public Density(Bars bars, int NBars, string description)
: base(bars, description)
{
base.FirstValidValue = NBars;
DataSeries Area = (Highest.Series(bars.High, NBars) - Lowest.Series(bars.Low, NBars));
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = Sum.Series(TrueRange.Series(bars), NBars)[bar] / Area[bar];
}
}
public Choppiness(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period;
double true_high, true_low, true_rng, sum;
DataSeries n_high = bars.High - bars.High;
DataSeries n_low = bars.Low - bars.Low;
for (int bar = bars.FirstActualBar + period; bar < bars.Count; bar++)
{
true_high = Math.Max(bars.High[bar], bars.Close[bar - 1]);
true_low = Math.Min(bars.Low[bar], bars.Close[bar - 1]);
true_rng = TrueRange.Series(bars)[bar];
n_high[bar] = true_high;
n_low[bar] = true_low;
}
DataSeries trueHigh = Highest2.Series(bars.High, bars.Close >> 1, period);
DataSeries trueLow = Lowest2.Series(bars.Low, bars.Close >> 1, period);
double nHigh, nLow, nRange, ratio, log_ratio, log_n;
for (int bar = bars.FirstActualBar + period; bar < bars.Count; bar++)
{
// OLD:
/* nHigh = Highest.Series( n_high, period )[bar];
* nLow = Lowest.Series( n_low, period )[bar]; */
// NEW:
nHigh = trueHigh[bar];
nLow = trueLow[bar];
nRange = nHigh - nLow;
sum = Sum.Series(TrueRange.Series(bars), period)[bar];
ratio = sum / nRange;
log_ratio = Math.Log(ratio);
log_n = Math.Log(period);
if (bar <= period)
{
base[bar] = 50;
}
else
{
base[bar] = 100 * log_ratio / log_n;
}
}
}
public TrendQuality(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period;
double val = 0.0; double net = 0.0; double gross = 0.0;
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
net = Momentum.Series(bars.Close, period)[bar];
gross = Sum.Series(TrueRange.Series(bars), period)[bar];
val = (gross > 0) ? (net / gross) * 100 : 0;
base[bar] = val;
}
}
public NRTR_WATR(Bars bars, int lookback, double multiple, string description)
: base(bars, description)
{
base.FirstValidValue = lookback;
int Trend = 0;
double Reverse = 0;
double HPrice = 0;
double LPrice = 0;
DataSeries K = WMA.Series(TrueRange.Series(bars), lookback) * multiple;
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
// Calculate the NRTR_WATR Series
if (Trend >= 0)
{
HPrice = Math.Max(bars.Close[bar], HPrice);
Reverse = HPrice - K[bar];
if (bars.Close[bar] <= Reverse)
{
Trend = -1;
LPrice = bars.Close[bar];
Reverse = LPrice + K[bar];
}
}
if (Trend <= 0)
{
LPrice = Math.Min(bars.Close[bar], LPrice);
Reverse = LPrice + K[bar];
if (bars.Close[bar] >= Reverse)
{
Trend = 1;
HPrice = bars.Close[bar];
Reverse = HPrice - K[bar];
}
}
base[bar] = Reverse;
}
}