internal double Calc(double thePrice) // Calculate Indicator values
{
// HEMA(n) = EMA(2 * EMA(n / 2) – EMA(n)), sqrt(n))
if (Period < 1)
{
throw new Exception("HEMAcalc: period < 1, invalid !!");
}
if (Threshold < 1e-10)
{
throw new Exception("HEMAcalc: Threshold < 1e-10, invalid !!");
}
if (trendDir != 0)
{
prevTrendDir = trendDir;
}
prevState = trendDir;
ema1.Calc(thePrice);
ema2.Calc(thePrice);
double term3 = 2 * ema2.EMAval - ema1.EMAval;
HEMAval = ema3.Calc(term3);
isRrising = ema3.isRrising;
isFalling = ema3.isFalling;
trendDir = isRrising ? 1 : (isFalling ? -1 : 0);
trendChanged = (trendDir * prevTrendDir < 0);
stateChanged = (trendDir != prevState);
return(HEMAval);
}
internal double Calc(double thePrice)
{
EMA1.Calc(thePrice);
EMA2.Calc(EMA1.EMAval);
EMA3.Calc(EMA2.EMAval);
var DEMAval = 2 * EMA1.EMAval - EMA2.EMAval;
var TEMAval = 3 * EMA1.EMAval - 3 * EMA2.EMAval + EMA3.EMAval;
DTEMAval = (DEMAval + TEMAval) / 2;
var diff = DTEMAval - prevDTEMA;
prevDTEMA = DTEMAval;
isRrising = (diff > Threshold);
isFalling = (diff < -Threshold);
if (trendDir != 0)
{
prevTrendDir = trendDir;
}
prevState = trendDir;
trendDir = isRrising ? 1 : (isFalling ? -1 : 0);
trendChanged = (trendDir * prevTrendDir < 0);
stateChanged = (trendDir != prevState);
string msg = thePrice
+ "," + EMA1.EMAval
+ "," + EMA2.EMAval
+ "," + EMA3.EMAval
+ "," + DTEMAval
+ "," + prevDTEMA
+ "," + trendDir
+ "," + prevTrendDir
+ "," + trendChanged
;
dumpData(msg);
return(DTEMAval);
}
