public override void Calculate(int index)
{
if (this.style == IndicatorStyle.QuantStudio)
{
double mdm = 0.0;
double tr = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (int i = index; i >= index - this.length + 1; i--)
{
tr += TR.Value(this.input, i);
mdm += MDM.Value(this.input, i);
}
}
else
{
mdm = this.mdmTS[index - 1] - MDM.Value(this.input, index - this.length) +
MDM.Value(this.input, index);
tr = this.trTS[index - 1] - TR.Value(this.input, index - this.length) +
TR.Value(this.input, index);
}
if (tr != 0.0)
{
double value = mdm / tr * 100.0;
if (!double.IsNaN(value))
{
Add(this.input.GetDateTime(index), value);
}
}
}
this.mdmTS.Add(this.input.GetDateTime(index), mdm);
this.trTS.Add(this.input.GetDateTime(index), tr);
}
else
{
double mdm = 0.0;
double tr = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (var j = index; j >= index - this.length + 1; j--)
{
tr += TR.Value(this.input, j);
mdm += MDM.Value(this.input, j);
}
}
else
{
mdm = this.mdmTS[index - 1] - this.mdmTS[index - 1] / this.length + MDM.Value(this.input, index);
tr = this.trTS[index - 1] - this.trTS[index - 1] / this.length + TR.Value(this.input, index);
}
if (tr != 0.0)
{
double value = mdm / tr * 100.0;
if (!double.IsNaN(value))
{
Add(this.input.GetDateTime(index), value);
}
}
}
this.mdmTS.Add(this.input.GetDateTime(index), mdm);
this.trTS.Add(this.input.GetDateTime(index), tr);
}
}
public override void Calculate(int index)
{
if (index >= this.length)
{
int num = -1 * this.length;
double value;
if (this.style == IndicatorStyle.QuantStudio)
{
if (index == this.length)
{
var sum = 0d;
for (var i = index; i > index - this.length; i--)
{
sum += TR.Value(this.input, i);
}
value = sum / this.length;
}
else
{
value = (this[index - 1 + num] * this.length + TR.Value(this.input, index) - TR.Value(this.input, index - this.length)) / this.length;
}
}
else if (index == this.length)
{
var sum = 0d;
for (var j = index; j > index - this.length; j--)
{
sum += TR.Value(this.input, j);
}
value = sum / this.length;
}
else
{
value = (base[this.input.GetDateTime(index - 1)] * this.length + TR.Value(this.input, index) - TR.Value(this.input, index - this.length)) / this.length;
}
Add(this.input.GetDateTime(index), value);
}
}
public static double Value(ISeries input, int index, int length)
{
return(index < length
? double.NaN
: SMA.Value(input, index, length, BarData.Typical) - Enumerable.Range(index - length + 1, length).Reverse().Sum(i => TR.Value(input, i)) / length);
}
