// HEIKIN-ASHI
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <HeikinAshiResult> GetHeikinAshi <TQuote>(
IEnumerable <TQuote> history)
where TQuote : IQuote
{
// sort history
List <TQuote> historyList = history.Sort();
// check parameter arguments
ValidateHeikinAshi(history);
// initialize
List <HeikinAshiResult> results = new List <HeikinAshiResult>(historyList.Count);
decimal?prevOpen = null;
decimal?prevClose = null;
// roll through history
for (int i = 0; i < historyList.Count; i++)
{
TQuote h = historyList[i];
// close
decimal close = (h.Open + h.High + h.Low + h.Close) / 4;
// open
decimal open = (prevOpen == null) ? (h.Open + h.Close) / 2
: (decimal)(prevOpen + prevClose) / 2;
// high
decimal[] arrH = { h.High, open, close };
decimal high = arrH.Max();
// low
decimal[] arrL = { h.Low, open, close };
decimal low = arrL.Min();
HeikinAshiResult result = new HeikinAshiResult
{
Date = h.Date,
Open = open,
High = high,
Low = low,
Close = close
};
results.Add(result);
// save for next iteration
prevOpen = open;
prevClose = close;
}
return(results);
}
// HEIKIN-ASHI
public static IEnumerable <HeikinAshiResult> GetHeikinAshi(IEnumerable <Quote> history)
{
// clean quotes
history = Cleaners.PrepareHistory(history);
// check parameters
ValidateHeikinAshi(history);
// initialize
List <HeikinAshiResult> results = new List <HeikinAshiResult>();
decimal?prevOpen = null;
decimal?prevClose = null;
foreach (Quote h in history)
{
// close
decimal close = (h.Open + h.High + h.Low + h.Close) / 4;
// open
decimal open = (prevOpen == null) ? (h.Open + h.Close) / 2 : (decimal)(prevOpen + prevClose) / 2;
// high
decimal[] arrH = { h.High, open, close };
decimal high = arrH.Max();
// low
decimal[] arrL = { h.Low, open, close };
decimal low = arrL.Min();
HeikinAshiResult result = new HeikinAshiResult
{
Index = (int)h.Index,
Date = h.Date,
Open = open,
High = high,
Low = low,
Close = close
};
results.Add(result);
// save for next iteration
prevOpen = open;
prevClose = close;
}
return(results);
}
// HEIKIN-ASHI
public static IEnumerable <HeikinAshiResult> GetHeikinAshi(IEnumerable <Quote> history)
{
// clean quotes
history = Cleaners.PrepareHistory(history);
// check exceptions
int qtyHistory = history.Count();
int minHistory = 2;
if (qtyHistory < minHistory)
{
throw new BadHistoryException("Insufficient history provided for Heikin-Ashi. " +
string.Format("You provided {0} periods of history when {1} is required.", qtyHistory, minHistory));
}
// initialize
List <HeikinAshiResult> results = new List <HeikinAshiResult>();
decimal?prevOpen = null;
decimal?prevClose = null;
foreach (Quote h in history)
{
// close
decimal close = (h.Open + h.High + h.Low + h.Close) / 4;
// open
decimal open = (prevOpen == null) ? (h.Open + h.Close) / 2 : (decimal)(prevOpen + prevClose) / 2;
// high
decimal[] arrH = { h.High, open, close };
decimal high = arrH.Max();
// low
decimal[] arrL = { h.Low, open, close };
decimal low = arrL.Min();
// trend (bullish (buy / green), bearish (sell / red)
// strength (size of directional shadow / no shadow is strong)
bool trend;
decimal strength;
if (close > open)
{
trend = true;
strength = open - low;
}
else
{
trend = false;
strength = high - open;
}
HeikinAshiResult result = new HeikinAshiResult
{
Index = (int)h.Index,
Date = h.Date,
Open = open,
High = high,
Low = low,
Close = close,
IsBullish = trend,
Weakness = strength,
};
results.Add(result);
// save for next iteration
prevOpen = open;
prevClose = close;
}
return(results);
}
// HEIKIN-ASHI
public static IEnumerable <HeikinAshiResult> GetHeikinAshi(IEnumerable <Quote> history)
{
// clean quotes
history = Cleaners.PrepareHistory(history);
// check parameters
ValidateHeikinAshi(history);
// initialize
List <HeikinAshiResult> results = new List <HeikinAshiResult>();
decimal?prevOpen = null;
decimal?prevClose = null;
bool prevTrend = false;
foreach (Quote h in history)
{
// close
decimal close = (h.Open + h.High + h.Low + h.Close) / 4;
// open
decimal open = (prevOpen == null) ? (h.Open + h.Close) / 2 : (decimal)(prevOpen + prevClose) / 2;
// high
decimal[] arrH = { h.High, open, close };
decimal high = arrH.Max();
// low
decimal[] arrL = { h.Low, open, close };
decimal low = arrL.Min();
// trend (bullish (buy / green), bearish (sell / red)
// strength (size of directional shadow / no shadow is strong)
bool trend;
decimal strength;
if (close > open)
{
trend = true;
strength = open - low;
}
else if (close < open)
{
trend = false;
strength = high - open;
}
else
{
trend = prevTrend;
strength = high - low;
}
HeikinAshiResult result = new HeikinAshiResult
{
Index = (int)h.Index,
Date = h.Date,
Open = open,
High = high,
Low = low,
Close = close,
IsBullish = trend,
Weakness = strength,
};
results.Add(result);
// save for next iteration
prevOpen = open;
prevClose = close;
prevTrend = trend;
}
return(results);
}