protected override void Calculate(int index) { double Data1 = double.NaN; if (this.fStyle == EIndicatorStyle.QuantStudio) { double Data2 = 0.0; double Data3 = 0.0; if (index >= this.fLength + this.fInput.FirstIndex) { if (index == this.fLength + this.fInput.FirstIndex) { for (int index1 = index; index1 >= index - this.fLength + 1; --index1) { Data3 += TR.Value(this.fInput, index1); Data2 += PDM.Value(this.fInput, index1); } } else { Data2 = this.fPDM[index - 1] - PDM.Value(this.fInput, index - this.fLength) + PDM.Value(this.fInput, index); Data3 = this.fTR[index - 1] - TR.Value(this.fInput, index - this.fLength) + TR.Value(this.fInput, index); } if (Data3 != 0.0) { Data1 = Data2 / Data3 * 100.0; } } this.fPDM.Add(this.fInput.GetDateTime(index), Data2); this.fTR.Add(this.fInput.GetDateTime(index), Data3); } else { double Data2 = 0.0; double Data3 = 0.0; if (index >= this.fLength + this.fInput.FirstIndex) { if (index == this.fLength + this.fInput.FirstIndex) { for (int index1 = index; index1 >= index - this.fLength + 1; --index1) { Data3 += TR.Value(this.fInput, index1); Data2 += PDM.Value(this.fInput, index1); } } else { Data2 = this.fPDM[index - 1] - this.fPDM[index - 1] / (double)this.fLength + PDM.Value(this.fInput, index); Data3 = this.fTR[index - 1] - this.fTR[index - 1] / (double)this.fLength + TR.Value(this.fInput, index); } if (Data3 != 0.0) { Data1 = Data2 / Data3 * 100.0; } } this.fPDM.Add(this.fInput.GetDateTime(index), Data2); this.fTR.Add(this.fInput.GetDateTime(index), Data3); } this.Add(this.fInput.GetDateTime(index), Data1); }
public static double Value(TimeSeries input, int index, int length, EIndicatorStyle style) { if (style == EIndicatorStyle.QuantStudio) { double num1 = 0.0; double num2 = 0.0; if (index < length + input.FirstIndex) { return(double.NaN); } for (int index1 = index; index1 > index - length; --index1) { num2 += TR.Value(input, index1); num1 += PDM.Value(input, index1); } return(num1 / num2 * 100.0); } else { double num1 = 0.0; double num2 = 0.0; if (index < length + input.FirstIndex) { return(double.NaN); } for (int index1 = length + input.FirstIndex; index1 >= input.FirstIndex + 1; --index1) { num2 += TR.Value(input, index1); num1 += PDM.Value(input, index1); } for (int index1 = length + 1 + input.FirstIndex; index1 <= index; ++index1) { num1 = num1 - num1 / (double)length + PDM.Value(input, index1); num2 = num2 - num2 / (double)length + TR.Value(input, index1); } return(num1 / num2 * 100.0); } }
protected override void Calculate(int index) { if (this.fStyle == EIndicatorStyle.QuantStudio) { double Data1 = 0.0; double Data2 = 0.0; double Data3 = 0.0; if (index >= this.fLength + this.fInput.FirstIndex) { if (index == this.fLength + this.fInput.FirstIndex) { for (int index1 = index; index1 >= index - this.fLength + 1; --index1) { Data1 += PDM.Value(this.fInput, index1); Data2 += MDM.Value(this.fInput, index1); } } else { Data2 = this.fMDM[index - 1] - MDM.Value(this.fInput, index - this.fLength) + MDM.Value(this.fInput, index); Data1 = this.fPDM[index - 1] - PDM.Value(this.fInput, index - this.fLength) + PDM.Value(this.fInput, index); } if (Data1 + Data2 != 0.0) { Data3 = Math.Abs(Data1 - Data2) / (Data1 + Data2) * 100.0; } this.Add(this.fInput.GetDateTime(index), Data3); } else { this.Add(this.fInput.GetDateTime(index), double.NaN); } this.fPDM.Add(this.fInput.GetDateTime(index), Data1); this.fMDM.Add(this.fInput.GetDateTime(index), Data2); } else { double Data1 = 0.0; double Data2 = 0.0; double Data3 = 0.0; if (index >= this.fLength + this.fInput.FirstIndex) { if (index == this.fLength + this.fInput.FirstIndex) { for (int index1 = index; index1 >= index - this.fLength + 1; --index1) { Data1 += PDM.Value(this.fInput, index1); Data2 += MDM.Value(this.fInput, index1); } } else { Data1 = this.fPDM[index - 1] - this.fPDM[index - 1] / (double)this.fLength + PDM.Value(this.fInput, index); Data2 = this.fMDM[index - 1] - this.fMDM[index - 1] / (double)this.fLength + MDM.Value(this.fInput, index); } if (Data1 + Data2 != 0.0) { Data3 = Math.Abs(Data1 - Data2) / (Data1 + Data2) * 100.0; } this.Add(this.fInput.GetDateTime(index), Data3); } else { this.Add(this.fInput.GetDateTime(index), double.NaN); } this.fPDM.Add(this.fInput.GetDateTime(index), Data1); this.fMDM.Add(this.fInput.GetDateTime(index), Data2); } }
protected override void Calculate(int index) { double Data = PDM.Value(this.fInput, index); this.Add(this.fInput.GetDateTime(index), Data); }