コード例 #1
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            TIOutput ti = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = Math.Truncate(WealthLab.Indicators.CumUp.Series(_data.Close, 3)[_data.Count - 1]);
            return(ti);
        }
コード例 #2
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            DataSeries roc = WealthLab.Indicators.DPO.Series(_data.Close, 20);
            TIOutput   ti  = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = roc[roc.Count - 1];
            return(ti);
        }
コード例 #3
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            DataSeries stoRSI = WealthLab.Indicators.StochRSI.Series(_data.Close, 14);
            TIOutput   ti     = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = stoRSI[stoRSI.Count - 1];
            return(ti);
        }
コード例 #4
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            DataSeries avg = WealthLab.Indicators.AveragePrice.Series(_data);

            TIOutput ti = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = avg[avg.Count - 1];
            return(ti);
        }
コード例 #5
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            DataSeries PctR    = WealthLab.Indicators.WilliamsR.Series(_data, 14);
            DataSeries SmoothR = WealthLab.Indicators.WilderMA.Series(PctR, 4);
            TIOutput   ti      = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = SmoothR[SmoothR.Count - 1];
            return(ti);
        }
コード例 #6
0
        public override TIOutput GetCurrentValue(List <TradeBucket> buckets)
        {
            BucketsToBars(buckets);
            DataSeries roc = WealthLab.Indicators.MFI.Series(_data, 14);
            TIOutput   ti  = new TIOutput();

            ti.Id    = this.Id;
            ti.Time  = buckets[buckets.Count - 1].Time;
            ti.Value = roc[roc.Count - 1];
            if (double.IsNaN(ti.Value))
            {
                ti.Value = 0;
            }
            decimal val = (decimal)ti.Value;

            return(ti);
        }