/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bars.update();
var maval = smoother.next(Input[0]);
band.update(Input[0], maval);
BandHigh.Set(bandSmoother1.next(band.UpperBand));
BandLow.Set(bandSmoother2.next(band.LowerBand));
MidLine.Set(maval);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var oldHigh = bars.High;
var oldClose = bars.Close;
var oldLow = bars.Low;
bars.update();
// true range...
var trval = truerange.next(Math.Max(bars.High - bars.Low,
Math.Max(bars.High - oldClose, oldClose - bars.Low)));
if (trval == 0.0)
{
trval = 0.000001;
}
// RWT try upmove/dnmove = Median[0] - Median[1];
// instead of High - Close[1] , Close[1] - Low[0];
var upmove = Math.Max(0, bars.High - oldHigh);
var dnmove = Math.Max(0, oldLow - bars.Low);
if (upmove > dnmove)
{
dnmove = 0;
}
else
{
upmove = 0;
}
var dplusval = dplus.next(upmove);
var dminval = dminus.next(dnmove);
var dmiplus = 100.0 * dplusval / trval;
var dmiminus = 100.0 * dminval / trval;
var dmisum = dmiplus + dmiminus;
var dmidiff = Math.Abs(dmiplus - dmiminus);
var adxval = 100.0 * adx.next((dmisum > 0)?(dmidiff / dmisum):0.5);
ADX.Set(adxval);
if (adxval < oldADX)
{
PlotColors[0][0] = Color.Gray;
}
DMPlus.Set(dmiplus);
DMMinus.Set(dmiminus);
oldADX = adxval;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
habars.update();
HAMid.Set((habars.High + habars.Low) * 0.5);
HAHigh.Set(habars.High);
HALow.Set(habars.Low);
Color col;
if (habars.Open < habars.Close)
{
col = ((habars.Low < habars.Open)?ltup:upcolor);
}
else
{
col = ((habars.High > habars.Open)?ltdn:dncolor);
}
PlotColors[0][0] = col;
PlotColors[1][0] = col;
PlotColors[2][0] = col;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bars.update();
var nextFilt = filter.next((bars.High + bars.Low) * 0.5);
var slope = linreg.next(nextFilt);
if ((nextFilt > lastFilt) &&
(slope <= 0))
{
ProxyLine.Set(lastProxy);
}
else if ((nextFilt < lastFilt) &&
(slope >= 0))
{
ProxyLine.Set(lastProxy);
}
else
{
// either everything is flat, or the
// med and slope agree...
bool assumeUp = (slope > 0);
if (slope == 0)
{
if (nextFilt != lastFilt)
{
assumeUp = (nextFilt > lastFilt);
}
else
{
assumeUp = dirUp;
}
}
if (assumeUp)
{
ProxyLine.Set(Math.Max(lastProxy, nextFilt));
}
else
{
ProxyLine.Set(Math.Min(lastProxy, nextFilt));
}
}
var newDirUp = dirUp;
if (ProxyLine[0] > lastProxy)
{
newDirUp = true;
}
else if (ProxyLine[0] < lastProxy)
{
newDirUp = false;
}
bool upbar = bars.Close > bars.Open;
bool dnbar = bars.Close < bars.Open;
// if we're based on bars, use the actual bars themselves, too...
if (onBasicBars)
{
upbar = upbar || (Close[0] > Open[0]) || (High[0] == Close[0]);
dnbar = dnbar || (Close[0] < Open[0]) || (Low[0] == Close[0]);
}
double upRefLoc = 0;
double dnRefLoc = 0;
if (onBasicBars)
{
upRefLoc = High[0];
dnRefLoc = Low[0];
}
else
{
upRefLoc = Input[0];
dnRefLoc = Input[0];
}
// exceptions that hold the proxy in place for a bit...
if ((!newDirUp && dirUp && upbar) ||
(newDirUp && !dirUp && dnbar) ||
(!newDirUp && dirUp && (lastProxy <= (upRefLoc + actualTolerance))) ||
(newDirUp && !dirUp && (lastProxy >= (dnRefLoc - actualTolerance))) ||
((ProxyLine[0] > lastProxy) && (dnbar || (upRefLoc < ProxyLine[0]))) ||
((ProxyLine[0] < lastProxy) && (upbar || (dnRefLoc > ProxyLine[0])))
)
{
newDirUp = dirUp;
ProxyLine.Set(lastProxy);
}
PlotColors[0][0] = (newDirUp?upColor:dnColor);
dirUp = newDirUp;
lastFilt = nextFilt;
lastProxy = ProxyLine[0];
}