public void Dispose()
{
m_context.ReleaseArray(Smooth);
m_context.ReleaseArray(Detrender);
m_context.ReleaseArray(I1);
m_context.ReleaseArray(Q1);
}
public static IList <double> CalcDIM(ISecurity source, int period, IMemoryContext context = null)
{
var bars = source.Bars;
int count = bars.Count;
var trueRange = Series.TrueRange(bars, context);
var atr = Series.EMA(trueRange, period, context);
context?.ReleaseArray((Array)trueRange);
IList <double> diM1 = context?.GetArray <double>(count) ?? new double[count];
for (int i = 1; i < count; i++)
{
var dmP = bars[i].High - bars[i - 1].High;
var dmM = bars[i - 1].Low - bars[i].Low;
if ((dmP < 0 && dmM < 0) || dmP == dmM)
{
dmP = dmM = 0;
}
if (dmP > dmM)
{
dmM = 0;
}
diM1[i] = dmM;
}
var diM2 = Series.EMA(diM1, period, context);
context?.ReleaseArray((Array)diM1);
for (int i = 1; i < count; i++)
{
diM2[i] = atr[i] == 0 ? 0 : diM2[i] / atr[i];
}
context?.ReleaseArray((Array)atr);
return(diM2);
}
public static IList <double> Calc(IList <double> source, int period, IMemoryContext context = null)
{
if (source == null)
{
throw new ArgumentNullException(nameof(source));
}
if (period <= 0)
{
throw new ArgumentOutOfRangeException(nameof(period));
}
var result = context?.GetArray <double>(source.Count) ?? new double[source.Count];
if (result.Length > 0)
{
if (period == 1 || result.Length == 1)
{
source.CopyTo(result, 0);
}
else
{
var ema1 = Series.EMA(source, period, context);
var ema2 = Series.EMA(ema1, period, context);
var ema3 = Series.EMA(ema2, period, context);
for (var i = 0; i < result.Length; i++)
{
result[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];
}
context?.ReleaseArray((Array)ema1);
context?.ReleaseArray((Array)ema2);
context?.ReleaseArray((Array)ema3);
}
}
return(result);
}
public static IList <double> CalcADX(IList <double> source1, IList <double> source2, int period, IMemoryContext context = null)
{
int count = source1.Count;
IList <double> dx1 = context?.GetArray <double>(count) ?? new double[count];
for (int i = 1; i < count; i++)
{
dx1[i] = source1[i] == 0 && source2[i] == 0
? 0
: Math.Abs(source1[i] - source2[i]) / (source1[i] + source2[i]) * 100;
}
var dx2 = Series.EMA(dx1, period, context);
context?.ReleaseArray((Array)dx1);
return(dx2);
}