/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
// Save the bar for summing
Bars.Add(input);
// check if it is not ready add a 0 to the RviWindow
if (!Bars.IsReady)
{
RviWindow.Add(new IndicatorDataPoint(input.EndTime, 0.0m));
}
else
{
// Bars have been added, so Bars[0] is the current value of the input
// Filter the Close - Open with a four-bar symetical FIR filter before the terms are summed.
var v1 = ((Bars[0].Close - Bars[0].Open) + 2 * (Bars[1].Close - Bars[1].Open) +
2 * (Bars[2].Close - Bars[3].Open) + (Bars[3].Close - Bars[3].Open) / 6);
value1.Add(new IndicatorDataPoint(input.EndTime, v1));
// Filter the High - Low with a four-bar symetical FIR filter before the terms are summed.
var v2 = ((Bars[0].High - Bars[0].Low) + 2 * (Bars[1].High - Bars[1].Low) +
2 * (Bars[2].High - Bars[3].Low) + (Bars[3].High - Bars[3].Low) / 6);
value2.Add(new IndicatorDataPoint(input.EndTime, v2));
// The numerator and denominator are summed independently
decimal num = value1.Sum(point => point.Value);
decimal denom = value2.Sum(point => point.Value);
try
{
// The RVI is the ratio of the numerator to the denominator. Since
// they are lagged by the same amount, due to the filtering,
// the lag is removed by taking the ratio.
RviWindow.Add(new IndicatorDataPoint(input.EndTime, num / denom));
}
catch (DivideByZeroException zex)
{
throw new Exception(zex.Message + zex.StackTrace);
}
}
return(RviWindow[0].Value);
}
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);
}