public override double Calculate(IList <History> history)
{
double sumPlus = 0.0;
PlusDX pdx = new PlusDX();
pdx.Calculate(history);
PastValues.Add(0.0);
// Get first
for (int i = 1; i <= Period; i++)
{
PastValues.Add(pdx.PastValues[i]);
sumPlus += pdx.PastValues[i];
}
// First smoothdx values
PastValues[Period] = (sumPlus / (double)Period);
for (int h = Period + 1; h < history.Count; h++)
{
PastValues.Add(((PastValues[PastValues.Count - 1] * (Period - 1)) +
(pdx.PastValues[h])) / (double)Period);
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
double sum = 0.0;
TrueRange tr = new TrueRange();
tr.Calculate(history);
PastValues.Add(0.0);
// Get first atr
for (int i = 1; i <= Period; i++)
{
PastValues.Add(0.0);
sum += tr.PastValues[i];
}
// First ATR value
PastValues[Period] = (sum / (double)Period);
for (int h = Period + 1; h < history.Count; h++)
{
PastValues.Add(((PastValues[PastValues.Count - 1] * (Period - 1)) +
(tr.PastValues[h])) / (double)Period);
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
double hiDiff;
double loDiff;
//AverageTrueRange atr = new AverageTrueRange(14);
//atr.Calculate(history);
// First dxs are blank. Might have to set to NAN
PastValues.Add(0.0);
// Get [period] trs from beginning of history (250 records back)
for (int i = 1; i < history.Count; i++)
{
hiDiff = (double)(history[i].HighPrice - history[i - 1].HighPrice);
loDiff = (double)(history[i - 1].LowPrice - history[i].LowPrice);
if ((hiDiff < 0.0 && loDiff < 0.0) || (hiDiff == loDiff))
{
PastValues.Add(0.0);
}
else if (hiDiff > loDiff)
{
PastValues.Add(hiDiff);
}
else if (hiDiff < loDiff)
{
PastValues.Add(0.0);
}
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
double tr1;
double tr2;
double tr3;
PastValues.Add(0.0);
// Get [period] trs from beginning of history (250 records back)
for (int i = 1; i < history.Count; i++)
{
tr1 = (double)(history[i].HighPrice - history[i].LowPrice);
tr2 = (double)(Math.Abs(history[i].HighPrice - history[i - 1].ClosePrice));
tr3 = (double)(Math.Abs(history[i].LowPrice - history[i - 1].ClosePrice));
PastValues.Add(Math.Max(tr1, Math.Max(tr2, tr3)));
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
PlusDMI pdmi = new PlusDMI(14);
MinusDMI mdmi = new MinusDMI(14);
pdmi.Calculate(history);
mdmi.Calculate(history);
for (int i = 0; i < Period; i++)
{
PastValues.Add(0.0);
}
for (int h = Period; h < history.Count; h++)
{
PastValues.Add((Math.Abs(pdmi.PastValues[h] - mdmi.PastValues[h]) /
(pdmi.PastValues[h] + mdmi.PastValues[h])) *
100);
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
MinusSmoothDX msdx = new MinusSmoothDX(14);
msdx.Calculate(history);
AverageTrueRange atr = new AverageTrueRange(14);
atr.Calculate(history);
for (int i = 0; i < Period; i++)
{
PastValues.Add(0.0);
}
for (int h = Period; h < history.Count; h++)
{
PastValues.Add((msdx.PastValues[h] / atr.PastValues[h]) * 100);
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public override double Calculate(IList <History> history)
{
DX dx = new DX(14);
dx.Calculate(history);
double sum = 0.0;
// filler
for (int i = 0; i < Period; i++)
{
PastValues.Add(0.0);
}
var dxObj = new DX(14);
var dxVal = dxObj.Calculate(history);
// Get first
for (int h = Period; h < Period * 2; h++)
{
PastValues.Add(0.0);
sum += 0.0;
}
PastValues[Period * 2 - 1] = sum / (double)Period;
for (int h = Period * 2; h < history.Count; h++)
{
PastValues.Add(((PastValues[PastValues.Count - 1] * (Period - 1)) +
(dx.PastValues[h])) / (double)Period);
}
Value = PastValues[PastValues.Count - 1];
return(Value);
}
public void Trial(string label, Dictionary<string, double> probabilities, string guess)
{
if (probabilities == null || !probabilities.ContainsKey(label)) return;
this.BestGuess = guess;
this.TrialCounter++;
if (SuccessRate.ContainsKey(label)) {
SuccessRate[label].Add(probabilities[label]);
} else {
SuccessRate[label] = new PastValues(probabilities[label]);
}
if (!LabelSuccess.ContainsKey(label)) {
LabelSuccess[label] = new PastTrials();
}
if (label == BestGuess) {
Overall.Add(true);
LabelSuccess[label].Add(true);
} else {
Overall.Add(false);
LabelSuccess[label].Add(false);
if (BestGuess != null) {
if (!LabelSuccess.ContainsKey(BestGuess)) {
LabelSuccess[BestGuess] = new PastTrials();
}
LabelSuccess[BestGuess].Add(false);
}
}
updateOutcomes(label, probabilities, guess);
}
private void Train(string label, double? lastEval)
{
this.LastEval = lastEval;
if (LastEval == null) {
return;
}
if (PastEvals.ContainsKey(label)) {
PastEvals[label].Add(LastEval.Value);
} else {
PastEvals[label] = new PastValues(LastEval.Value);
}
}
public void Train(string label, int[][] input)
{
if (LastEval == null) {
return;
}
string guess = "";
if (LabelCertainty.ContainsKey(label)) {
guess = LabelCertainty.BestGuess();
this.SuccessRate.Trial(label, LabelCertainty, guess);
}
if (guess != label) {
if (PastEvals.ContainsKey(label) && PastEvals[label].Count < 10) {
PastEvals[label].Add(LastEval.Value);
} else if(!PastEvals.ContainsKey(label)) {
PastEvals[label] = new PastValues(LastEval.Value);
}
} else {
}
}
