Esempio n. 1
0
        /// <summary>
        /// Plots the RSI value of the pair.
        /// </summary>
        /// <returns></returns>
        public PairsRSI PairsRSI(Data.IDataSeries input, string firstInstrument, int rSIPeriod, string secondInstrument)
        {
            if (cachePairsRSI != null)
            {
                for (int idx = 0; idx < cachePairsRSI.Length; idx++)
                {
                    if (cachePairsRSI[idx].FirstInstrument == firstInstrument && cachePairsRSI[idx].RSIPeriod == rSIPeriod && cachePairsRSI[idx].SecondInstrument == secondInstrument && cachePairsRSI[idx].EqualsInput(input))
                    {
                        return(cachePairsRSI[idx]);
                    }
                }
            }

            lock (checkPairsRSI)
            {
                checkPairsRSI.FirstInstrument = firstInstrument;
                firstInstrument         = checkPairsRSI.FirstInstrument;
                checkPairsRSI.RSIPeriod = rSIPeriod;
                rSIPeriod = checkPairsRSI.RSIPeriod;
                checkPairsRSI.SecondInstrument = secondInstrument;
                secondInstrument = checkPairsRSI.SecondInstrument;

                if (cachePairsRSI != null)
                {
                    for (int idx = 0; idx < cachePairsRSI.Length; idx++)
                    {
                        if (cachePairsRSI[idx].FirstInstrument == firstInstrument && cachePairsRSI[idx].RSIPeriod == rSIPeriod && cachePairsRSI[idx].SecondInstrument == secondInstrument && cachePairsRSI[idx].EqualsInput(input))
                        {
                            return(cachePairsRSI[idx]);
                        }
                    }
                }

                PairsRSI indicator = new PairsRSI();
                indicator.BarsRequired        = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack         = MaximumBarsLookBack;
#endif
                indicator.Input            = input;
                indicator.FirstInstrument  = firstInstrument;
                indicator.RSIPeriod        = rSIPeriod;
                indicator.SecondInstrument = secondInstrument;
                Indicators.Add(indicator);
                indicator.SetUp();

                PairsRSI[] tmp = new PairsRSI[cachePairsRSI == null ? 1 : cachePairsRSI.Length + 1];
                if (cachePairsRSI != null)
                {
                    cachePairsRSI.CopyTo(tmp, 0);
                }
                tmp[tmp.Length - 1] = indicator;
                cachePairsRSI       = tmp;
                return(indicator);
            }
        }
Esempio n. 2
0
        /// <summary>
        /// Plots the RSI value of the pair.
        /// </summary>
        /// <returns></returns>
        public PairsRSI PairsRSI(Data.IDataSeries input, string firstInstrument, int rSIPeriod, string secondInstrument)
        {
            if (cachePairsRSI != null)
                for (int idx = 0; idx < cachePairsRSI.Length; idx++)
                    if (cachePairsRSI[idx].FirstInstrument == firstInstrument && cachePairsRSI[idx].RSIPeriod == rSIPeriod && cachePairsRSI[idx].SecondInstrument == secondInstrument && cachePairsRSI[idx].EqualsInput(input))
                        return cachePairsRSI[idx];

            lock (checkPairsRSI)
            {
                checkPairsRSI.FirstInstrument = firstInstrument;
                firstInstrument = checkPairsRSI.FirstInstrument;
                checkPairsRSI.RSIPeriod = rSIPeriod;
                rSIPeriod = checkPairsRSI.RSIPeriod;
                checkPairsRSI.SecondInstrument = secondInstrument;
                secondInstrument = checkPairsRSI.SecondInstrument;

                if (cachePairsRSI != null)
                    for (int idx = 0; idx < cachePairsRSI.Length; idx++)
                        if (cachePairsRSI[idx].FirstInstrument == firstInstrument && cachePairsRSI[idx].RSIPeriod == rSIPeriod && cachePairsRSI[idx].SecondInstrument == secondInstrument && cachePairsRSI[idx].EqualsInput(input))
                            return cachePairsRSI[idx];

                PairsRSI indicator = new PairsRSI();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.FirstInstrument = firstInstrument;
                indicator.RSIPeriod = rSIPeriod;
                indicator.SecondInstrument = secondInstrument;
                Indicators.Add(indicator);
                indicator.SetUp();

                PairsRSI[] tmp = new PairsRSI[cachePairsRSI == null ? 1 : cachePairsRSI.Length + 1];
                if (cachePairsRSI != null)
                    cachePairsRSI.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cachePairsRSI = tmp;
                return indicator;
            }
        }