public static DataArray <double> ExponentialMovingAverage(StockSeriesData data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
var array = new DataArray <double>(data.Count);
int num = (((data.StartIndex + periods) - 1) < data.Count) ? ((data.StartIndex + periods) - 1) : data.Count;
for (int i = 0; i < num; i++)
{
array.Add(0.0);
}
if (num < data.Count)
{
double num3 = 0.0;
double num4 = 2.0 / (1 + periods);
double num5 = 1.0 - num4;
for (int j = data.StartIndex; j < (data.StartIndex + periods); j++)
{
num3 += (double)data[j].close;
}
array.Add(num3 / periods);
for (int k = num + 1; k < data.Count; k++)
{
array.Add((num4 * (double)data[k].close) + (num5 * array[k - 1]));
}
}
array.StartIndex = num;
return(array);
}
public static DataArray <double> BollingerBandTop(StockSeriesData data, int periods, MovingAverageMethod method, double stddev)
{
if (data == null)
{
throw new ArgumentNullException("data", "Data must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
if (stddev <= 0.0)
{
throw new ArgumentOutOfRangeException("stddev", "Standard deviation must not be negative or zero.");
}
DataArray <double> array = null;
switch (method)
{
case MovingAverageMethod.Simple:
array = SimpleMovingAverage(data, periods);
break;
case MovingAverageMethod.Weighted:
array = WeightedMovingAverage(data, periods);
break;
case MovingAverageMethod.Exponential:
array = ExponentialMovingAverage(data, periods);
break;
}
DataArray <double> array2 = ChartMath.StdDev(data, periods);
return(ChartMath.Add(array, ChartMath.Multiply(array2, stddev)));
}
public static DataArray<double> BollingerBandTop(StockSeriesData data, int periods, MovingAverageMethod method, double stddev)
{
if (data == null)
{
throw new ArgumentNullException("data", "Data must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
if (stddev <= 0.0)
{
throw new ArgumentOutOfRangeException("stddev", "Standard deviation must not be negative or zero.");
}
DataArray<double> array = null;
switch (method)
{
case MovingAverageMethod.Simple:
array = SimpleMovingAverage(data, periods);
break;
case MovingAverageMethod.Weighted:
array = WeightedMovingAverage(data, periods);
break;
case MovingAverageMethod.Exponential:
array = ExponentialMovingAverage(data, periods);
break;
}
DataArray<double> array2 = ChartMath.StdDev(data, periods);
return ChartMath.Add(array, ChartMath.Multiply(array2, stddev));
}
public static DataArray <double> Sum(StockSeriesData data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
var array = new DataArray <double>(data.Count);
int num = (((data.StartIndex + periods) - 1) < data.Count) ? ((data.StartIndex + periods) - 1) : data.Count;
for (int i = 0; i < num; i++)
{
array.Add(0.0);
}
if (num < data.Count)
{
double num3 = 0.0;
for (int j = data.StartIndex; j < (data.StartIndex + periods); j++)
{
num3 += (double)data[j].close;
}
array.Add(num3);
for (int k = num + 1; k < data.Count; k++)
{
num3 = (num3 - (double)data[k - periods].close) + (double)data[k].close;
array.Add(num3);
}
}
array.StartIndex = num;
return(array);
}
public static DataArray <double> MACD(StockSeriesData data, int shortPeriods, int longPeriods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (shortPeriods <= 0)
{
throw new ArgumentOutOfRangeException("shortPeriods", "Periods must not be negative or zero.");
}
if (longPeriods <= 0)
{
throw new ArgumentOutOfRangeException("longPeriods", "Periods must not be negative or zero.");
}
return(ChartMath.Subtract(ExponentialMovingAverage(data, shortPeriods), ExponentialMovingAverage(data, longPeriods)));
}
public static DataArray <double> Maximum(StockSeriesData data, double value)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray must not be null.");
}
var array = new DataArray <double>(data.Count);
