//populate
public override void Populate()
{
TimeSeries ds = Parameters[0].AsTimeSeries;
Int32 period1 = Parameters[1].AsInt;
Int32 period2 = Parameters[2].AsInt;
DateTimes = ds.DateTimes;
int period = Math.Max(period1, period2);
if (period <= 0 || ds.Count == 0)
{
return;
}
var FirstValidValue = Math.Max(period1, period2);
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < Math.Max(period1, period2))
{
return;
}
sMACD smacd = new sMACD(ds, period1, period2);
FastSMA sma = new FastSMA(smacd, 9);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
Values[bar] = sma[bar];
}
}
//populate
public override void Populate()
{
TimeSeries ds = Parameters[0].AsTimeSeries;
Int32 period1 = Parameters[1].AsInt;
Int32 period2 = Parameters[2].AsInt;
Int32 period3 = Parameters[3].AsInt;
DateTimes = ds.DateTimes;
var period = new List <int> {
period1, period2, period3
}.Max();
if (period <= 0 || ds.Count == 0)
{
return;
}
var FirstValidValue = period;
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < Math.Max(Math.Max(period1, period2), period3))
{
return;
}
if (period3 <= 1)
{
return;
}
sMACD smacd = new sMACD(ds, period1, period2);
int XY = period1 * period2;
int XZ = period1 * period3;
int YZ = period2 * period3;
int XYZ = period1 * period2 * period3;
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
Values[bar] = (smacd[bar] * (XYZ - XY) -
XYZ * new FastSMA(smacd, period3)[bar] -
ds[period1 + 1] * (YZ - period2) +
ds[period2 + 1] * (XZ - period1) +
XY * smacd[period3 + 1]) / (XZ - YZ - period1 + period2);
}
}
