public override double Update(StockAnalysis.Share.Bar bar)
{
double highest = _highest.Update(bar.HighestPrice);
double lowest = _lowest.Update(bar.LowestPrice);
double rsv = (bar.ClosePrice - lowest) / (highest - lowest) * 100;
return(100.0 - rsv);
}
public override double[] Update(StockAnalysis.Share.Bar bar)
{
double lowestPrice = _lowest.Update(bar.LowestPrice);
double highestPrice = _highest.Update(bar.HighestPrice);
double rsv = (bar.ClosePrice - lowestPrice) / (highestPrice - lowestPrice) * 100.0;
double k = rsv;
double d = ((_kDecay - 1) * _prevD + k) / _kDecay;
double j = _jCoeff * d - (_jCoeff - 1) * k;
// update status;
_prevD = d;
return(new double[3] {
k, d, j
});
}
