/// <summary>
/// To handle the input value.
/// </summary>
/// <param name="input">The input value.</param>
/// <returns>The resulting value.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
//если кол-во в буфере больше Shift, то первое значение отдали в прошлый раз, удалим его.
if (Buffer.Count > Shift)
{
Buffer.RemoveAt(0);
}
var smaResult = _sma.Process(_medianPrice.Process(input));
if (_sma.IsFormed & input.IsFinal)
{
Buffer.Add(smaResult.GetValue <decimal>());
}
return(Buffer.Count > Shift
? new DecimalIndicatorValue(this, Buffer[0])
: new DecimalIndicatorValue(this));
}
/// <inheritdoc />
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var newValue = input.GetValue <decimal>();
if (!_isInitialized)
{
if (input.IsFinal)
{
_last = newValue;
_isInitialized = true;
}
return(new DecimalIndicatorValue(this));
}
var delta = newValue - _last;
var gainValue = _gain.Process(input.SetValue(this, delta > 0 ? delta : 0m)).GetValue <decimal>();
var lossValue = _loss.Process(input.SetValue(this, delta > 0 ? 0m : -delta)).GetValue <decimal>();
if (input.IsFinal)
{
_last = newValue;
}
if (lossValue == 0)
{
return(new DecimalIndicatorValue(this, 100m));
}
if (gainValue / lossValue == 1)
{
return(new DecimalIndicatorValue(this, 0m));
}
return(new DecimalIndicatorValue(this, 100m - 100m / (1m + gainValue / lossValue)));
}