/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar > length)
{
var todel = Input[length];
var toadd = Input[0];
var endIndx = length - 1;
for (int i = 0; i < length; ++i)
{
if (prices[i] == todel)
{
if ((i == endIndx) ||
(prices[i + 1] >= toadd))
{
prices[i] = toadd;
break;
}
prices[i] = prices[i + 1];
todel = prices[i];
}
else if (prices[i] > toadd)
{
var tmp = prices[i];
prices[i] = toadd;
toadd = tmp;
}
}
}
else if (CurrentBar < length)
{
Median.Set(Input[0]); return;
}
else // (CurrentBar == length) {
{
for (int j = 0; j < length; j++)
{
prices[j] = Input[j];
}
Array.Sort(prices);
}
if ((length & 1) == 1)
{
Median.Set(prices[length / 2]);
}
else
{
Median.Set(0.5 * (prices[length / 2] + prices[length / 2 - 1]));
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < length)
{
return;
}
if (CurrentBar == length)
{
for (int j = 0; j < length; ++j)
{
prices[j] = Input[j];
}
Array.Sort(prices);
return;
}
if (!CalculateOnBarClose)
{
if (oldprices == null)
{
oldprices = (double[])prices.Clone();
}
if (CurrentBar != lastSeen)
{
lastSeen = CurrentBar;
// this is a new bar, so copy prices to oldprices...
prices.CopyTo(oldprices, 0);
}
else
{
// this is the same bar as the last tick... copy over prices with oldprices...
oldprices.CopyTo(prices, 0);
}
}
double todel = Input[length];
double toadd = Input[0];
double sum = 0;
for (int i = 0; i < length; ++i)
{
if (prices[i] == todel)
{
if ((i == (length - 1)) ||
(prices[i + 1] >= toadd))
{
prices[i] = toadd;
break;
}
prices[i] = prices[i + 1];
todel = prices[i];
}
else if (prices[i] > toadd)
{
double tmp = prices[i];
prices[i] = toadd;
toadd = tmp;
}
}
if ((length & 1) == 1)
{
Median.Set(prices[length / 2]);
}
else
{
Median.Set(0.5 * (prices[length / 2] + prices[length / 2 - 1]));
}
}