Example #1
0
 protected override void Calculate(int index)
 {
     if (index >= this.fLength + this.fInput.FirstIndex)
     {
         int    num1 = -(Indicator.SyncIndex ? 0 : 1) * this.fLength;
         double Data;
         if (this.fStyle == EIndicatorStyle.QuantStudio)
         {
             if (index == this.fLength + this.fInput.FirstIndex)
             {
                 double num2 = 0.0;
                 for (int index1 = index; index1 > index - this.fLength; --index1)
                 {
                     num2 += TR.Value(this.fInput, index1);
                 }
                 Data = num2 / (double)this.fLength;
             }
             else
             {
                 double num2 = TR.Value(this.fInput, index);
                 Data = (this[index - 1 + num1] * (double)this.fLength + num2 - TR.Value(this.fInput, index - this.fLength)) / (double)this.fLength;
             }
         }
         else if (index == this.fLength + this.fInput.FirstIndex)
         {
             double num2 = 0.0;
             for (int index1 = index; index1 > index - this.fLength; --index1)
             {
                 num2 += TR.Value(this.fInput, index1);
             }
             Data = num2 / (double)this.fLength;
         }
         else
         {
             double num2 = TR.Value(this.fInput, index);
             Data = (this[this.fInput.GetDateTime(index - 1)] * (double)this.fLength + num2 - TR.Value(this.fInput, index - this.fLength)) / (double)this.fLength;
         }
         this.Add(this.fInput.GetDateTime(index), Data);
     }
     else
     {
         this.Add(this.fInput.GetDateTime(index), double.NaN);
     }
 }
Example #2
0
        protected override void Calculate(int index)
        {
            double Data1 = double.NaN;

            if (this.fStyle == EIndicatorStyle.QuantStudio)
            {
                double Data2 = 0.0;
                double Data3 = 0.0;
                if (index >= this.fLength + this.fInput.FirstIndex)
                {
                    if (index == this.fLength + this.fInput.FirstIndex)
                    {
                        for (int index1 = index; index1 >= index - this.fLength + 1; --index1)
                        {
                            Data3 += TR.Value(this.fInput, index1);
                            Data2 += PDM.Value(this.fInput, index1);
                        }
                    }
                    else
                    {
                        Data2 = this.fPDM[index - 1] - PDM.Value(this.fInput, index - this.fLength) + PDM.Value(this.fInput, index);
                        Data3 = this.fTR[index - 1] - TR.Value(this.fInput, index - this.fLength) + TR.Value(this.fInput, index);
                    }
                    if (Data3 != 0.0)
                    {
                        Data1 = Data2 / Data3 * 100.0;
                    }
                }
                this.fPDM.Add(this.fInput.GetDateTime(index), Data2);
                this.fTR.Add(this.fInput.GetDateTime(index), Data3);
            }
            else
            {
                double Data2 = 0.0;
                double Data3 = 0.0;
                if (index >= this.fLength + this.fInput.FirstIndex)
                {
                    if (index == this.fLength + this.fInput.FirstIndex)
                    {
                        for (int index1 = index; index1 >= index - this.fLength + 1; --index1)
                        {
                            Data3 += TR.Value(this.fInput, index1);
                            Data2 += PDM.Value(this.fInput, index1);
                        }
                    }
                    else
                    {
                        Data2 = this.fPDM[index - 1] - this.fPDM[index - 1] / (double)this.fLength + PDM.Value(this.fInput, index);
                        Data3 = this.fTR[index - 1] - this.fTR[index - 1] / (double)this.fLength + TR.Value(this.fInput, index);
                    }
                    if (Data3 != 0.0)
                    {
                        Data1 = Data2 / Data3 * 100.0;
                    }
                }
                this.fPDM.Add(this.fInput.GetDateTime(index), Data2);
                this.fTR.Add(this.fInput.GetDateTime(index), Data3);
            }
            this.Add(this.fInput.GetDateTime(index), Data1);
        }
Example #3
0
        protected override void Calculate(int index)
        {
            double Data = TR.Value(this.fInput, index);

            this.Add(this.fInput.GetDateTime(index), Data);
        }