/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bars.update();
var maval = smoother.next(Input[0]);
band.update(Input[0], maval);
BandHigh.Set(bandSmoother1.next(band.UpperBand));
BandLow.Set(bandSmoother2.next(band.LowerBand));
MidLine.Set(maval);
}
protected override void OnBarUpdate()
{
double RSI_value = RSI(this.RSIPeriod, 1)[0];
this._RSI_List.Set(RSI_value);
double PRICE_value = SMA(this._RSI_List, this.PricePeriod)[0];
PriceLine.Set(PRICE_value);
double SIGNAL_value = SMA(this._RSI_List, this.SignalPeriod)[0];
SignalLine.Set(SIGNAL_value);
double AVG_value = SMA(this._RSI_List, this.BandPeriod)[0];
Average.Set(AVG_value);
MidLine.Set(50);
double stdDevValue = StdDev(this._RSI_List, this.BandPeriod)[0];
Upper.Set(AVG_value + this.StdDevNumber * stdDevValue);
Lower.Set(AVG_value - this.StdDevNumber * stdDevValue);
PlotColors[0][0] = this.Main;
PlotColors[1][0] = this.Signal;
PlotColors[2][0] = this.BBAverage;
PlotColors[3][0] = this.BBUpper;
PlotColors[4][0] = this.BBLower;
if (AVG_value > 50)
{
PlotColors[5][0] = this.MidPositive;
}
else
{
PlotColors[5][0] = this.MidNegative;
}
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
Plots[1].PenStyle = this.Dash1Style;
Plots[1].Pen.Width = this.Plot1Width;
Plots[2].PenStyle = this.Dash2Style;
Plots[2].Pen.Width = this.Plot2Width;
Plots[3].PenStyle = this.Dash3Style;
Plots[3].Pen.Width = this.Plot3Width;
Plots[4].PenStyle = this.Dash3Style;
Plots[4].Pen.Width = this.Plot3Width;
Plots[5].PenStyle = this.Dash3Style;
Plots[5].Pen.Width = this.Plot3Width;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar > prevBar)
{
// NEW BAR PROCESSING
prevBar = CurrentBar;
if (barsToDisplay > 0 && prevBar > barsToDisplay)
{
UpperBand.Reset(barsToDisplay);
LowerBand.Reset(barsToDisplay);
MidLine.Reset(barsToDisplay);
}
// midline
var gv = newGaussVal(prevMedian, avgTotal);
if (++curGaussIdx > poles)
{
curGaussIdx = 0;
}
avg[curGaussIdx] = gv;
avgTotal = calcAvgTotal();
prevMedian = -1;
// runerr
devSum = cdevSum;
devs[curIdx] = cnewVal;
if (++curIdx >= devLen)
{
curIdx = 0;
}
// smooth bands
ubema1 = cubema1;
ubema2 = cubema2;
ubema3 = cubema3;
lbema1 = clbema1;
lbema2 = clbema2;
lbema3 = clbema3;
}
if (prevMedian != Median[0])
{
prevMedian = Median[0];
// midline...
var ngv = newGaussVal(prevMedian, avgTotal);
// runerr...
cnewVal = prevMedian - ngv;
cnewVal = cnewVal * cnewVal;
cdevSum = devSum - devs[curIdx] + cnewVal;
var stdDev = numDevs * Math.Sqrt(Math.Max(cdevSum / devLen, 1e-10));
// smooth bands...
cubema1 = ubema1 + balpha1 * (ngv + stdDev - ubema1);
cubema2 = ubema2 + balpha2 * (ngv + stdDev - ubema2);
cubema3 = ubema3 + balpha3 * (cubema2 + cubema2 - cubema1 - ubema3);
clbema1 = lbema1 + balpha1 * (ngv - stdDev - lbema1);
clbema2 = lbema2 + balpha2 * (ngv - stdDev - lbema2);
clbema3 = lbema3 + balpha3 * (clbema2 + clbema2 - clbema1 - lbema3);
UpperBand.Set(cubema3);
LowerBand.Set(clbema3);
MidLine.Set(ngv);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar > prevBar)
{
prevBar = CurrentBar;
if (CurrentBar == 0)
{
cema1 = Median[0];
cema2 = cema1;
cema3 = cema1;
cubema1 = cema1;
cubema2 = cema1;
cubema3 = cema1;
clbema1 = cema1;
clbema2 = cema1;
clbema3 = cema1;
cnewVal = 0.0;
cdevSum = 0.0;
}
// midline
ema1 = cema1;
ema2 = cema2;
ema3 = cema3;
prevMedian = -1;
// runerr
devSum = cdevSum;
devs[curIdx] = cnewVal;
if (++curIdx >= devLen)
{
curIdx = 0;
}
// smooth bands
ubema1 = cubema1;
ubema2 = cubema2;
ubema3 = cubema3;
lbema1 = clbema1;
lbema2 = clbema2;
lbema3 = clbema3;
}
if (prevMedian != Median[0])
{
prevMedian = Median[0];
// midline...
cema1 = ema1 + alpha1 * (prevMedian - ema1);
cema2 = ema2 + alpha2 * (prevMedian - ema2);
cema3 = ema3 + alpha3 * (cema2 + cema2 - cema1 - ema3);
// runerr...
cnewVal = prevMedian - cema3;
cnewVal = cnewVal * cnewVal;
cdevSum = devSum - devs[curIdx] + cnewVal;
var stdDev = numDevs * Math.Sqrt(Math.Max(cdevSum / devLen, 1e-10));
// smooth bands...
cubema1 = ubema1 + balpha1 * (cema3 + stdDev - ubema1);
cubema2 = ubema2 + balpha2 * (cema3 + stdDev - ubema2);
cubema3 = ubema3 + balpha3 * (cubema2 + cubema2 - cubema1 - ubema3);
clbema1 = lbema1 + balpha1 * (cema3 - stdDev - lbema1);
clbema2 = lbema2 + balpha2 * (cema3 - stdDev - lbema2);
clbema3 = lbema3 + balpha3 * (clbema2 + clbema2 - clbema1 - lbema3);
UpperBand.Set(cubema3);
LowerBand.Set(clbema3);
MidLine.Set(cema3);
}
}
