/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previous = null;
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
FastStoch.Reset();
StochK.Reset();
StochD.Reset();
_maximum.Reset();
_minimum.Reset();
_sumFastK.Reset();
_sumSlowK.Reset();
base.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previousInput = null;
_trueRange.Reset();
_directionalMovementPlus.Reset();
_directionalMovementMinus.Reset();
_smoothedTrueRange.Reset();
_smoothedDirectionalMovementPlus.Reset();
_smoothedDirectionalMovementMinus.Reset();
_averageDirectionalIndex.Reset();
PositiveDirectionalIndex.Reset();
NegativeDirectionalIndex.Reset();
base.Reset();
}
/// <summary>
/// Initializes a new instance of the <see cref="AverageDirectionalIndex"/> class.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="period">The period.</param>
public AverageDirectionalIndex(string name, int period)
: base(name)
{
_period = period;
_trueRange = new FunctionalIndicator(name + "_TrueRange",
ComputeTrueRange,
isReady => _previousInput != null
);
_directionalMovementPlus = new FunctionalIndicator(name + "_PositiveDirectionalMovement",
ComputePositiveDirectionalMovement,
isReady => _previousInput != null
);
_directionalMovementMinus = new FunctionalIndicator(name + "_NegativeDirectionalMovement",
ComputeNegativeDirectionalMovement,
isReady => _previousInput != null
);
PositiveDirectionalIndex = new FunctionalIndicator(name + "_PositiveDirectionalIndex",
(time, input) => {
// Computes the Plus Directional Indicator(+DI period).
if (_smoothedTrueRange != 0 && _smoothedDirectionalMovementPlus.IsReady)
{
return((DoubleArray)100d * _smoothedDirectionalMovementPlus / _smoothedTrueRange);
}
return(Constants.Zero);
},
positiveDirectionalIndex => _smoothedDirectionalMovementPlus.IsReady,
() => {
_directionalMovementPlus.Reset();
_trueRange.Reset();
}
);
NegativeDirectionalIndex = new FunctionalIndicator(name + "_NegativeDirectionalIndex",
(time, input) => {
// Computes the Minus Directional Indicator(-DI period).
if (_smoothedTrueRange != 0 && _smoothedDirectionalMovementMinus.IsReady)
{
return(100d * _smoothedDirectionalMovementMinus / _smoothedTrueRange);
}
return(Constants.Zero);
},
negativeDirectionalIndex => _smoothedDirectionalMovementMinus.IsReady,
() => {
_directionalMovementMinus.Reset();
_trueRange.Reset();
}
);
_smoothedTrueRange = new FunctionalIndicator(name + "_SmoothedTrueRange",
(time, input) => {
// Computes the Smoothed True Range value.
var value = Samples > _period + 1 ? _smoothedTrueRange / _period : Constants.Zero;
return(_smoothedTrueRange + _trueRange - value);
},
isReady => Samples > period
);
_smoothedDirectionalMovementPlus = new FunctionalIndicator(name + "_SmoothedDirectionalMovementPlus",
(time, input) => {
// Computes the Smoothed Directional Movement Plus value.
var value = Samples > _period + 1 ? _smoothedDirectionalMovementPlus / _period : Constants.Zero;
return(_smoothedDirectionalMovementPlus + _directionalMovementPlus - value);
},
isReady => Samples > period
);
_smoothedDirectionalMovementMinus = new FunctionalIndicator(name + "_SmoothedDirectionalMovementMinus",
(time, input) => {
// Computes the Smoothed Directional Movement Minus value.
var value = Samples > _period + 1 ? _smoothedDirectionalMovementMinus / _period : Constants.Zero;
return(_smoothedDirectionalMovementMinus + _directionalMovementMinus - value);
},
isReady => Samples > period
);
_averageDirectionalIndex = new WilderMovingAverage(period);
}