public void Set(double high, double low, double close)
{
maxK.Set(high);
minK.Set(low);
den = maxK.Get() - minK.Get();
nom = close - minK.Get();
sumD.Set(den);
sumNom.Set(nom);
K = 100 * sumNom.Get() / (sumD.Get() == 0 ? 1.0 : sumD.Get());
kSMA.Set(K);
D = kSMA.Get();
}
public void Set(double curVal)
{
if (count == 0)
{
up = 0;
down = 0;
}
else
{
down = Math.Max(lastVal - curVal, 0);
up = Math.Max(curVal - lastVal, 0);
if ((count + 1) < Period)
{
if ((count + 1) == (Period - 1))
{
avg = 50;
}
}
else
{
if ((count + 1) == Period)
{
avgDown = downSMA.Get();
avgUp = upSMA.Get();
}
else
{
// Rest of averages are smoothed
avgDown = (avgDown * (Period - 1) + down) / Period;
avgUp = (avgUp * (Period - 1) + up) / Period;
}
double rs = avgUp / (avgDown == 0 ? 1 : avgDown);
double rsi = 100 - (100 / (1 + rs));
double rsiAvg = (2.0 / (1 + Smooth)) * rsi + (1 - (2.0 / (1 + Smooth))) * avg;
avg = rsiAvg;
val = rsi;
}
}
if ((count + 1) <= Period)
{
downSMA.Set(down);
upSMA.Set(up);
}
lastVal = curVal;
count++;
}
public void Set(double curVal)
{
buff.Insert(0, curVal);
if (count == 0)
{
val = 0;
}
else
{
double mean = 0;
sma.Set(curVal);
for (int idx = Math.Min(buff.Count - 1, Period - 1); idx >= 0; idx--)
{
mean += Math.Abs((double)buff[idx] - sma.Get());
}
val = (curVal - sma.Get()) / (mean == 0 ? 1 : (0.015 * (mean / Math.Min(Period, count + 1))));
}
if (buff.Count == Period + 1)
{
buff.RemoveAt(Period);
}
count++;
}