/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
PreviousTypicalPrice = 0.0m;
PositiveMoneyFlow.Reset();
NegativeMoneyFlow.Reset();
base.Reset();
}
/// <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)
{
decimal typicalPrice = (input.High + input.Low + input.Close) / 3.0m;
decimal moneyFlow = typicalPrice * input.Volume;
PositiveMoneyFlow.Update(input.Time, typicalPrice > PreviousTypicalPrice ? moneyFlow : 0.0m);
NegativeMoneyFlow.Update(input.Time, typicalPrice < PreviousTypicalPrice ? moneyFlow : 0.0m);
PreviousTypicalPrice = typicalPrice;
decimal totalMoneyFlow = PositiveMoneyFlow.Current.Value + NegativeMoneyFlow.Current.Value;
if (totalMoneyFlow == 0.0m)
{
return(100.0m);
}
return(100m * PositiveMoneyFlow.Current.Value / totalMoneyFlow);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
var typicalPrice = (input[HighIdx] + input[LowIdx] + input[CloseIdx]) / 3.0d;
var moneyFlow = typicalPrice * input[VolumeIdx];
PositiveMoneyFlow.Update(time, typicalPrice > PreviousTypicalPrice ? moneyFlow : 0.0d);
NegativeMoneyFlow.Update(time, typicalPrice < PreviousTypicalPrice ? moneyFlow : 0.0d);
PreviousTypicalPrice = typicalPrice;
var totalMoneyFlow = PositiveMoneyFlow + NegativeMoneyFlow;
if (totalMoneyFlow == 0.0d)
{
return(100.0d);
}
return(100.0d * PositiveMoneyFlow / totalMoneyFlow);
}
