protected override double calculate()
{
if (bars.count() < 6)
{
return(0);
}
if (this[1] < 0)
{
if (bars[0].close < bars[4].close)
{
return(this[1] - 1);
}
}
if (this[1] > 0)
{
if (bars[0].close > bars[4].close)
{
return(this[1] + 1);
}
}
if (bullishPriceFlip())
{
return(1);
}
if (bearishPriceFlip())
{
return(-1);
}
return(0);
}
protected override double calculate()
{
if (values.count() > 1)
{
noise.set(Math.Abs(values[0] - values[1]));
}
if (values.count() <= calcBars)
{
return(values[0]);
}
var signal = Math.Abs(values[0] - values[calcBars]);
var efficiencyRatio = signal / noiseSum;
var smoothingCoefficient = Math.Pow(efficiencyRatio * (decayFast - decaySlow) + decaySlow, 2);
return(this[1] + smoothingCoefficient * (values[0] - this[1]));
}
protected override RegressionBar calculate()
{
if (isMissingData() || slope.hasNaN(1) || slope.hasInfinity(1) || slope.count() < 1)
{
return(RegressionBar.NAN);
}
var intercept = (weightedSum(y) - slope[0] * weightedSum(x)) / weightSum;
return(new RegressionBar(intercept, slope[0], y.last(window), x.last(window), 2, weights));
}
protected override double calculate()
{
if (bars.count() == 1)
{
return(bars[0].range());
}
var prevClose = bars[1].close;
var max = Math.Max(bars[0].high, prevClose);
var min = Math.Min(bars[0].low, prevClose);
return(max - min);
}
protected override double calculate()
{
if (values.count() < (freq * window) + (freq > 1 ? -(freq - 1) : 0))
{
return(values);
}
double res = 0;
if (useGoldenRatio)
{
zeroTo(window, i => res = res + logValues[i * freq] * Math.Pow(1 / g, i * 2 + 1));
}
else
{
zeroTo(window, i => res = res + logValues[i * freq] * sequence[2 * window - (i * 2 + 1)] / sequence[2 * window]);
}
return(Math.Exp(res));
}
protected override double calculate()
{
if (values.count() == 1)
{
return(double.NaN);
}
var changes = values[0] - values[1];
upChanges.set(Math.Max(0.0, changes));
dnChanges.set(-Math.Min(0.0, changes));
double rs;
if (dnAverage == 0)
{
rs = 1000000.0;
}
else
{
rs = upAverage / dnAverage;
}
return(100.0 - (100.0 / (1.0 + rs)));
}
protected bool isMissingData(Spud <double> values)
{
return(values.count() < window || hasInvalidNumbers(values));
}
public bool hasValue(DateTime time)
{
return(timeIndices.ContainsKey(time) && doubles.count() > timeIndices[time]);
}
protected override double calculate()
{
return((values.count() > 1 && !Equals(this[1], double.NaN)) ? (1.0 - lambda) * values + lambda * this[1] : values);
}