK.Update(time, stochK);
return(stochK * 100);
}
/// <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)
{
_trueRange.Update(time, input);
_directionalMovementPlus.Update(time, input);
_directionalMovementMinus.Update(time, input);
_smoothedTrueRange.Update(time, Current);
_smoothedDirectionalMovementPlus.Update(time, Current);
_smoothedDirectionalMovementMinus.Update(time, Current);
_previousInput = input.Clone();
PositiveDirectionalIndex.Update(time, Current);
NegativeDirectionalIndex.Update(time, Current);
var diff = Math.Abs(PositiveDirectionalIndex.Current.Value - NegativeDirectionalIndex);
var sum = PositiveDirectionalIndex + NegativeDirectionalIndex;
if (sum == 0)
{
return((DoubleArray)50d);
}
_averageDirectionalIndex.Update(time, 100d * diff / sum);
return(_averageDirectionalIndex);
}
/// <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)
{
// compute the true range and then send it to our smoother
TrueRange.Update(time, input);
_smoother.Update(time, TrueRange);
return(_smoother.Current.Value);
}
/// <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>
protected override DoubleArray Forward(long time, DoubleArray input)
{
_maximum.Update(time, input[HighIdx]);
_minimum.Update(time, input[LowIdx]);
FastStoch.Update(time, input);
StochK.Update(time, input);
StochD.Update(time, input);
return(FastStoch.Current);
}
/// <summary>
/// Computes the Fast Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="input">The input.</param>
/// <returns>The Fast Stochastics %K value.</returns>
private double ComputeFastStoch(int period, long time, DoubleArray input)
{
var denominator = _maximum - _minimum;
// if there's no range, just return constant zero
if (denominator == Constants.Zero)
{
return(Constants.Zero);
}
var numerator = input[CloseIdx] - _minimum;
var fastStoch = _maximum.Samples >= period ? numerator / denominator : Constants.Zero;
_sumFastK.Update(time, fastStoch);
return(fastStoch * 100);
}