/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
if (_previousInputs.IsReady)
{
var a = input.Close - input.Open;
var b = _previousInputs[0].Close - _previousInputs[0].Open;
var c = _previousInputs[1].Close - _previousInputs[1].Open;
var d = _previousInputs[2].Close - _previousInputs[2].Open;
var e = input.High - input.Low;
var f = _previousInputs[0].High - _previousInputs[0].Low;
var g = _previousInputs[1].High - _previousInputs[1].Low;
var h = _previousInputs[2].High - _previousInputs[2].Low;
CloseBand.Update(input.Time, (a + 2 * (b + c) + d) / 6);
RangeBand.Update(input.Time, (e + 2 * (f + g) + h) / 6);
if (CloseBand.IsReady && RangeBand.IsReady && RangeBand != 0m)
{
_previousInputs.Add(input);
var rvi = CloseBand / RangeBand;
Signal?.Update(input.Time, rvi); // Checks for null before updating.
return(rvi);
}
}
_previousInputs.Add(input);
return(0m);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
CloseBand.Reset();
RangeBand.Reset();
_previousInputs.Reset();
Signal?.Reset();
}
