public override double Update(double newValue)
{
double oldMACD = Fast.Value - Slow.Value;
double oldSignal = Signal.Value;
Fast.Update(newValue);
Slow.Update(newValue);
double newMACD = Fast.Value - Slow.Value;
Signal.Update(newMACD);
double newSignal = Signal.Value;
MACDCrossedSignal = (Math.Sign(oldSignal - oldMACD) != Math.Sign(newSignal - newMACD));
MACDCrossedZero = (Math.Sign(oldMACD) != Math.Sign(newMACD));
MACDStockDivergence = Math.Sign(maxValue - newValue) != Math.Sign(maxMACDValue - newMACD);
if (newValue > maxValue)
{
maxValue = newValue;
}
if (newMACD > maxMACDValue)
{
maxMACDValue = newMACD;
}
MACDValue = newMACD;
SignalValue = newSignal;
return(Value);
}
/// <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(IndicatorDataPoint input)
{
Fast.Update(input);
Slow.Update(input);
var macd = Fast - Slow;
Signal.Update(input.Time, macd);
Histogram.Update(input.Time, macd - Signal);
return(macd);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
Fast.Update(time, input);
Slow.Update(time, input);
var macd = Fast - Slow;
Signal.Update(time, macd);
Histogram.Update(time, macd - Signal);
return(macd);
}
/// <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(IndicatorDataPoint input)
{
Fast.Update(input);
Slow.Update(input);
var macd = Fast - Slow;
if (Fast.IsReady && Slow.IsReady)
{
Signal.Update(input.Time, macd);
}
return(macd);
}
/// <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(IndicatorDataPoint input)
{
var fastReady = Fast.Update(input);
var slowReady = Slow.Update(input);
var macd = Fast.Current.Value - Slow.Current.Value;
if (fastReady && slowReady)
{
if (Signal.Update(input.Time, macd))
{
Histogram.Update(input.Time, macd - Signal.Current.Value);
}
}
return(macd);
}