public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index < 2 * length + input.FirstIndex)
{
return(double.NaN);
}
double num1 = 0.0;
double num2;
if (style == EIndicatorStyle.QuantStudio)
{
for (int index1 = index; index1 > index - length; --index1)
{
num1 += DX.Value(input, index1, length);
}
num2 = num1 / (double)length;
}
else
{
for (int index1 = 2 * length + input.FirstIndex; index1 > length + input.FirstIndex; --index1)
{
num1 += DX.Value(input, index1, length, style);
}
double num3 = num1 / (double)length;
for (int index1 = 2 * length + 1 + input.FirstIndex; index1 <= index; ++index1)
{
num3 = (num3 * (double)(length - 1) + DX.Value(input, index1, length, style)) / (double)length;
}
num2 = num3;
}
return(num2);
}
public DX(TimeSeries input, int length, EIndicatorStyle style) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
}
public PDI(TimeSeries input, int length, EIndicatorStyle style) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
}
public PDI(TimeSeries input, int length, EIndicatorStyle style, Color color) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
}
public ADXR(TimeSeries input, int length, EIndicatorStyle style, Color color) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style)
: base(input){
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style)
: base(input)
{
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
}
public PDI(TimeSeries input, int length, EIndicatorStyle style, Color color, EDrawStyle drawStyle)
: base(input) {
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public DX(TimeSeries input, int length, EIndicatorStyle style, Color color, EDrawStyle drawStyle)
: base(input)
{
this.fLength = 14;
this.fLength = length;
this.fStyle = style;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style, Color color, EDrawStyle drawStyle)
: base(input)
{
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index >= 3 * length - 1 + input.FirstIndex)
{
return((ADX.Value(input, index, length, style) + ADX.Value(input, index - length + 1, length, style)) / 2.0);
}
else
{
return(double.NaN);
}
}
internal static IndicatorStyle Convert(EIndicatorStyle indicatorStyle)
{
switch (indicatorStyle)
{
case EIndicatorStyle.QuantStudio:
return(IndicatorStyle.SmartQuant);
case EIndicatorStyle.MetaStock:
return(IndicatorStyle.MetaStock);
default:
throw new NotImplementedException("Indicator style is not supported : " + indicatorStyle);
}
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index < length + input.FirstIndex)
{
return(double.NaN);
}
double num1 = 0.0;
double num2 = PDI.Value(input, index, length, style);
double num3 = MDI.Value(input, index, length, style);
if (num2 + num3 != 0.0)
{
num1 = 100.0 * Math.Abs(num2 - num3) / (num2 + num3);
}
return(num1);
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (style == EIndicatorStyle.QuantStudio)
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
{
return(double.NaN);
}
for (int index1 = index; index1 > index - length; --index1)
{
num2 += TR.Value(input, index1);
num1 += PDM.Value(input, index1);
}
return(num1 / num2 * 100.0);
}
else
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
{
return(double.NaN);
}
for (int index1 = length + input.FirstIndex; index1 >= input.FirstIndex + 1; --index1)
{
num2 += TR.Value(input, index1);
num1 += PDM.Value(input, index1);
}
for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1)
{
num1 = num1 - num1 / (double)length + PDM.Value(input, index1);
num2 = num2 - num2 / (double)length + TR.Value(input, index1);
}
return(num1 / num2 * 100.0);
}
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style, Color color, EDrawStyle drawStyle)
: base(input) {
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
this.Color = color;
this.DrawStyle = drawStyle;
}
public static double Value(TimeSeries input, int index, int length, BarData option, EIndicatorStyle style)
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
{
return(double.NaN);
}
if (style == EIndicatorStyle.QuantStudio)
{
double num3 = input[index - length, option];
for (int index1 = index - length + 1; index1 <= index; ++index1)
{
double num4 = input[index1, option];
if (num4 > num3)
{
num1 += num4 - num3;
}
else
{
num2 += num3 - num4;
}
num3 = num4;
}
}
else
{
double num3 = input[input.FirstIndex, option];
for (int index1 = 1 + input.FirstIndex; index1 <= length + input.FirstIndex; ++index1)
{
double num4 = input[index1, option];
if (num4 > num3)
{