for (int i = 0; i < data.StartIndex; i++)
{
array.Add(0.0);
}
for (int j = data.StartIndex; j < data.Count; j++)
{
array.Add(((double)data[j].close > value) ? (double)data[j].close : value);
}
array.StartIndex = data.StartIndex;
return(array);
}
public static DataArray<double> Maximum(StockSeriesData data, double value)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray must not be null.");
}
var array = new DataArray<double>(data.Count);
for (int i = 0; i < data.StartIndex; i++)
{
array.Add(0.0);
}
for (int j = data.StartIndex; j < data.Count; j++)
{
array.Add(((double)data[j].close > value) ? (double)data[j].close : value);
}
array.StartIndex = data.StartIndex;
return array;
}
public static DataArray <double> SimpleMovingAverage(StockSeriesData data, int periods)
{
return(ChartMath.Divide(ChartMath.Sum(data, periods), periods));
}
// Methods
protected StockSeries(string name)
: base(name)
{
data = new StockSeriesData();
}
public static DataArray<double> SimpleMovingAverage(StockSeriesData data, int periods)
{
return ChartMath.Divide(ChartMath.Sum(data, periods), periods);
}
public static DataArray<double> WeightedMovingAverage(StockSeriesData data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
DataArray<double> array = new DataArray<double>(data.Count);
int num = (((data.StartIndex + periods) - 1) < data.Count) ? ((data.StartIndex + periods) - 1) : data.Count;
for (int i = 0; i < num; i++)
{
array.Add(0.0);
}
if (num < data.Count)
{
double num3 = 0.0;
double num4 = 0.0;
double num5 = (periods * (periods + 1)) / 2;
for (int j = data.StartIndex; j < (data.StartIndex + periods); j++)
{
num4 += ((j - data.StartIndex) + 1) * (double)data[j].close;
num3 += (double)data[j].close;
}
array.Add(num4 / num5);
for (int k = num + 1; k < data.Count; k++)
{
num4 = (num4 - num3) + (periods * (double)data[k].close);
num3 = (num3 - (double)data[k - periods].close) + (double)data[k].close;
array.Add(num4 / num5);
}
}
array.StartIndex = num;
return array;
}
public static DataArray<double> MACD(StockSeriesData data, int shortPeriods, int longPeriods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (shortPeriods <= 0)
{
throw new ArgumentOutOfRangeException("shortPeriods", "Periods must not be negative or zero.");
}
if (longPeriods <= 0)
{
throw new ArgumentOutOfRangeException("longPeriods", "Periods must not be negative or zero.");
}
return ChartMath.Subtract(ExponentialMovingAverage(data, shortPeriods), ExponentialMovingAverage(data, longPeriods));
}
public static DataArray<double> ExponentialMovingAverage(StockSeriesData data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
var array = new DataArray<double>(data.Count);
int num = (((data.StartIndex + periods) - 1) < data.Count) ? ((data.StartIndex + periods) - 1) : data.Count;
for (int i = 0; i < num; i++)
{
array.Add(0.0);
}
if (num < data.Count)
{
double num3 = 0.0;
double num4 = 2.0 / (1 + periods);
double num5 = 1.0 - num4;
for (int j = data.StartIndex; j < (data.StartIndex + periods); j++)
{
num3 += (double)data[j].close;
}
array.Add(num3 / periods);
for (int k = num + 1; k < data.Count; k++)
{
array.Add((num4 * (double)data[k].close) + (num5 * array[k - 1]));
}
}
array.StartIndex = num;
return array;
}
/// <summary>
/// цветовая схема, если null - берется из VisualSettings
/// </summary>
/*public Color? CustomColorFillUp { get; set; }
public Color? CustomColorFillDn { get; set; }
public Color? CustomColorFillEmpty { get; set; }
public Color? CustomColorOutlineUp { get; set; }
public Color? CustomColorOutlineDn { get; set; }*/
internal void CopyFrom(StockSeries stockSeries)
{
if (stockSeries == null) return;
Owner = stockSeries.Owner;
Name = stockSeries.Name;
BackColor = stockSeries.BackColor;
ForeColor = stockSeries.ForeColor;
LineWidth = stockSeries.LineWidth;
