public SignalAndValue Process(Candle candle)
{
var fmResult = _smaFm.Process(candle);
var smResult = _smaSm.Process(candle);
return(new SignalAndValue(fmResult.Value - smResult.Value, _smaFm.IsFormed && _smaSm.IsFormed));
}
public override SignalAndValue Process(Candle candle)
{
var newValue = candle.CloseAsk;
var smaValue = _sma.Process(newValue, candle.IsComplete == 1);
var buff = Buffer;
if (candle.IsComplete == 0)
{
buff = Buffer.ToList();
}
buff.Add(newValue);
if (buff.Count > Length)
{
buff.RemoveAt(0);
}
var std = buff.Select(t1 => t1 - smaValue.Value).Select(t => t * t).Sum();
var ret = new SignalAndValue((float)Math.Sqrt((double)(std / Length)), IsFormed);
CurrentValue = ret.Value;
return(ret);
}
public SignalAndValue Process(Candle candle)
{
var ma = _movingAverage.Process(GetTrueRange(candle, _prevCandle), _prevCandle.IsComplete == 1);
IsFormed = ma.IsFormed;
_prevCandle = candle;
return(new SignalAndValue(ma.Value, ma.IsFormed));
}
public SignalAndValue Process(Candle candle)
{
_dev.Process(candle);
_sma.Process(candle);
return(new SignalAndValue(
_sma.CurrentValue + (_width * _dev.CurrentValue),
_sma.IsFormed && _dev.IsFormed));
}