/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>
/// A new value for this indicator
/// </returns>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
if (window.Count >= 3)
{
_multipliedDiffWindow.Add((window[0] - window[1]) * (window[1] - window[2]));
}
// Estimate the indicator if less than 50% of observation are zero. Avoid division by
// zero and estimations with few real observations in case of forward filled data.
if (IsReady && _multipliedDiffWindow.Count(obs => obs == 0) < 0.5 * _multipliedDiffWindow.Count)
{
var mc = _multipliedDiffWindow.Count(obs => obs > 0);
var mRc = _multipliedDiffWindow.Count(obs => obs < 0);
return(100m * mc / (mc + mRc));
}
return(50m);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>
/// A new value for this indicator
/// </returns>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
int Mc = 0;
int MRc = 0;
decimal momersion = 50m;
if (window.Count >= 3)
{
_multipliedDiffWindow.Add((window[0] - window[1]) * (window[1] - window[2]));
}
// Estimate the indicator if less than 50% of observation are zero. Avoid division by
// zero and estimations with few real observations in case of forward filled data.
if (this.IsReady &&
_multipliedDiffWindow.Count(obs => obs == 0) < 0.5 * _multipliedDiffWindow.Count)
{
Mc = _multipliedDiffWindow.Count(obs => obs > 0);
MRc = _multipliedDiffWindow.Count(obs => obs < 0);
momersion = 100m * Mc / (Mc + MRc);
}
return(momersion);
}