public PlotCollectionSet GetData(PlotCollectionSet dataset, int nDataIdx, int nLookahead, Guid?guid = null, bool bAddToParams = false)
{
RsiData data = GetRsiData(dataset, nDataIdx, nLookahead, bAddToParams);
return(new PlotCollectionSet(new List <PlotCollection>()
{
data.DstData
}));
}
public RsiData GetRsiData(PlotCollectionSet dataset, int nDataIdx, int nLookahead = 0, bool bAddToParams = false)
{
RsiData data = Pre(dataset, nDataIdx);
for (int i = 0; i < data.SrcData.Count; i++)
{
Process(data, i, null, nLookahead, bAddToParams);
}
MinMax minmax = new MinMax();
minmax.Add(0);
minmax.Add(100);
data.DstData.SetMinMax(minmax);
return(data);
}
/// <summary>
/// Calculate the RSI based on Wilder's formula.
/// </summary>
/// <remarks>
/// @see [Relative Strength Index](https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:relative_strength_index_rsi)
/// </remarks>
/// <param name="data">Specifies the RSI data from the previous cycle.</param>
/// <param name="i">Specifies the current data index.</param>
/// <param name="minmax">Currently, not used here.</param>
/// <param name="nLookahead">Specifies the look ahead value if any.</param>
/// <param name="bAddToParams">Optionally, specifies whether or not to add the RSI to the parameters of the original data.</param>
/// <returns>The new RSI value is returned.</returns>
public double Process(RsiData data, int i, MinMax minmax = null, int nLookahead = 0, bool bAddToParams = false, bool bIgnoreDst = false)
{
bool bActive = false;
if (!bIgnoreDst)
{
Plot plot = new Plot(data.SrcData[i].X, 0, null, false, data.SrcData[i].Index, data.SrcData[i].Action1Active, data.SrcData[i].Action2Active);
data.DstData.Add(plot, false);
}
if (i > 0)
{
double dfChange = data.SrcData[i].Y - data.SrcData[i - 1].Y;
if (i <= m_config.Interval + 1)
{
if (dfChange < 0)
{
data.AveLoss += (dfChange * -1);
}
else
{
data.AveGain += dfChange;
}
if (i == m_config.Interval + 1)
{
data.AveLoss /= data.Interval;
data.AveGain /= data.Interval;
data.Rs = (data.AveLoss == 0) ? 0 : data.AveGain / data.AveLoss;
data.RSI = 100 - (100 / (1 + data.Rs));
bActive = true;
}
}
else if (i > data.Interval + 1)
{
if (dfChange < 0)
{
data.AveLoss = ((data.AveLoss * (data.Interval - 1)) + (-1 * dfChange)) / data.Interval;
data.AveGain = ((data.AveGain * (data.Interval - 1)) + (0)) / data.Interval;
}
else
{
data.AveLoss = ((data.AveLoss * (data.Interval - 1)) + (0)) / data.Interval;
data.AveGain = ((data.AveGain * (data.Interval - 1)) + (dfChange)) / data.Interval;
}
data.Rs = (data.AveLoss == 0) ? 0 : data.AveGain / data.AveLoss;
data.RSI = 100 - (100 / (1 + data.Rs));
bActive = true;
}
}
if (!bIgnoreDst)
{
data.DstData[i].Y = (float)data.RSI;
data.DstData[i].Active = bActive;
}
if (bAddToParams && bActive)
{
data.SrcData[i].SetParameter(data.DstData.Name, (float)data.RSI);
}
return(data.RSI);
}
