/// <summary> /// Stocks and Commodities - February 2013 - The Volatility (Regime) Switch Indicator /// </summary> /// <returns></returns> public VolatilitySwitch VolatilitySwitch(Data.IDataSeries input, int lookBack) { if (cacheVolatilitySwitch != null) { for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++) { if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input)) { return(cacheVolatilitySwitch[idx]); } } } lock (checkVolatilitySwitch) { checkVolatilitySwitch.LookBack = lookBack; lookBack = checkVolatilitySwitch.LookBack; if (cacheVolatilitySwitch != null) { for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++) { if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input)) { return(cacheVolatilitySwitch[idx]); } } } VolatilitySwitch indicator = new VolatilitySwitch(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.LookBack = lookBack; Indicators.Add(indicator); indicator.SetUp(); VolatilitySwitch[] tmp = new VolatilitySwitch[cacheVolatilitySwitch == null ? 1 : cacheVolatilitySwitch.Length + 1]; if (cacheVolatilitySwitch != null) { cacheVolatilitySwitch.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheVolatilitySwitch = tmp; return(indicator); } }
/// <summary> /// Stocks and Commodities - February 2013 - The Volatility (Regime) Switch Indicator /// </summary> /// <returns></returns> public VolatilitySwitch VolatilitySwitch(Data.IDataSeries input, int lookBack) { if (cacheVolatilitySwitch != null) for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++) if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input)) return cacheVolatilitySwitch[idx]; lock (checkVolatilitySwitch) { checkVolatilitySwitch.LookBack = lookBack; lookBack = checkVolatilitySwitch.LookBack; if (cacheVolatilitySwitch != null) for (int idx = 0; idx < cacheVolatilitySwitch.Length; idx++) if (cacheVolatilitySwitch[idx].LookBack == lookBack && cacheVolatilitySwitch[idx].EqualsInput(input)) return cacheVolatilitySwitch[idx]; VolatilitySwitch indicator = new VolatilitySwitch(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.LookBack = lookBack; Indicators.Add(indicator); indicator.SetUp(); VolatilitySwitch[] tmp = new VolatilitySwitch[cacheVolatilitySwitch == null ? 1 : cacheVolatilitySwitch.Length + 1]; if (cacheVolatilitySwitch != null) cacheVolatilitySwitch.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheVolatilitySwitch = tmp; return indicator; } }