public static decimal TrueRange(HistoricalValue current, HistoricalValue prev)
{
return(Math.Max((current.High - prev.Close), AbsMax()));
decimal AbsMax()
{
return(Math.Max(Math.Abs(current.High - prev.Close), Math.Abs(current.Low - prev.Close)));
}
}
private OpcDataValue CreateDataValue(HistoricalValue hv)
{
var processedValue = m_ValueProcessor(m_DataValueProcessor(hv.Value).Value);
return(new OpcDataValue(processedValue, hv.TimeStamp));
}
