/// <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)
{
_maximum.Update(time, new DoubleArrayScalar(input[HighIdx]));
_minimum.Update(time, new DoubleArrayScalar(input[LowIdx]));
return((_maximum + _minimum) / 2);
}
/// <summary>
/// Computes the next value in the transform.
/// value1 is a function used to normalize price withing the last _period day range.
/// value1 is centered on its midpoint and then doubled so that value1 wil swing between -1 and +1.
/// value1 is also smoothed with an exponential moving average whose alpha is 0.33.
///
/// Since the smoothing may allow value1 to exceed the _period day price range, limits are introduced to
/// preclude the transform from blowing up by having an input larger than unity.
/// </summary>
/// <param name="time"></param>
/// <param name="input">DoubleArray - the time and value of the next price</param>
protected override DoubleArray Forward(long time, DoubleArray input)
{
var price = (input[LowIdx] + input[HighIdx]) / 2d;
_medianMin.Update(time, price);
_medianMax.Update(time, price);
if (!IsReady)
{
return(0);
}
var x = 0.0;
var y = 0.0;
var minL = _medianMin.Current.Value;
var maxH = _medianMax.Current.Value;
if (minL != maxH)
{
x = _alpha * 2 * ((price - minL) / (maxH - minL) - .5) + (1 - _alpha) * _previous;
y = FisherTransformFunction(x);
}
_previous = x;
return(Convert.ToDouble(y) + .5d * Current.Value);
}
/// <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)
{
Maximum.Update(time, input);
var val = Maximum.Current.Value - input.Value;
Delta.Update(time, val);
return(val);
}
/// <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>
/// 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);
}