/// <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(IBaseDataBar input)
{
_trueRange.Update(input);
if (Samples == 1)
{
_previousInput = input;
return 50m;
}
var buyingPressure = new IndicatorDataPoint { Value = input.Close - Math.Min(input.Low, _previousInput.Close) };
_sumBuyingPressure1.Update(buyingPressure);
_sumBuyingPressure2.Update(buyingPressure);
_sumBuyingPressure3.Update(buyingPressure);
_sumTrueRange1.Update(_trueRange.Current);
_sumTrueRange2.Update(_trueRange.Current);
_sumTrueRange3.Update(_trueRange.Current);
_previousInput = input;
if (!IsReady)
return 50m;
var average1 = _sumBuyingPressure1.Current.Value / _sumTrueRange1.Current.Value;
var average2 = _sumBuyingPressure2.Current.Value / _sumTrueRange2.Current.Value;
var average3 = _sumBuyingPressure3.Current.Value / _sumTrueRange3.Current.Value;
return 100m * (4 * average1 + 2 * average2 + average3) / 7;
}
/// <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(IBaseDataBar input)
{
// compute the true range and then send it to our smoother
TrueRange.Update(input);
_smoother.Update(input.Time, TrueRange);
return(_smoother.Current.Value);
}
public void ResetsProperly()
{
var tr = new TrueRange("TR");
foreach (var data in TestHelper.GetTradeBarStream("spy_tr.txt", false))
{
tr.Update(data);
}
Assert.IsTrue(tr.IsReady);
tr.Reset();
TestHelper.AssertIndicatorIsInDefaultState(tr);
}
/// <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(IBaseDataBar input)
{
TrueRange.Update(input);
DirectionalMovementPlus.Update(input);
DirectionalMovementMinus.Update(input);
SmoothedTrueRange.Update(Current);
SmoothedDirectionalMovementMinus.Update(Current);
SmoothedDirectionalMovementPlus.Update(Current);
if (_previousInput != null)
{
PositiveDirectionalIndex.Update(Current);
NegativeDirectionalIndex.Update(Current);
}
var diff = Math.Abs(PositiveDirectionalIndex - NegativeDirectionalIndex);
var sum = PositiveDirectionalIndex + NegativeDirectionalIndex;
var value = sum == 0 ? 50 : ((_period - 1) * Current.Value + 100 * diff / sum) / _period;
_previousInput = input;
return(value);
}
/// <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(IBaseDataBar input)
{
_tr.Update(input);
if (!IsReady)
{
_atr.Update(input);
return(input.Close != 0 ? _atr / input.Close * 100 : 0m);
}
if (Samples == _period + 1)
{
// first output value is SMA of TrueRange
_atr.Update(input);
_lastAtrValue = _atr;
}
else
{
// next TrueRange values are smoothed using Wilder's approach
_lastAtrValue = (_lastAtrValue * (_period - 1) + _tr) / _period;
}
return(input.Close != 0 ? _lastAtrValue / input.Close * 100 : 0m);
}
