/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
public override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Rsi rsi = (Rsi)_dependents[0];
Value[currentBar] = UtilityMethods.Sma(rsi.Avg, currentBar, 3);
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Rsi rsiInd = (Rsi)Dependents[0];
double rsi = rsiInd.Value[currentBar];
double rsiL = UtilityMethods.Min(rsiInd.Value, currentBar, _period);
double rsiH = UtilityMethods.Max(rsiInd.Value, currentBar, _period);
if (rsi != rsiL && rsiH != rsiL)
{
Value[currentBar] = (rsi - rsiL) / (rsiH - rsiL);
}
else
{
Value[currentBar] = 0;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
public override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Rsi rsi = (Rsi)_dependents[0];
double rsiMinValue = UtilityMethods.Min(rsi.Value, currentBar, _periodStoch);
double rsiMaxValue = UtilityMethods.Max(rsi.Value, currentBar, _periodStoch);
double denom = rsiMaxValue - rsiMinValue;
StoRsi[currentBar] = denom > 0.0 ? 100.0 * ((rsi.Value[currentBar] - rsiMinValue) / denom) : 0.0;
// SMA or EMA depending on preference.
SK[currentBar] = UtilityMethods.Sma(StoRsi, currentBar, _periodSK);
SD[currentBar] = UtilityMethods.Sma(SK, currentBar, _periodSD);
//SK[currentBar] = UtilityMethods.Ema(StoRsi, SK, currentBar, _periodSK);
//SD[currentBar] = UtilityMethods.Ema(SK, SD, currentBar, _periodSK);
}
