/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
Minimum.Update(time, input[LowIdx]);
Maximum.Update(time, input[HighIdx]);
if (!IsReady)
{
return(0);
}
var range = Maximum.Current.Value - Minimum.Current.Value;
return(Math.Abs(range) < ZeroEpsilon ? 0 : -100.0d * (Maximum.Current.Value - input[CloseIdx]) / range);
}
/// <summary>
/// Creates a new AroonOscillator from the specified up/down periods.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="upPeriod">The lookback period to determine the highest high for the AroonDown</param>
/// <param name="downPeriod">The lookback period to determine the lowest low for the AroonUp</param>
public AroonOscillator(string name, int upPeriod, int downPeriod)
: base(name)
{
var max = new Maximum(name + "_Max", upPeriod + 1);
AroonUp = new FunctionalIndicator(name + "_AroonUp",
(time, input) => ComputeAroonUp(upPeriod, max, time, input),
aroonUp => max.IsReady,
() => max.Reset()
);
var min = new Minimum(name + "_Min", downPeriod + 1);
AroonDown = new FunctionalIndicator(name + "_AroonDown",
(time, input) => ComputeAroonDown(downPeriod, min, time, input),
aroonDown => min.IsReady,
() => min.Reset()
);
WarmUpPeriod = 1 + Math.Max(upPeriod, downPeriod);
}
/// <inheritdoc />
public override void Reset()
{
base.Reset();
Maximum.Reset();
Delta.Reset();
}
/// <summary>
/// Resets this indicator and both sub-indicators (Max and Min)
/// </summary>
public override void Reset()
{
Maximum.Reset();
Minimum.Reset();
base.Reset();
}
/// <summary>
/// AroonUp = 100 * (period - {periods since max})/period
/// </summary>
/// <param name="upPeriod">The AroonUp period</param>
/// <param name="max">A Maximum indicator used to compute periods since max</param>
/// <param name="input">The next input data</param>
/// <returns>The AroonUp value</returns>
private static double ComputeAroonUp(int upPeriod, Maximum max, long time, DoubleArray input)
{
max.Update(time, input);
return(100.0d * (upPeriod - max.PeriodsSinceMaximum) / upPeriod);
}