/// <summary> /// Implements volume bucketing ala Marcos /// </summary> /// <returns></returns> public ZZVPINwithVolumeBar ZZVPINwithVolumeBar(Data.IDataSeries input, int jmaLen, int n_windowsize, int useCDF, int volumeBarSize) { if (cacheZZVPINwithVolumeBar != null) { for (int idx = 0; idx < cacheZZVPINwithVolumeBar.Length; idx++) { if (cacheZZVPINwithVolumeBar[idx].JmaLen == jmaLen && cacheZZVPINwithVolumeBar[idx].N_windowsize == n_windowsize && cacheZZVPINwithVolumeBar[idx].UseCDF == useCDF && cacheZZVPINwithVolumeBar[idx].VolumeBarSize == volumeBarSize && cacheZZVPINwithVolumeBar[idx].EqualsInput(input)) { return(cacheZZVPINwithVolumeBar[idx]); } } } lock (checkZZVPINwithVolumeBar) { checkZZVPINwithVolumeBar.JmaLen = jmaLen; jmaLen = checkZZVPINwithVolumeBar.JmaLen; checkZZVPINwithVolumeBar.N_windowsize = n_windowsize; n_windowsize = checkZZVPINwithVolumeBar.N_windowsize; checkZZVPINwithVolumeBar.UseCDF = useCDF; useCDF = checkZZVPINwithVolumeBar.UseCDF; checkZZVPINwithVolumeBar.VolumeBarSize = volumeBarSize; volumeBarSize = checkZZVPINwithVolumeBar.VolumeBarSize; if (cacheZZVPINwithVolumeBar != null) { for (int idx = 0; idx < cacheZZVPINwithVolumeBar.Length; idx++) { if (cacheZZVPINwithVolumeBar[idx].JmaLen == jmaLen && cacheZZVPINwithVolumeBar[idx].N_windowsize == n_windowsize && cacheZZVPINwithVolumeBar[idx].UseCDF == useCDF && cacheZZVPINwithVolumeBar[idx].VolumeBarSize == volumeBarSize && cacheZZVPINwithVolumeBar[idx].EqualsInput(input)) { return(cacheZZVPINwithVolumeBar[idx]); } } } ZZVPINwithVolumeBar indicator = new ZZVPINwithVolumeBar(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.JmaLen = jmaLen; indicator.N_windowsize = n_windowsize; indicator.UseCDF = useCDF; indicator.VolumeBarSize = volumeBarSize; Indicators.Add(indicator); indicator.SetUp(); ZZVPINwithVolumeBar[] tmp = new ZZVPINwithVolumeBar[cacheZZVPINwithVolumeBar == null ? 1 : cacheZZVPINwithVolumeBar.Length + 1]; if (cacheZZVPINwithVolumeBar != null) { cacheZZVPINwithVolumeBar.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheZZVPINwithVolumeBar = tmp; return(indicator); } }
/// <summary> /// Implements volume bucketing ala Marcos /// </summary> /// <returns></returns> public ZZVPINwithVolumeBar ZZVPINwithVolumeBar(Data.IDataSeries input, int jmaLen, int n_windowsize, int useCDF, int volumeBarSize) { if (cacheZZVPINwithVolumeBar != null) for (int idx = 0; idx < cacheZZVPINwithVolumeBar.Length; idx++) if (cacheZZVPINwithVolumeBar[idx].JmaLen == jmaLen && cacheZZVPINwithVolumeBar[idx].N_windowsize == n_windowsize && cacheZZVPINwithVolumeBar[idx].UseCDF == useCDF && cacheZZVPINwithVolumeBar[idx].VolumeBarSize == volumeBarSize && cacheZZVPINwithVolumeBar[idx].EqualsInput(input)) return cacheZZVPINwithVolumeBar[idx]; lock (checkZZVPINwithVolumeBar) { checkZZVPINwithVolumeBar.JmaLen = jmaLen; jmaLen = checkZZVPINwithVolumeBar.JmaLen; checkZZVPINwithVolumeBar.N_windowsize = n_windowsize; n_windowsize = checkZZVPINwithVolumeBar.N_windowsize; checkZZVPINwithVolumeBar.UseCDF = useCDF; useCDF = checkZZVPINwithVolumeBar.UseCDF; checkZZVPINwithVolumeBar.VolumeBarSize = volumeBarSize; volumeBarSize = checkZZVPINwithVolumeBar.VolumeBarSize; if (cacheZZVPINwithVolumeBar != null) for (int idx = 0; idx < cacheZZVPINwithVolumeBar.Length; idx++) if (cacheZZVPINwithVolumeBar[idx].JmaLen == jmaLen && cacheZZVPINwithVolumeBar[idx].N_windowsize == n_windowsize && cacheZZVPINwithVolumeBar[idx].UseCDF == useCDF && cacheZZVPINwithVolumeBar[idx].VolumeBarSize == volumeBarSize && cacheZZVPINwithVolumeBar[idx].EqualsInput(input)) return cacheZZVPINwithVolumeBar[idx]; ZZVPINwithVolumeBar indicator = new ZZVPINwithVolumeBar(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.JmaLen = jmaLen; indicator.N_windowsize = n_windowsize; indicator.UseCDF = useCDF; indicator.VolumeBarSize = volumeBarSize; Indicators.Add(indicator); indicator.SetUp(); ZZVPINwithVolumeBar[] tmp = new ZZVPINwithVolumeBar[cacheZZVPINwithVolumeBar == null ? 1 : cacheZZVPINwithVolumeBar.Length + 1]; if (cacheZZVPINwithVolumeBar != null) cacheZZVPINwithVolumeBar.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheZZVPINwithVolumeBar = tmp; return indicator; } }