NumberDecimalDigits = stockSeries.NumberDecimalDigits;
upFillColor = stockSeries.upFillColor;
upLineColor = stockSeries.upLineColor;
downFillColor = stockSeries.downFillColor;
downLineColor = stockSeries.downLineColor;
BarNeutralColor = stockSeries.BarNeutralColor;
data = stockSeries.Data;
}
public static DataArray<double> StdDev(StockSeriesData data, int periods)
{
return Sqrt(Variance(data, periods));
}
public static DataArray <double> StdDev(StockSeriesData data, int periods)
{
return(Sqrt(Variance(data, periods)));
}
public static DataArray<double> Variance(StockSeriesData data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
var array = new DataArray<double>(data.Count);
int num = (((data.StartIndex + periods) - 1) < data.Count) ? ((data.StartIndex + periods) - 1) : data.Count;
for (int i = 0; i < num; i++)
{
array.Add(0.0);
}
if (num < data.Count)
{
double num3 = 0.0;
double num4 = 0.0;
for (int j = data.StartIndex; j < (data.StartIndex + periods); j++)
{
num3 += (double)data[j].close;
num4 += (double)(data[j].close * data[j].close);
}
array.Add((num4 / (periods)) - ((num3 / (periods)) * (num3 / (periods))));
for (int k = num + 1; k < data.Count; k++)
{
num3 = (num3 - (double)data[k - periods].close) + (double)data[k].close;
num4 = (num4 - (double)(data[k - periods].close * data[k - periods].close)) + (double)(data[k].close * data[k].close);
array.Add((num4 / (periods)) - ((num3 / (periods)) * (num3 / (periods))));
}
}
array.StartIndex = num;
return array;
}
/// <summary>
/// Получить описывающий визуальный
/// </summary>
/// <param name="candles"></param>
/// <param name="start"></param>
/// <param name="end"></param>
/// <returns></returns>
private ChartEllipse BuildVisualInclusiveEllipse(StockSeriesData candles, int start, int end)
{
if (start == end) return null;
float startvalue, endvalue;
if (candles[start].high > candles[end].high)
{
startvalue = candles[start].high;
endvalue = candles[end].low;
}
else
{
startvalue = candles[start].low;
endvalue = candles[end].high;
}
var A = Conversion.WorldToScreen(new PointD(start, Convert.ToDouble(startvalue)), worldRect, canvasRect).ToPointF();
var B = Conversion.WorldToScreen(new PointD(end, Convert.ToDouble(endvalue)), worldRect, canvasRect).ToPointF();
var C = new PointF();
double angle;
float cx, cy, a, b;
var S = float.NaN;
var correctEllipse = false;
// поиск охватывающего эллипса
for (var i = start; i <= end; i++)
{
var d = Conversion.WorldToScreen(new PointD(i, Convert.ToDouble(candles[i].high)), worldRect, canvasRect).ToPointF();
correctEllipse = Geometry.GetEllipseParams(A, B, d, out angle, out a, out b, out cx, out cy);
if (float.IsNaN(S) || (correctEllipse && S < b))
{
S = b;
C = d;
}
d = Conversion.WorldToScreen(new PointD(i, Convert.ToDouble(candles[i].low)), worldRect, canvasRect).ToPointF();
correctEllipse = Geometry.GetEllipseParams(A, B, d, out angle, out a, out b, out cx, out cy);
if (float.IsNaN(S) || (correctEllipse && S < b))
{
S = b;
C = d;
}
}
correctEllipse = // пересчитываем параметры эллипса
Geometry.GetEllipseParams(A, B, C, out angle, out a, out b, out cx, out cy);
if (correctEllipse)
{ // можно построить эллипс - рисуем его
var newEllipse = new ChartEllipse { BuildTangent = true, angle = angle, a = a, b = b, cx = cx, cy = cy };
newEllipse.points.Add(Conversion.ScreenToWorld(new PointD(A.X, A.Y), worldRect, canvasRect).ToPointF());
newEllipse.points.Add(Conversion.ScreenToWorld(new PointD(B.X, B.Y), worldRect, canvasRect).ToPointF());
newEllipse.points.Add(Conversion.ScreenToWorld(new PointD(C.X, C.Y), worldRect, canvasRect).ToPointF());
var minIndex = newEllipse.points.Min(p => p.X);
newEllipse.DateStart = owner.StockSeries.GetCandleOpenTimeByIndex((int)minIndex);
return newEllipse;
}
return null;
}