public void Calculate()
{
//var currentSampleCounter = Samples.IndexOf(Sample);
var previousCandlesCount = Samples.Count(a => a.Candle.Timestamp < Sample.Candle.Timestamp);
// For MFI
if (previousCandlesCount > 0)
{
// This line uses a function in the candle class to set the Money Flow Change by passing the previous typical price
var previousTypicalPrice = Samples.Where(a => a.Candle.Timestamp < Sample.Candle.Timestamp).OrderByDescending(a => a.Candle.Timestamp).Take(1).FirstOrDefault().TypicalPrice;
MoneyFlowChange = Sample.TypicalPrice - previousTypicalPrice;
}
else
{
MoneyFlowChange = 0;
}
if (previousCandlesCount >= MFIPeriod - 1) // We have enough candles we can actually start calculating the MFI
{
// Have to start with MoneyFlowRatio
// Positive flow gets the sum of all the raw money flow on days where money flow change was positive, negative flow is opposite.
decimal?PositiveFlow = Samples.Where(a => a.Candle.Timestamp <= Sample.Candle.Timestamp).OrderByDescending(a => a.Candle.Timestamp).Take(MFIPeriod).Where(a => ((MFIIndicator)a.Indicators["mfi"]).MoneyFlowChange > 0).Sum(a => a.RawMoneyFlow);
decimal?NegativeFlow = Samples.Where(a => a.Candle.Timestamp <= Sample.Candle.Timestamp).OrderByDescending(a => a.Candle.Timestamp).Take(MFIPeriod).Where(a => ((MFIIndicator)a.Indicators["mfi"]).MoneyFlowChange < 0).Sum(a => a.RawMoneyFlow);
if (NegativeFlow != 0)
{
MoneyFlowRatio = PositiveFlow / NegativeFlow;
}
MFI = 100 - (100 / (1 + MoneyFlowRatio));
}
}
public void Calculate()
{
double p1 = MACDEmaPeriod + 1;
double MACDEMAMultiplier = Convert.ToDouble(2 / p1);
MACDLine = (Sample.EMAshort.Value - Sample.EMAlong.Value); // default is 12EMA - 26EMA
var previousCandlesCount = Samples.Count(a => a.Candle.Timestamp < Sample.Candle.Timestamp);
if (previousCandlesCount == Sample.EMAlong.Period + MACDEmaPeriod - 1)
{
// Set this to SMA of MACDLine to seed it
Signal = Samples.Where(a => a.Candle.Timestamp <= Sample.Candle.Timestamp).OrderByDescending(a => a.Candle.Timestamp).Take(MACDEmaPeriod).Average(a => (((MACDIndicator)a.Indicators["macd"]).MACDLine));
}
else if (previousCandlesCount > Sample.EMAlong.Period + MACDEmaPeriod - 1)
{
// We can calculate this EMA based off past Candle EMAs
double?lastMACDSignalLine = ((MACDIndicator)Samples.Where(a => a.Candle.Timestamp < Sample.Candle.Timestamp).OrderByDescending(a => a.Candle.Timestamp).Take(1).FirstOrDefault().Indicators["macd"]).Signal;
Signal = ((MACDLine - lastMACDSignalLine.Value) * MACDEMAMultiplier) + lastMACDSignalLine.Value;
}
Histogram = MACDLine - Signal;
}
public override string ToString()
{
return(Label.Value + " " + SampleCountPerRecord.Value.ToString() + "/" + Samples.Count().ToString() + " ["
+ string.Join <TAL>(",", Samples.Skip(0).Take(10).ToArray()) + " ...]");
}
public override string ToString()
{
return("Channel: " + Channel + " Count: " + Samples.Count());
}
