public static HTPeriod Series(DataSeries ds)
{
string description = string.Concat(new object[] { "HTPeriod(", ds.Description, ")" });
if (ds.Cache.ContainsKey(description))
{
return((HTPeriod)ds.Cache[description]);
}
HTPeriod _HTPeriod = new HTPeriod(ds, description);
ds.Cache[description] = _HTPeriod;
return(_HTPeriod);
}
public HTDCPhase(DataSeries ds, string description)
: base(ds, description)
{
DataSeries Result = new DataSeries(ds, "Result");
DataSeries Value = HTPeriod.Series(ds);
double RealPart = 0; double ImagPart = 0;
for (int bar = 1; bar < ds.Count; bar++)
{
RealPart = 0;
ImagPart = 0;
for (int Count = 0; Count < Math.Truncate(Value[bar]); Count++)
{
if ((bar - Count) >= 0)
{
RealPart += Math.Sin(DegreeToRadian(360 * Count / Value[bar])) * ds[bar - Count];
ImagPart += Math.Cos(DegreeToRadian(360 * Count / Value[bar])) * ds[bar - Count];
}
}
if (Math.Abs(ImagPart) > 0.001)
{
Result[bar] = Math.Atan(RealPart / ImagPart)
* 180 / Math.PI; // Where WL4 required degrees, .NET uses radians!
}
if (Math.Abs(ImagPart) <= 0.001)
{
Result[bar] = 90 * Math.Sign(RealPart);
}
if ((Value[bar] < 30) & (Value[bar] > 0))
{
@Result[bar] += (6.818 / Value[bar] - 0.227) * 360;
}
@Result[bar] += 90;
if (ImagPart < 0)
{
Result[bar] += 180;
}
if (Result[bar] > 315)
{
Result[bar] -= 360;
}
base[bar] = Result[bar];
}
}
public HTTrendLine(DataSeries ds, string description)
: base(ds, description)
{
DataSeries Period = HTPeriod.Series(ds);
var rangePartitioner = Partitioner.Create(1, ds.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
base[bar] = Community.Indicators.FastSMA.Series(ds, (int)Math.Truncate(Period[bar]) + 2)[bar];
}
});
}
public HTInstTrendLine(DataSeries ds, string description)
: base(ds, description)
{
DataSeries Result = new DataSeries(ds, "Result");
DataSeries DC = HTPeriod.Series(ds);
DataSeries Value1ht = new DataSeries(ds, "Value1ht");
DataSeries Value2ht = new DataSeries(ds, "Value2ht");
for (int bar = 4; bar < ds.Count; bar++)
{
if (DC[bar] != 0)
{
Value1ht[bar] = 0.0542 * ds[bar] + 0.0210 * ds[bar - 1]
+ 0.0210 * ds[bar - 2] + 0.0542 * ds[bar - 3]
+ 1.9733 * Value1ht[bar - 1] - 1.6067 * Value1ht[bar - 2]
+ 0.4831 * Value1ht[bar - 3];
Value2ht[bar] = 0.8 * (Value1ht[bar]
- 2.0 * Math.Cos(DegreeToRadian(360 / 10))
* Value1ht[bar - 1] + Value1ht[bar - 2])
+ 1.6 * Math.Cos(DegreeToRadian(360 / 10))
* Value2ht[bar - 1] - 0.6 * Value2ht[bar - 2];
Result[bar] = 0.9 * (Value2ht[bar]
- 2.0 * Math.Cos(DegreeToRadian(360 / DC[bar]))
* Value2ht[bar - 1] + Value2ht[bar - 2])
+ 1.8 * Math.Cos(DegreeToRadian(360 / DC[bar]))
* Result[bar - 1] - 0.8 * Result[bar - 2];
}
else
{
Result[bar] = Result[bar - 1];
}
base[bar] = Result[bar];
}
}