public double Value()
{
double v = 0;
if (SMA.isPrimed())
{
double sum = 0;
for (int i = 0; i < periods; i++)
{
sum += Math.Pow(((double)History.GetItem(i)) - SMA.Value(), 2);
}
v = Math.Sqrt(sum / periods);
}
return(v);
}
// returns true when indicator has seen enough values to compute a result
// it will never return true if initialization parameters are incorrect
// this will cause indicator to silently fail and not give results
// on optimization runs where parameter combination is invalid.
public bool isPrimed()
{
bool v = false;
if (ATR.isPrimed() && SMA.isPrimed())
{
v = true;
}
return(v);
}
public bool isPrimed()
{
return(longSMA.isPrimed());
}
public string GetValues()
{
string Values;
double BPlus, BSMA, BMinus, PctB, BW;
double Deriv1, Deriv2;
double MACDv, MACDs, MACDh;
double STARCPlus, STARCSMA, STARCMinus;
double STOv, STOs;
double ATRv = ATR.Value();
BB.Value(out BPlus, out BSMA, out BMinus, out PctB, out BW);
double CCIv = CCI.Value();
Derivatives.Value(out Deriv1, out Deriv2);
double EMAv = EMA.Value();
double FMAv = FMA.Value();
double HMAv = HMA.Value();
MACD.Value(out MACDv, out MACDs, out MACDh);
double MOMv = Momemtum.Value();
double RSIv = RSI.Value();
double RKOv = Renko.Value();
double SMAv = SMA.Value();
STARCBands.Value(out STARCPlus, out STARCSMA, out STARCMinus);
double STDv = STDDEV.Value();
double SLPv = Slope.Value();
double SRSv = StochRSI.Value();
Stochastics.Value(out STOv, out STOs);
double STv = Stub.Value();
double TRDv = Trend.Value();
double TRv = TrueRange.Value();
double WMAv = WMA.Value();
string ATRp = ATR.isPrimed().ToString();
string BBp = BB.isPrimed().ToString();
string CCIp = CCI.isPrimed().ToString();
string DERp = Derivatives.isPrimed().ToString();
string EMAp = EMA.isPrimed().ToString();
string FMAp = FMA.isPrimed().ToString();
string HMAp = HMA.isPrimed().ToString();
string MACp = MACD.isPrimed().ToString();
string MOMp = Momemtum.isPrimed().ToString();
string RSIp = RSI.isPrimed().ToString();
string RKOp = Renko.isPrimed().ToString();
string SMAp = SMA.isPrimed().ToString();
string STCp = STARCBands.isPrimed().ToString();
string STDp = STDDEV.isPrimed().ToString();
string SLPp = Slope.isPrimed().ToString();
string SRSp = StochRSI.isPrimed().ToString();
string STOp = Stochastics.isPrimed().ToString();
string STp = Stub.isPrimed().ToString();
string TRDp = Trend.isPrimed().ToString();
string TRp = TrueRange.isPrimed().ToString();
string WMAp = WMA.isPrimed().ToString();
Values =
Candle.O + "," + Candle.H + "," + Candle.L + "," + Candle.C + "," +
ATRp + "," + ATRv + "," +
BBp + "," + BPlus + "," + BSMA + "," + BMinus + "," + PctB + "," + BW + "," +
CCIp + "," + CCIv + "," +
DERp + "," + Deriv1 + "," + Deriv2 + "," +
EMAp + "," + EMAv + "," +
FMAp + "," + FMAv + "," +
HMAp + "," + HMAv + "," +
MACp + "," + MACDv + "," + MACDs + "," + MACDh + "," +
MOMp + "," + MOMv + "," +
RSIp + "," + RSIv + "," +
RKOp + "," + RKOv + "," +
SMAp + "," + SMAv + "," +
STCp + "," + STARCPlus + "," + STARCSMA + "," + STARCMinus + "," +
STDp + "," + STDv + "," +
SLPp + "," + SLPv + "," +
SRSp + "," + SRSv + "," +
STOp + "," + STOv + "," + STOs + "," +
STp + "," + STv + "," +
TRDp + "," + TRDv + "," +
TRp + "," + TRv + "," +
WMAp + "," + WMAv;
return(Values);
}