/// <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(DataPointBar input)
{
_trueRange.Update(input);
if (Samples == 1)
{
_previousInput = input;
return(50m);
}
var buyingPressure = new IndicatorDataPoint {
Price = input.Close - Math.Min(input.Low, _previousInput.Close)
};
_sumBuyingPressure1.Update(buyingPressure);
_sumBuyingPressure2.Update(buyingPressure);
_sumBuyingPressure3.Update(buyingPressure);
_sumTrueRange1.Update(_trueRange.Current);
_sumTrueRange2.Update(_trueRange.Current);
_sumTrueRange3.Update(_trueRange.Current);
_previousInput = input;
if (!IsReady)
{
return(50m);
}
var average1 = _sumBuyingPressure1 / _sumTrueRange1;
var average2 = _sumBuyingPressure2 / _sumTrueRange2;
var average3 = _sumBuyingPressure3 / _sumTrueRange3;
return(100m * (4 * average1 + 2 * average2 + average3) / 7);
}
/// <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(DataPointBar input)
{
_tr.Update(input);
if (!IsReady)
{
_atr.Update(input);
return(input.Close != 0 ? _atr / input.Close * 100 : 0m);
}
if (Samples == _period + 1)
{
// first output value is SMA of TrueRange
_atr.Update(input);
_lastAtrValue = _atr;
}
else
{
// next TrueRange values are smoothed using Wilder's approach
_lastAtrValue = (_lastAtrValue * (_period - 1) + _tr) / _period;
}
return(input.Close != 0 ? _lastAtrValue / input.Close * 100 : 0m);
}
