/// <summary>
/// Calculate the simple moving average
/// </summary>
/// <param name="startTime">The time to start the calculation from</param>
protected void CalculateSMA(DateTime startTime)
{
foreach (var key in Open.Keys.Where(i => i >= startTime))
{
switch (AppliesTo)
{
case AppliesToEnum.Open:
{
var val = Open.GetPreviousDataValues(key, Period).Sum() / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.High:
{
var val = High.GetPreviousDataValues(key, Period).Sum() / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.Low:
{
var val = Low.GetPreviousDataValues(key, Period).Sum() / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.Close:
{
var val = Close.GetPreviousDataValues(key, Period).Sum() / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.MedianPrice:
{
var val = High.GetPreviousDataValues(key, Period).Sum();
val += Low.GetPreviousDataValues(key, Period).Sum();
val = val / 2;
val = val / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.TypicalPrice:
{
var val = High.GetPreviousDataValues(key, Period).Sum();
val += Low.GetPreviousDataValues(key, Period).Sum();
val += Close.GetPreviousDataValues(key, Period).Sum();
val = val / 3;
val = val / Period;
Data["Buffer"][key] = val;
break;
}
case AppliesToEnum.WeightedClosePrice:
{
Data["Buffer"][key] = 0;
break;
}
}
}
}
