// returns price where sMACD cross 0
private double PsMACDzero(int bar, TimeSeries price, int periodX, int periodY)
{
double result = (periodX * periodY * (FastSMA.Calculate(bar, price, periodX) - FastSMA.Calculate(bar, price, periodY)) +
periodX * price[periodY + 1] -
periodY * price[periodX + 1]) /
(periodX - periodY);
return(result);
}
//This static method allows ad-hoc calculation of InstantaneousTrendLine (single calc mode)
public static double Calculate(int bar, TimeSeries ds, int period)
{
if (bar < period + 2 || period > ds.Count)
{
return(0);
}
double smoothedslope = ds[bar] - ds[bar - period + 1]
+ ds[bar - 3] - ds[bar - period + 1 - 3] +
2 * (ds[bar - 1] - ds[bar - period + 1 - 1]
+ ds[bar - 2] - ds[bar - period + 1 - 2]);
return(FastSMA.Calculate(bar, ds, period) + smoothedslope / 12);
}
//populate
public override void Populate()
{
BarHistory bars = Parameters[0].AsBarHistory;
Int32 period = Parameters[1].AsInt;
DateTimes = bars.DateTimes;
if (period <= 0 || bars.Count == 0)
{
return;
}
var FirstValidValue = period;
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
var RelVol = new TimeSeries(DateTimes);
if (FirstValidValue > 1)
{
RelVol[FirstValidValue - 1] = 0d;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
double av = FastSMA.Calculate(bar, bars.Volume, period);
double sd = new StdDev(bars.Volume, period)[bar];
double relVol = (bars.Volume[bar] - av) / sd;
RelVol[bar] = relVol;
}
var aMove = ((bars.Close - (bars.Close >> 1)) / bars.Close >> 1).Abs();
var theMin = new Lowest(aMove, period);
var theMax = new Highest(aMove, period);
var theMove = new TimeSeries(DateTimes);
var theVol = new TimeSeries(DateTimes);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
if ((theMax[bar] - theMin[bar]) > 0)
{
theMove[bar] = 1.0 + ((aMove[bar] - theMin[bar]) * (10d - 1d)) / (theMax[bar] - theMin[bar]);
}
}
var theMinV = new Lowest(RelVol, period);
var theMaxV = new Highest(RelVol, period);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
if ((theMaxV[bar] - theMinV[bar]) > 0)
{
theVol[bar] = 1.0 + ((RelVol[bar] - theMinV[bar]) * (10d - 1d)) / (theMaxV[bar] - theMinV[bar]);
}
}
var vByM = theVol / theMove;
var avF = new SMA(vByM, period);
var sdF = new StdDev(vByM, period);
var theFoM = (vByM - avF) / sdF;
for (int bar = 0; bar < bars.Count; bar++)
{
Values[bar] = theFoM[bar];
}
}