protected override decimal ComputeNextValue(TradeBar input)
{
_macd.Update(input.EndTime, input.Close);
if (!IsReady)
{
return(0m);
}
var macdBar = new TradeBar
{
EndTime = input.EndTime,
Close = _macd
};
_frac1.Update(macdBar);
var pfBar = new TradeBar
{
EndTime = input.EndTime,
Close = _frac1
};
_frac2.Update(pfBar);
return(_frac2.StochD);
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_macd.Update(input.EndTime, input.Close);
if (!_macd.IsReady)
{
return(0m);
}
var macdBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = _macd,
High = _macd,
Low = _macd,
Close = _macd
};
_frac1.Update(macdBar);
if (!_frac1.IsReady)
{
return(0m);
}
var pf = _pf.IsReady ? _pf + (_factor * (_frac1.FastStoch - _pf)) : _frac1.FastStoch;
_pf.Update(input.Time, pf);
var pfBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = pf,
High = pf,
Low = pf,
Close = pf
};
_frac2.Update(pfBar);
if (!_frac2.IsReady)
{
return(0m);
}
var pff = _pff.IsReady ? _pff + (_factor * (_frac2.FastStoch - _pff)) : _frac2.FastStoch;
_pff.Update(input.Time, pff);
return(pff);
}
public void ResetsProperly()
{
var macd = new MovingAverageConvergenceDivergence("macd", 3, 5, 3);
foreach (var data in TestHelper.GetDataStream(30))
{
macd.Update(data);
}
Assert.IsTrue(macd.IsReady);
macd.Reset();
TestHelper.AssertIndicatorIsInDefaultState(macd);
TestHelper.AssertIndicatorIsInDefaultState(macd.Fast);
TestHelper.AssertIndicatorIsInDefaultState(macd.Signal);
TestHelper.AssertIndicatorIsInDefaultState(macd.Signal);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
// Update internal indicator, automatically updates _maximum and _minimum
_MACD.Update(input);
// Update our Stochastics K, automatically updates our Stochastics D variable which is a smoothed version of K
var MACD_K = new IndicatorDataPoint(input.Time, ComputeStoch(_MACD.Current.Value, _maximum.Current.Value, _minimum.Current.Value));
_K.Update(MACD_K);
// With our Stochastic D values calculate PF
var PF = new IndicatorDataPoint(input.Time, ComputeStoch(_D.Current.Value, _maximumD.Current.Value, _minimumD.Current.Value));
_PF.Update(PF);
return(_PFF.Current.Value);
}
public void ComputesCorrectly()
{
var fast = new SimpleMovingAverage(3);
var slow = new SimpleMovingAverage(5);
var signal = new SimpleMovingAverage(3);
var macd = new MovingAverageConvergenceDivergence("macd", 3, 5, 3, MovingAverageType.Simple);
foreach (var data in TestHelper.GetDataStream(7))
{
fast.Update(data);
slow.Update(data);
macd.Update(data);
Assert.AreEqual(fast - slow, macd);
if (fast.IsReady && slow.IsReady)
{
signal.Update(new IndicatorDataPoint(data.Time, macd));
Assert.AreEqual(signal.Current.Value, macd.Current.Value);
}
}
}