internal void Init(Bar b)
{
ea.Print("MACD2 Init.");
counter = 0;
priceClose = (double)b.Close;
priceOpen = (double)b.Open;
priceAvg = (priceClose + priceOpen) / 2;
FTR_ALMA.Init(priceAvg);
FTR.Init(b);
ftr = 0;
ftr_alma = 0;
ftrisRising = false;
ftrisFalling = false;
trendDir = 0;
prevTrendDir = 0;
prevState = 0;
trendChanged = false;
stateChanged = false;
ftr_low = false;
}
internal void Init(Bar theBar)
{
ea.Print("FISHER Init.");
counter = 0;
// initialise Stoch variables
priceClose = (double)theBar.Close;
priceHigh = (double)theBar.High;
priceLow = (double)theBar.Low;
thePrice = (priceClose + priceHigh) / 2;
highestValue_Prev = 0;
lowestValue_Prev = 0;
prevStochastic = 0;
RMSFast_Upper.Init(0);
RMSFast_Lower.Init(0);
RMSFast.Init(0);
SIGNAL.Init(0);
Qprices.Clear();
for (int i = 0; i < IndicatorPeriod; i++)
{
Qprices.Enqueue(thePrice);
}
// initialise 2-Pole Price Super Smoother Variables
a1 = Math.Exp(-1.414 * 3.1459 / SuperSmootherPeriod);
b1 = 2 * a1 * Math.Cos(Math.PI * (1.414 * 180 / SuperSmootherPeriod) / 180.0);
c2 = b1;
c3 = -a1 * a1;
c1 = 1 - c2 - c3;
thePriceSmooth = 0;
thePriceSmooth_Prev1 = 0;
thePriceSmooth_Prev2 = 0;
thePriceSmooth_Prev3 = 0;
HPSmooth = 0;
HPSmooth_Prev1 = 0;
HPSmooth_Prev2 = 0;
HPSmooth_Prev3 = 0;
// initialise 3-Pole Stoch Super Smoother Variables
a1_Stoch = Math.Exp(-3.1459 / SuperSmootherPeriod_Stoch);
b1_Stoch = 2 * a1_Stoch * Math.Cos(Math.PI * (1.738 * 180 / SuperSmootherPeriod_Stoch) / 180.0);
c1_Stoch = a1_Stoch * a1_Stoch;
coef2_Stoch = b1_Stoch + c1_Stoch;
coef3_Stoch = -(c1_Stoch + b1_Stoch * c1_Stoch);
coef4_Stoch = c1_Stoch * c1_Stoch;
coef1_Stoch = 1 - coef2_Stoch - coef3_Stoch - coef4_Stoch;
StochSmooth = 0;
StochSmooth_Prev1 = 0;
StochSmooth_Prev2 = 0;
StochSmooth_Prev3 = 0;
// initialise HP Filter
alpha1 = (Math.Cos(Math.PI * (0.707 * 360 / (HPPeriod)) / 180.0) + Math.Sin(Math.PI * (0.707 * 360 / (HPPeriod)) / 180.0) - 1) / (Math.Cos(Math.PI * (0.707 * 360 / (HPPeriod)) / 180.0));
HP = 0;
HP_Prev1 = 0;
HP_Prev2 = 0;
thePrice_Prev1 = 0;
thePrice_Prev2 = 0;
// initialise Bandpass filter
//beta1 = (Math.Cos(Math.PI * (360 / (IndicatorPeriod)) / 180.0));
//gamma1 = 1 / (Math.Cos(Math.PI * (360 * BandWidth / (IndicatorPeriod)) / 180.0));
//alpha2 = gamma1 - Math.Sqrt(gamma1 * gamma1) - 1;
rms = 0;
rms_upper = 0;
rms_lower = 0;
signal = 0;
}