public override void Update(double dataPoint)
{
if (_previousData != 0.0)
{
//var gain = dataPoint;
var profitRatio = (dataPoint - _previousData) / _previousData;
_stddev.Update(profitRatio);
SetValue(_stddev.Value);
}
_previousData = dataPoint;
}
public override void Update(double dataPoint)
{
_ma.Update(dataPoint);
var ma = _ma.Value;
_sd.Update(dataPoint);
var stddev = _sd.Value;
var upperBound = ma + _alpha * stddev;
var lowerBound = ma - _alpha * stddev;
SetValue(upperBound, ma, lowerBound);
}
public override void Update(Bar bar)
{
var trueRange =
Math.Max(
Math.Max(bar.HighestPrice - bar.LowestPrice, bar.HighestPrice - _prevClosePrice),
_prevClosePrice - bar.LowestPrice);
_prevClosePrice = bar.ClosePrice;
_sdTrueRange.Update(trueRange);
var sdtr = _sdTrueRange.Value;
SetValue(sdtr);
}
public override void Update(double dataPoint)
{
if (_previousData != 0.0)
{
//var gain = dataPoint;
var profitRatio = (dataPoint - _previousData) / _previousData;
_stddev.Update(profitRatio);
_movingAverage.Update(profitRatio);
if (Math.Abs(_movingAverage.Value) < 1e-6)
{
SetValue(_stddev.Value / 0.0001);
}
else
{
SetValue(_stddev.Value / Math.Abs(_movingAverage.Value));
}
}
_previousData = dataPoint;
}