/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;
Overlay = false;
PriceTypeSupported = false;
volstats = null;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (volstats == null)
{
volstats = Z20091129VolumeStats(bundleMilliseconds, bundleTrades, calcMethod, maxSize, minSize);
}
double curDelta = (calcWithTicks?(volstats.UpTradeCount[0] - volstats.DnTradeCount[0]):volstats.OneBarDelta[0]);
if (CurrentBar > 1)
{
dsClose.Set(dsClose[1] + curDelta);
}
else
{
dsClose.Set(curDelta);
}
if (lastBar != CurrentBar)
{
lastBar = CurrentBar;
dsOpen.Set(dsClose[0]);
dsHigh.Set(dsClose[0]);
dsLow.Set(dsClose[0]);
}
if (dsClose[0] > dsHigh[0])
{
dsHigh.Set(dsClose[0]);
}
if (dsClose[0] < dsLow[0])
{
dsLow.Set(dsClose[0]);
}
Value.Set(dsClose[0]);
}
/// <summary>
/// A helper indicator for tracking volume stats
/// </summary>
/// <returns></returns>
public Z20091129VolumeStats Z20091129VolumeStats(Data.IDataSeries input, long bundleMilliseconds, bool bundleTrades, VolumeStatsMode calcMethod, double maxSize, double minSize)
{
if (cacheZ20091129VolumeStats != null)
{
for (int idx = 0; idx < cacheZ20091129VolumeStats.Length; idx++)
{
if (cacheZ20091129VolumeStats[idx].BundleMilliseconds == bundleMilliseconds && cacheZ20091129VolumeStats[idx].BundleTrades == bundleTrades && cacheZ20091129VolumeStats[idx].CalcMethod == calcMethod && Math.Abs(cacheZ20091129VolumeStats[idx].MaxSize - maxSize) <= double.Epsilon && Math.Abs(cacheZ20091129VolumeStats[idx].MinSize - minSize) <= double.Epsilon && cacheZ20091129VolumeStats[idx].EqualsInput(input))
{
return(cacheZ20091129VolumeStats[idx]);
}
}
}
lock (checkZ20091129VolumeStats)
{
checkZ20091129VolumeStats.BundleMilliseconds = bundleMilliseconds;
bundleMilliseconds = checkZ20091129VolumeStats.BundleMilliseconds;
checkZ20091129VolumeStats.BundleTrades = bundleTrades;
bundleTrades = checkZ20091129VolumeStats.BundleTrades;
checkZ20091129VolumeStats.CalcMethod = calcMethod;
calcMethod = checkZ20091129VolumeStats.CalcMethod;
checkZ20091129VolumeStats.MaxSize = maxSize;
maxSize = checkZ20091129VolumeStats.MaxSize;
checkZ20091129VolumeStats.MinSize = minSize;
minSize = checkZ20091129VolumeStats.MinSize;
if (cacheZ20091129VolumeStats != null)
{
for (int idx = 0; idx < cacheZ20091129VolumeStats.Length; idx++)
{
if (cacheZ20091129VolumeStats[idx].BundleMilliseconds == bundleMilliseconds && cacheZ20091129VolumeStats[idx].BundleTrades == bundleTrades && cacheZ20091129VolumeStats[idx].CalcMethod == calcMethod && Math.Abs(cacheZ20091129VolumeStats[idx].MaxSize - maxSize) <= double.Epsilon && Math.Abs(cacheZ20091129VolumeStats[idx].MinSize - minSize) <= double.Epsilon && cacheZ20091129VolumeStats[idx].EqualsInput(input))
{
return(cacheZ20091129VolumeStats[idx]);
}
}
}
Z20091129VolumeStats indicator = new Z20091129VolumeStats();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.BundleMilliseconds = bundleMilliseconds;
indicator.BundleTrades = bundleTrades;
indicator.CalcMethod = calcMethod;
indicator.MaxSize = maxSize;
indicator.MinSize = minSize;
Indicators.Add(indicator);
indicator.SetUp();
Z20091129VolumeStats[] tmp = new Z20091129VolumeStats[cacheZ20091129VolumeStats == null ? 1 : cacheZ20091129VolumeStats.Length + 1];
if (cacheZ20091129VolumeStats != null)
{
cacheZ20091129VolumeStats.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZ20091129VolumeStats = tmp;
return(indicator);
}
}
