private void BuildHekinAshiCandle()
{
if (Candles.Count == 0)
{
return;
}
var candle = Candles.Last();
var heikinAshi = new Candle();
if (HeikinAshi.Count == 0)
{
heikinAshi.Open = (candle.Open + candle.Close) / 2;
heikinAshi.Close = (candle.Open + candle.Close + candle.High + candle.Low) / 4.0m;
heikinAshi.High = candle.High;
heikinAshi.Low = candle.Low;
}
else
{
var lastHeikinAshi = HeikinAshi.Last();
heikinAshi.Open = (lastHeikinAshi.Open + lastHeikinAshi.Close) / 2;
heikinAshi.Close = (candle.Open + candle.Close + candle.High + candle.Low) / 4.0m;
heikinAshi.High = Math.Max(Math.Max(heikinAshi.Open, heikinAshi.Close), candle.High);
heikinAshi.Low = Math.Min(Math.Min(heikinAshi.Open, heikinAshi.Close), candle.Low);
}
ulong netVolume = candle.Volume;
if (HeikinAshi.Count > 2)
{
netVolume = candle.Volume - HeikinAshi.ElementAt(HeikinAshi.Count - 2).Volume;
}
heikinAshi.CandleVolume = netVolume;
heikinAshi.Volume = candle.Volume;
heikinAshi.TimeStamp = candle.TimeStamp;
heikinAshi.Index = (uint)HeikinAshi.Count;
this.heikinAshi.Add(heikinAshi);
}
