public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie cciSerie = stockSerie.CalculateCCI((int)this.parameters[0]);
int period1 = ((int)this.parameters[1]);
int period2 = ((int)this.parameters[2]);
cciSerie = period1 <= 1 ?
cciSerie :
cciSerie.CalculateEMA(period1);
this.series[0] = cciSerie;
this.series[0].Name = this.Name;
FloatSerie signalSerie = cciSerie.CalculateEMA(period2);
this.series[1] = signalSerie;
this.series[1].Name = this.series[0].Name + "_SIGNAL";
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < cciSerie.Count; i++)
{
this.eventSeries[0][i] = (cciSerie[i] > signalSerie[i]);
this.eventSeries[1][i] = (cciSerie[i] < signalSerie[i]);
this.eventSeries[2][i] = eventSeries[0][i] & !eventSeries[0][i - 1];
this.eventSeries[3][i] = eventSeries[1][i] & !eventSeries[1][i - 1];
}
}
public override void ApplyTo(StockSerie stockSerie)
{
int period1 = ((int)this.parameters[1]);
int period2 = ((int)this.parameters[2]);
float sigma = ((float)this.parameters[3]);
FloatSerie cciSerie = stockSerie.CalculateCCI((int)this.parameters[0]).CalculateEMA(period1);
this.series[0] = cciSerie = cciSerie.CalculateSigmoid(100f, sigma);
this.series[0].Name = this.Name;
FloatSerie signalSerie = cciSerie.CalculateEMA(period2);
this.series[1] = signalSerie;
this.series[1].Name = this.series[0].Name + "_SIGNAL";
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < cciSerie.Count; i++)
{
this.eventSeries[0][i] = (cciSerie[i] >= signalSerie[i]);
this.eventSeries[1][i] = (cciSerie[i] < signalSerie[i]);
this.eventSeries[2][i] = eventSeries[0][i] & !eventSeries[0][i - 1];
this.eventSeries[3][i] = eventSeries[1][i] & !eventSeries[1][i - 1];
this.eventSeries[4][i] = cciSerie[i] >= 0;
this.eventSeries[5][i] = cciSerie[i] < 0;
}
}