/// <summary>
/// Initializes a new instance of the <see cref="NormalizedAverageTrueRange"/> class using the specified name and period.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the NATR</param>
public NormalizedAverageTrueRange(string name, int period) :
base(name)
{
_period = period;
_tr = new TrueRange(name + "_TR");
_atr = new AverageTrueRange(name + "_ATR", period, MovingAverageType.Simple);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
AverageTrueRange.Reset();
MiddleBand.Reset();
UpperBand.Reset();
LowerBand.Reset();
base.Reset();
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="time"></param>
/// <param name="input">The TradeBar to this indicator on this time step</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
AverageTrueRange.Update(time, input);
var typicalPrice = (input[HighIdx] + input[LowIdx] + input[CloseIdx]) / 3d;
MiddleBand.Update(time, typicalPrice);
// poke the upper/lower bands, they actually don't use the input, they compute
// based on the ATR and the middle band
LowerBand.Update(time, input);
UpperBand.Update(time, input);
return(MiddleBand);
}