public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie slowK = stockSerie.CalculateFastOscillator((int)this.parameters[0]).CalculateEMA((int)this.parameters[1]);
FloatSerie slowD = slowK.CalculateEMATrailStop((int)this.parameters[2],1);
this.series[0] = slowK;
this.series[0].Name = this.SerieNames[0];
this.series[1] = slowD;
this.series[1].Name = this.SerieNames[1];
// Detecting events
this.CreateEventSeries(stockSerie.Count);
float overbought = (float)this.parameters[3];
float oversold = (float)this.parameters[4];
bool isOverSold = false;
bool isOverBought = false;
for (int i = 1; i < slowK.Count; i++)
{
this.eventSeries[0][i] = (slowD[i - 1] > slowK[i - 1] && slowD[i] < slowK[i]);
this.eventSeries[1][i] = (slowD[i - 1] < slowK[i - 1] && slowD[i] > slowK[i]);
isOverSold = slowK[i] <= oversold;
isOverBought = slowK[i] >= overbought;
this.eventSeries[2][i] = isOverBought;
this.eventSeries[3][i] = isOverSold;
this.eventSeries[4][i] = (!isOverSold) && this.eventSeries[3][i - 1];
this.eventSeries[5][i] = (!isOverBought) && this.eventSeries[2][i - 1];
this.eventSeries[6][i] = slowK[i] > slowD[i];
this.eventSeries[7][i] = slowK[i] < slowD[i];
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie fastK = stockSerie.CalculateFastOscillator((int)this.parameters[0]).Div(100.0f).Sub(0.5f);
FloatSerie oscSerie = new FloatSerie(stockSerie.Count);
int i = 0;
StockDailyValue previousValue = null;
float previousOSCValue = 0.0f;
foreach (StockDailyValue dailyValue in stockSerie.Values)
{
if (previousValue != null)
{
if (fastK[i] > 0)
{
previousOSCValue += (1.0f - previousOSCValue) * fastK[i];
}
else
{
previousOSCValue -= (-1.0f - previousOSCValue) * fastK[i];
}
oscSerie[i] = previousOSCValue;
}
previousValue = dailyValue;
i++;
}
this.series[0] = oscSerie;
this.Series[0].Name = this.Name;
FloatSerie signalSerie = oscSerie.CalculateEMA((int)this.parameters[1]);
this.series[1] = signalSerie;
this.series[1].Name = this.series[0].Name + "_SIGNAL";
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (i = 2; i < oscSerie.Count; i++)
{
this.eventSeries[0][i] = (oscSerie[i] > signalSerie[i]);
this.eventSeries[1][i] = (oscSerie[i] < signalSerie[i]);
this.eventSeries[0][i] = eventSeries[0][i] & !eventSeries[0][i - 1];
this.eventSeries[1][i] = eventSeries[1][i] & !eventSeries[1][i - 1];
}
}