/// <summary>
/// 建構子
/// </summary>
/// <param name="master">IStudyControl 介面</param>
/// <param name="defaultVal">預設值</param>
/// <param name="dataStream">資料串流編號(預設值=1)</param>
internal _Variable(IStudyControl master, T defaultVal, int dataStream = 1)
{
//目前的 CurrentBar 需要超過兩個 Bars 之後才開始保存前一筆的資訊(前兩個 Bars 資訊可能會因為往前請求而導致 CurrentBar 不準確, 所以都跳過兩個 Bars 後在保存前一筆的資訊)
__iPreviousBar = 2;
__current = defaultVal;
__previous = defaultVal;
__cBars = master.BarsOfData(dataStream);
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="barsBack">Bars 索引值(0=目前索引位置)</param>
/// <param name="dataStream">資料串流編號</param>
/// <param name="previous">前一筆真實區間移動平均值</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int barsBack, int dataStream, double previous) {
double dValue = 0;
IInstrument cBars = _this.BarsOfData(dataStream);
if (previous == 0d) {
double dSum = 0;
for (int i = length - 1; i >= 0; i--) {
dSum += GetTrueRange(cBars, barsBack + i);
}
dValue = dSum / length;
} else {
previous *= length;
dValue = (previous - GetTrueRange(cBars, barsBack + length) + GetTrueRange(cBars, barsBack)) / ((length == 0) ? 1 : length);
}
return dValue;
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="barsBack">Bars 索引值(0=目前索引位置)</param>
/// <param name="dataStream">資料串流編號</param>
/// <param name="previous">前一筆真實區間移動平均值</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int barsBack, int dataStream, double previous)
{
double dValue = 0;
IInstrument cBars = _this.BarsOfData(dataStream);
if (previous == 0d)
{
double dSum = 0;
for (int i = length - 1; i >= 0; i--)
{
dSum += GetTrueRange(cBars, barsBack + i);
}
dValue = dSum / length;
}
else
{
previous *= length;
dValue = (previous - GetTrueRange(cBars, barsBack + length) + GetTrueRange(cBars, barsBack)) / ((length == 0) ? 1 : length);
}
return(dValue);
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="master">CStudyControl 類別</param>
public VariableSeries(IStudyControl master)
: this(master, default(T), 1)
{
}
/// <summary>
/// 初始化 TextContainer 類別(建立 TextObject 儲存體)
/// </summary>
/// <param name="master">IStudyControl 腳本控制介面</param>
public void Initialate(IStudyControl master)
{
__cAbsoluteObjects = new List <TextObject>(32);
__cTextObjects = new VariableSeries <List <TextObject> >(master);
}
/// <summary>
/// 加入 FunctionObject 類別方法
/// </summary>
/// <param name="func">IStudyControl 介面</param>
public void AddFunction(IStudyControl func) {
lock (__cFunctions) {
__cFunctions.Add(func);
}
}
/// <summary>
/// 加入 FunctionObject 類別方法
/// </summary>
/// <param name="func">IStudyControl 介面</param>
public void AddFunction(IStudyControl func) {
lock (__cFunctions) {
__cFunctions.Add(func);
}
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="dataStream">資料串流編號</param>
/// <param name="previous">前一筆真實區間移動平均值</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int dataStream, double previous) {
return AverageTrueRange(_this, length, 0, dataStream, previous);
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="barsBack">Bars 索引值(0=目前索引位置)</param>
/// <param name="dataStream">資料串流編號</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int barsBack, int dataStream) {
return AverageTrueRange(_this, length, barsBack, dataStream, 0d);
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length) {
return AverageTrueRange(_this, length, 0, 1, 0d);
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="dataStream">資料串流編號</param>
/// <param name="previous">前一筆真實區間移動平均值</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int dataStream, double previous)
{
return(AverageTrueRange(_this, length, 0, dataStream, previous));
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <param name="barsBack">Bars 索引值(0=目前索引位置)</param>
/// <param name="dataStream">資料串流編號</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length, int barsBack, int dataStream)
{
return(AverageTrueRange(_this, length, barsBack, dataStream, 0d));
}
/// <summary>
/// 計算真實區間移動平均的移動平均值
/// </summary>
/// <param name="_this">IStudyControl 類別</param>
/// <param name="length">移動平均長度</param>
/// <returns>返回值: 真實區間移動平均值</returns>
public static double AverageTrueRange(IStudyControl _this, int length)
{
return(AverageTrueRange(_this, length, 0, 1, 0d));
}
