/// <summary>
/// The Commodity Channel Index (CCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low.
/// </summary>
/// <returns></returns>
public CCI CCI(Data.IDataSeries input, int period)
{
if (cacheCCI != null)
{
for (int idx = 0; idx < cacheCCI.Length; idx++)
{
if (cacheCCI[idx].Period == period && cacheCCI[idx].EqualsInput(input))
{
return(cacheCCI[idx]);
}
}
}
lock (checkCCI)
{
checkCCI.Period = period;
period = checkCCI.Period;
if (cacheCCI != null)
{
for (int idx = 0; idx < cacheCCI.Length; idx++)
{
if (cacheCCI[idx].Period == period && cacheCCI[idx].EqualsInput(input))
{
return(cacheCCI[idx]);
}
}
}
CCI indicator = new CCI();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
CCI[] tmp = new CCI[cacheCCI == null ? 1 : cacheCCI.Length + 1];
if (cacheCCI != null)
{
cacheCCI.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheCCI = tmp;
return(indicator);
}
}
/// <summary>
/// The Commodity Channel Index (CCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low.
/// </summary>
/// <returns></returns>
public CCI CCI(Data.IDataSeries input, int period)
{
if (cacheCCI != null)
for (int idx = 0; idx < cacheCCI.Length; idx++)
if (cacheCCI[idx].Period == period && cacheCCI[idx].EqualsInput(input))
return cacheCCI[idx];
lock (checkCCI)
{
checkCCI.Period = period;
period = checkCCI.Period;
if (cacheCCI != null)
for (int idx = 0; idx < cacheCCI.Length; idx++)
if (cacheCCI[idx].Period == period && cacheCCI[idx].EqualsInput(input))
return cacheCCI[idx];
CCI indicator = new CCI();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
CCI[] tmp = new CCI[cacheCCI == null ? 1 : cacheCCI.Length + 1];
if (cacheCCI != null)
cacheCCI.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheCCI = tmp;
return indicator;
}
}