protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
var stop = 0;
var src = input.Value;
if (src == Src.FirstOrDefault())
{
return(xEma);
}
Src.Add(src);
if (Src.IsReady)
{
//PFE = sqrt(pow(close - close[Length], 2) + 100)
var s1 = Src.Skip(1).FirstOrDefault();
var sL = Src.LastOrDefault();
var perfL = src - sL;
PFE = Math.Sqrt((double)(perfL * perfL) + 100);
//C2C = sum(sqrt(pow((close - close[1]), 2) + 1), Length)
var perf1 = src - s1;
var tosum = Math.Sqrt((double)(perf1 * perf1) + 1);
C2C.Add(tosum);
//xFracEff = iff(close - close[Length] > 0, round((PFE / C2C) * 100) , round(-(PFE / C2C) * 100))
double c2csum = 0;
double xFracEff = 0;
if (C2C.IsReady)
{
c2csum = C2C.Sum();
xFracEff = (perfL > 0) ? Math.Round(PFE / c2csum * 100) : Math.Round(-PFE / c2csum * 100);
xEma.Update(input.Time, (decimal)xFracEff);
}
if (xEma.IsReady)
{
return(xEma); //Math.Min(Math.Max(xEma, -100), 100);
}
}
return(0);
}