/// <summary>
/// Creates a new CompositeIndicator such that the result will be average of a first indicator weighted by a second one
/// </summary>
/// <param name="value">Indicator that will be averaged</param>
/// <param name="weight">Indicator that provides the average weights</param>
/// <param name="period">Average period</param>
/// <returns>Indicator that results of the average of first by weights given by second</returns>
public static CompositeIndicator WeightedBy <T, TWeight>(this IndicatorBase <T> value, TWeight weight, int period)
where T : IBaseData
where TWeight : IndicatorBase <IndicatorDataPoint>
{
var x = new WindowIdentity(period);
var y = new WindowIdentity(period);
var numerator = new Sum("Sum_xy", period);
var denominator = new Sum("Sum_y", period);
value.Updated += (sender, consolidated) =>
{
x.Update(consolidated);
if (x.Samples == y.Samples)
{
numerator.Update(consolidated.Time, consolidated.Value * y.Current.Value);
}
};
weight.Updated += (sender, consolidated) =>
{
y.Update(consolidated);
if (x.Samples == y.Samples)
{
numerator.Update(consolidated.Time, consolidated.Value * x.Current.Value);
}
denominator.Update(consolidated);
};
return(numerator.Over(denominator));
}
/// <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(TradeBar input)
{
_ema.Update(new IndicatorDataPoint
{
Time = input.Time,
Value = input.High - input.Low
});
_ema2.Update(_ema.Current);
_sum.Update(new IndicatorDataPoint
{
Time = input.Time,
Value = _ema.Current / _ema2.Current
});
if (!_sum.IsReady)
{
return(_sum.Period);
}
else
{
return(_sum);
}
}
/// <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(IBaseDataBar input)
{
_trueRange.Update(input);
if (Samples == 1)
{
_previousInput = input;
return 50m;
}
var buyingPressure = new IndicatorDataPoint { Value = input.Close - Math.Min(input.Low, _previousInput.Close) };
_sumBuyingPressure1.Update(buyingPressure);
_sumBuyingPressure2.Update(buyingPressure);
_sumBuyingPressure3.Update(buyingPressure);
_sumTrueRange1.Update(_trueRange.Current);
_sumTrueRange2.Update(_trueRange.Current);
_sumTrueRange3.Update(_trueRange.Current);
_previousInput = input;
if (!IsReady)
return 50m;
var average1 = _sumBuyingPressure1.Current.Value / _sumTrueRange1.Current.Value;
var average2 = _sumBuyingPressure2.Current.Value / _sumTrueRange2.Current.Value;
var average3 = _sumBuyingPressure3.Current.Value / _sumTrueRange3.Current.Value;
return 100m * (4 * average1 + 2 * average2 + average3) / 7;
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="input">The input value to this indicator on this time step</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
var denominator = (input.High - input.Low);
var flowRatio = denominator > 0
? input.Volume * (input.Close - input.Low - (input.High - input.Close)) / denominator
: 0m;
_flowRatioSum.Update(input.EndTime, flowRatio);
_volumeSum.Update(input.EndTime, input.Volume);
return(!IsReady || _volumeSum == 0m ? 0m : _flowRatioSum / _volumeSum);
}
/// <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(TradeBar input)
{
_ema1.Update(input.Time, input.High - input.Low);
if (_ema2.IsReady)
{
_sum.Update(input.Time, _ema1.Current / _ema2.Current);
}
if (!_sum.IsReady)
{
return(_sum.Period);
}
return(_sum);
}
