/// <summary> /// Resets this indicator to its initial state /// </summary> public override void Reset() { base.Reset(); TrueRange.Reset(); DirectionalMovementPlus.Reset(); DirectionalMovementMinus.Reset(); SmoothedTrueRange.Reset(); SmoothedDirectionalMovementMinus.Reset(); SmoothedDirectionalMovementPlus.Reset(); PositiveDirectionalIndex.Reset(); NegativeDirectionalIndex.Reset(); }
/// <summary> /// Computes the next value of this indicator from the given state /// </summary> /// <param name="input">The input given to the indicator</param> /// <returns>A new value for this indicator</returns> protected override decimal ComputeNextValue(IBaseDataBar input) { TrueRange.Update(input); DirectionalMovementPlus.Update(input); DirectionalMovementMinus.Update(input); SmoothedTrueRange.Update(Current); SmoothedDirectionalMovementMinus.Update(Current); SmoothedDirectionalMovementPlus.Update(Current); if (_previousInput != null) { PositiveDirectionalIndex.Update(Current); NegativeDirectionalIndex.Update(Current); } var diff = Math.Abs(PositiveDirectionalIndex - NegativeDirectionalIndex); var sum = PositiveDirectionalIndex + NegativeDirectionalIndex; var value = sum == 0 ? 50 : ((_period - 1) * Current.Value + 100 * diff / sum) / _period; _previousInput = input; return(value); }