/// <summary>
/// Stocks and Commodities - February 2013 - The Volatility (Regime) Switch Indicator
/// </summary>
/// <returns></returns>
public VolatilitySwitch VolatilitySwitch(Data.IDataSeries input, int lookBack)
{
if (cacheVolatilitySwitch != null)
{
for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++)
{
if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input))
{
return(cacheVolatilitySwitch[idx]);
}
}
}
lock (checkVolatilitySwitch)
{
checkVolatilitySwitch.LookBack = lookBack;
lookBack = checkVolatilitySwitch.LookBack;
if (cacheVolatilitySwitch != null)
{
for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++)
{
if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input))
{
return(cacheVolatilitySwitch[idx]);
}
}
}
VolatilitySwitch indicator = new VolatilitySwitch();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.LookBack = lookBack;
Indicators.Add(indicator);
indicator.SetUp();
VolatilitySwitch[] tmp = new VolatilitySwitch[cacheVolatilitySwitch == null ? 1 : cacheVolatilitySwitch.Length + 1];
if (cacheVolatilitySwitch != null)
{
cacheVolatilitySwitch.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheVolatilitySwitch = tmp;
return(indicator);
}
}
/// <summary>
/// Stocks and Commodities - February 2013 - The Volatility (Regime) Switch Indicator
/// </summary>
/// <returns></returns>
public VolatilitySwitch VolatilitySwitch(Data.IDataSeries input, int lookBack)
{
if (cacheVolatilitySwitch != null)
for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++)
if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input))
return cacheVolatilitySwitch[idx];
lock (checkVolatilitySwitch)
{
checkVolatilitySwitch.LookBack = lookBack;
lookBack = checkVolatilitySwitch.LookBack;
if (cacheVolatilitySwitch != null)
for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++)
if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input))
return cacheVolatilitySwitch[idx];
VolatilitySwitch indicator = new VolatilitySwitch();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.LookBack = lookBack;
Indicators.Add(indicator);
indicator.SetUp();
VolatilitySwitch[] tmp = new VolatilitySwitch[cacheVolatilitySwitch == null ? 1 : cacheVolatilitySwitch.Length + 1];
if (cacheVolatilitySwitch != null)
cacheVolatilitySwitch.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheVolatilitySwitch = tmp;
return indicator;
}
}