num1 += num4 - num3;
}
else
{
num2 += num3 - num4;
}
num3 = num4;
}
num1 /= (double)length;
num2 /= (double)length;
double num5 = input[length + input.FirstIndex, option];
for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1)
{
double num4 = num1 * (double)(length - 1);
double num6 = num2 * (double)(length - 1);
double num7 = input[index1, option];
if (num7 > num5)
{
num4 += num7 - num5;
}
else
{
num6 += num5 - num7;
}
num5 = num7;
num1 = num4 / (double)length;
num2 = num6 / (double)length;
}
}
return(100.0 - 100.0 / (1.0 + num1 / num2));
}
public static double Value(DoubleSeries input, int index, int length, EIndicatorStyle style)
{
return RSI.Value((TimeSeries) input, index, length, BarData.Close, style);
}
public static double Value(TimeSeries input, int index, int length, BarData option, EIndicatorStyle style)
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
return double.NaN;
if (style == EIndicatorStyle.QuantStudio)
{
double num3 = input[index - length, option];
for (int index1 = index - length + 1; index1 <= index; ++index1)
{
double num4 = input[index1, option];
if (num4 > num3)
num1 += num4 - num3;
else
num2 += num3 - num4;
num3 = num4;
}
}
else
{
double num3 = input[input.FirstIndex, option];
for (int index1 = 1 + input.FirstIndex; index1 <= length + input.FirstIndex; ++index1)
{
double num4 = input[index1, option];
if (num4 > num3)
num1 += num4 - num3;
else
num2 += num3 - num4;
num3 = num4;
}
num1 /= (double) length;
num2 /= (double) length;
double num5 = input[length + input.FirstIndex, option];
for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1)
{
double num4 = num1 * (double) (length - 1);
double num6 = num2 * (double) (length - 1);
double num7 = input[index1, option];
if (num7 > num5)
num4 += num7 - num5;
else
num6 += num5 - num7;
num5 = num7;
num1 = num4 / (double) length;
num2 = num6 / (double) length;
}
}
return 100.0 - 100.0 / (1.0 + num1 / num2);
}
public static double Value(DoubleSeries input, int index, int length, EIndicatorStyle style)
{
return(RSI.Value((TimeSeries)input, index, length, BarData.Close, style));
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index < length + input.FirstIndex)
return double.NaN;
double num1 = 0.0;
double num2 = PDI.Value(input, index, length, style);
double num3 = MDI.Value(input, index, length, style);
if (num2 + num3 != 0.0)
num1 = 100.0 * Math.Abs(num2 - num3) / (num2 + num3);
return num1;
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (style == EIndicatorStyle.QuantStudio)
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
return double.NaN;
for (int index1 = index; index1 > index - length; --index1)
{
num2 += TR.Value(input, index1);
num1 += PDM.Value(input, index1);
}
return num1 / num2 * 100.0;
}
else
{
double num1 = 0.0;
double num2 = 0.0;
if (index < length + input.FirstIndex)
return double.NaN;
for (int index1 = length + input.FirstIndex; index1 >= input.FirstIndex + 1; --index1)
{
num2 += TR.Value(input, index1);
num1 += PDM.Value(input, index1);
}
for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1)
{
num1 = num1 - num1 / (double) length + PDM.Value(input, index1);
num2 = num2 - num2 / (double) length + TR.Value(input, index1);
}
return num1 / num2 * 100.0;
}
}
internal static IndicatorStyle Convert(EIndicatorStyle indicatorStyle)
{
switch (indicatorStyle)
{
case EIndicatorStyle.QuantStudio:
return IndicatorStyle.SmartQuant;
case EIndicatorStyle.MetaStock:
return IndicatorStyle.MetaStock;
default:
throw new NotImplementedException("Indicator style is not supported : " + indicatorStyle);
}
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index >= 3 * length - 1 + input.FirstIndex)
return (ADX.Value(input, index, length, style) + ADX.Value(input, index - length + 1, length, style)) / 2.0;
else
return double.NaN;
}
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style)
{
if (index < length + input.FirstIndex)
return double.NaN;
double num1 = 0.0;
double num2;
if (style == EIndicatorStyle.QuantStudio)
{
for (int index1 = index; index1 > index - length; --index1)
num1 += TR.Value(input, index1);
num2 = num1 / (double) length;
}
else
{
for (int index1 = length + input.FirstIndex; index1 > input.FirstIndex; --index1)
num1 += TR.Value(input, index1);
double num3 = num1 / (double) length;
for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1)
num3 = (num3 * (double) (length - 1) + TR.Value(input, index1)) / (double) length;
num2 = num3;
}
return num2;
}
