public override void Populate()
{
BarHistory bars = base.Parameters[0].AsBarHistory;
int period1 = base.Parameters[1].AsInt;
int period2 = base.Parameters[2].AsInt;
this.DateTimes = bars.DateTimes;
int FirstValidValue = Math.Max(period1, period2) + 1;
if (bars.Count < FirstValidValue)
{
return;
}
var MLTP = 2.0 / ((double)period1 + 1.0);
var MLTP2 = (bars.Close - Lowest.Series(bars.Low, period2) - (Highest.Series(bars.High, period2) - bars.Close)).Abs() / (Highest.Series(bars.High, period2) - Lowest.Series(bars.Low, period2));
var timeSeries = MLTP * (1.0 + MLTP2);
for (int i = 0; i < FirstValidValue; i++)
{
base[i] = FastSMA.Series(bars.Close, period1)[i];
}
for (int j = FirstValidValue; j < bars.Count; j++)
{
base.Values[j] = base.Values[j - 1] + timeSeries[j] * (bars.Close[j] - base.Values[j - 1]);
}
}
//populate
public override void Populate()
{
TimeSeries ds = Parameters[0].AsTimeSeries;
Int32 period = Parameters[1].AsInt;
Boolean useEMA = Parameters[2].AsBoolean;
DateTimes = ds.DateTimes;
if (period <= 0 || ds.Count == 0 || ds.Count < period)
{
return;
}
var weight = 2d / (period + 1);
TimeSeries sma = FastSMA.Series(ds, period);
TimeSeries ema = EMA.Series(ds, period);
TimeSeries ma = !useEMA ? sma : ema;
double mdev = 0;
var exd = new TimeSeries(DateTimes);
var absDif = (ma - ds).Abs();
var Rate = 2 / (double)(period + 1);
for (int i = 0; i > period; i--)
{
mdev += Math.Abs(ma[i] - ds[i]);
}
mdev /= period;
for (int bar = 1; bar < ds.Count; bar++)
{
if (bar <= period)
{
exd[bar] = mdev;
}
else
{
exd[bar] = absDif[bar] * Rate + exd[bar - 1] * (1.0 - Rate);
}
}
for (int bar = 0; bar < ds.Count; bar++)
{
Values[bar] = exd[bar];
}
}
//populate
public override void Populate()
{
TimeSeries ds = Parameters[0].AsTimeSeries;
Int32 period = Parameters[1].AsInt;
Double deviations = Parameters[2].AsDouble;
Boolean useEMA = Parameters[3].AsBoolean;
DateTimes = ds.DateTimes;
if (period <= 0 || ds.Count == 0 || ds.Count < period)
{
return;
}
TimeSeries sma = FastSMA.Series(ds, period);
TimeSeries ema = EMA.Series(ds, period);
TimeSeries ma = !useEMA ? sma : ema;
ExpDev exd = new ExpDev(ds, period, useEMA);
for (int bar = period; bar < ds.Count; bar++)
{
Values[bar] = ma[bar] - exd[bar] * deviations;
}
}