public static double Value(ISeries input, int index, int length, IndicatorStyle style = IndicatorStyle.QuantStudio) { if (index >= length) { double sum = 0; double result; if (style == IndicatorStyle.QuantStudio) { for (var i = index; i > index - length; i--) { sum += TR.Value(input, i); } result = sum / length; } else { for (int j = length; j > 0; j--) { sum += TR.Value(input, j) / length; } sum /= length; for (var k = length + 1; k <= index; k++) { sum = (sum * (length - 1) + TR.Value(input, k)) / length; } result = sum; } return(result); } return(double.NaN); }
public static double Value(ISeries input, int index, int n1, int n2, int n3) { if (index >= Math.Max(n1, Math.Max(n2, n3))) { double num = 0.0; double num2 = 0.0; for (int i = index; i > index - n1; i--) { double num3 = input[i, BarData.Close]; double val = input[i - 1, BarData.Close]; double val2 = input[i, BarData.Low]; num += num3 - Math.Min(val2, val); num2 += TR.Value(input, i); } double num4 = (double)(n3 / n1) * (num / num2); num = 0.0; num2 = 0.0; for (int j = index; j > index - n2; j--) { double num3 = input[j, BarData.Close]; double val = input[j - 1, BarData.Close]; double val2 = input[j, BarData.Low]; num += num3 - Math.Min(val2, val); num2 += TR.Value(input, j); } double num5 = (double)(n3 / n2) * (num / num2); num = 0.0; num2 = 0.0; for (int k = index; k > index - n3; k--) { double num3 = input[k, BarData.Close]; double val = input[k - 1, BarData.Close]; double val2 = input[k, BarData.Low]; num += num3 - Math.Min(val2, val); num2 += TR.Value(input, k); } double num6 = num / num2; return((num4 + num5 + num6) / (double)(n3 / n1 + n3 / n2 + 1) * 100.0); } return(double.NaN); }
public override void Calculate(int index) { if (index >= this.length) { int num = -1 * this.length; double value; if (this.style == IndicatorStyle.QuantStudio) { if (index == this.length) { var sum = 0d; for (var i = index; i > index - this.length; i--) { sum += TR.Value(this.input, i); } value = sum / this.length; } else { value = (this[index - 1 + num] * this.length + TR.Value(this.input, index) - TR.Value(this.input, index - this.length)) / this.length; } } else if (index == this.length) { var sum = 0d; for (var j = index; j > index - this.length; j--) { sum += TR.Value(this.input, j); } value = sum / this.length; } else { value = (base[this.input.GetDateTime(index - 1)] * this.length + TR.Value(this.input, index) - TR.Value(this.input, index - this.length)) / this.length; } Add(this.input.GetDateTime(index), value); } }
public static double Value(ISeries input, int index, int length, IndicatorStyle style = IndicatorStyle.QuantStudio) { if (style == IndicatorStyle.QuantStudio) { var mdm = 0.0; var tr = 0.0; if (index >= length) { for (var i = index; i > index - length; i--) { tr += TR.Value(input, i); mdm += MDM.Value(input, i); } return(mdm / tr * 100); } return(double.NaN); } else { double mdm = 0.0; double tr = 0.0; if (index >= length) { for (var j = length; j >= 1; j--) { tr += TR.Value(input, j); mdm += MDM.Value(input, j); } for (var k = length + 1; k <= index; k++) { mdm = mdm - mdm / length + MDM.Value(input, k); tr = tr - tr / length + TR.Value(input, k); } return(mdm / tr * 100); } return(double.NaN); } }
public override void Calculate(int index) { if (this.style == IndicatorStyle.QuantStudio) { double mdm = 0.0; double tr = 0.0; if (index >= this.length) { if (index == this.length) { for (int i = index; i >= index - this.length + 1; i--) { tr += TR.Value(this.input, i); mdm += MDM.Value(this.input, i); } } else { mdm = this.mdmTS[index - 1] - MDM.Value(this.input, index - this.length) + MDM.Value(this.input, index); tr = this.trTS[index - 1] - TR.Value(this.input, index - this.length) + TR.Value(this.input, index); } if (tr != 0.0) { double value = mdm / tr * 100.0; if (!double.IsNaN(value)) { Add(this.input.GetDateTime(index), value); } } } this.mdmTS.Add(this.input.GetDateTime(index), mdm); this.trTS.Add(this.input.GetDateTime(index), tr); } else { double mdm = 0.0; double tr = 0.0; if (index >= this.length) { if (index == this.length) { for (var j = index; j >= index - this.length + 1; j--) { tr += TR.Value(this.input, j); mdm += MDM.Value(this.input, j); } } else { mdm = this.mdmTS[index - 1] - this.mdmTS[index - 1] / this.length + MDM.Value(this.input, index); tr = this.trTS[index - 1] - this.trTS[index - 1] / this.length + TR.Value(this.input, index); } if (tr != 0.0) { double value = mdm / tr * 100.0; if (!double.IsNaN(value)) { Add(this.input.GetDateTime(index), value); } } } this.mdmTS.Add(this.input.GetDateTime(index), mdm); this.trTS.Add(this.input.GetDateTime(index), tr); } }
public static double Value(ISeries input, int index, int length) { return(index < length ? double.NaN : SMA.Value(input, index, length, BarData.Typical) - Enumerable.Range(index - length + 1, length).Reverse().Sum(i => TR.Value(input, i)) / length); }