public Rex(Bars bars, int period, ChoiceOfMA option, string description)
: base(bars, description)
{
base.FirstValidValue = period;
DataSeries TVB = (bars.Close - bars.Low) + (bars.Close - bars.Open) - (bars.High - bars.Close);
//DataSeries TVB = 3 * bars.Close - (bars.Low + bars.Open + bars.High);
var rangePartitioner = Partitioner.Create(FirstValidValue, bars.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
if (option == ChoiceOfMA.EMA)
{
base[bar] = EMA.Series(TVB, period, EMACalculation.Modern)[bar];
}
else
if (option == ChoiceOfMA.SMA)
{
base[bar] = Community.Indicators.FastSMA.Series(TVB, period)[bar];
}
else
if (option == ChoiceOfMA.WMA)
{
base[bar] = WMA.Series(TVB, period)[bar];
}
else
if (option == ChoiceOfMA.SMMA)
{
base[bar] = SMMA.Series(TVB, period)[bar];
}
}
});
}
public static SMMA Series(DataSeries ds, int period)
{
string description = string.Concat(new object[] { "SMMA(", ds.Description, ", ", period, ")" });
if (ds.Cache.ContainsKey(description))
{
return((SMMA)ds.Cache[description]);
}
SMMA _SMMA = new SMMA(ds, period, description);
ds.Cache[description] = _SMMA;
return(_SMMA);
}
public EnvelopeLower(DataSeries ds, int period, double pct, ChoiceOfMA ma, string description)
: base(ds, description)
{
if (ma == ChoiceOfMA.SMA)
{
base.FirstValidValue = period;
}
else
{
base.FirstValidValue = (period * 3);
}
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < period)
{
return;
}
var rangePartitioner = Partitioner.Create(0, ds.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
if (ma == ChoiceOfMA.EMA)
{
base[bar] = EMA.Series(ds, period, EMACalculation.Modern)[bar] * (1 - (pct / 100));
}
else
if (ma == ChoiceOfMA.SMA)
{
base[bar] = Community.Indicators.FastSMA.Series(ds, period)[bar] * (1 - (pct / 100));
}
else
if (ma == ChoiceOfMA.WMA)
{
base[bar] = WMA.Series(ds, period)[bar] * (1 - (pct / 100));
}
else
if (ma == ChoiceOfMA.SMMA)
{
base[bar] = SMMA.Series(ds, period)[bar] * (1 - (pct / 100));
}
}
});
}
public ShiftedMA(DataSeries ds, int period, int shift, ChoiceOfMA option, string description)
: base(ds, description)
{
if (ds.Count < period + shift)
{
return;
}
if (option == ChoiceOfMA.SMA)
{
base.FirstValidValue = period + shift;
}
else
{
base.FirstValidValue = (period * 3) + shift;
}
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
if (option == ChoiceOfMA.EMA)
{
base[bar] = EMA.Series(ds, period, EMACalculation.Modern)[bar - shift];
}
else
if (option == ChoiceOfMA.SMA)
{
base[bar] = Community.Indicators.FastSMA.Series(ds, period)[bar - shift];
}
else
if (option == ChoiceOfMA.WMA)
{
base[bar] = WMA.Series(ds, period)[bar - shift];
}
else
if (option == ChoiceOfMA.SMMA)
{
base[bar] = SMMA.Series(ds, period)[bar - shift];
}
}
}