/// <summary> /// Implements volume bucketing ala Marcos /// </summary> /// <returns></returns> public ZZVolumeBucketing ZZVolumeBucketing(Data.IDataSeries input, int jmaLen, int volumeBarSize) { if (cacheZZVolumeBucketing != null) { for (int idx = 0; idx < cacheZZVolumeBucketing.Length; idx++) { if (cacheZZVolumeBucketing[idx].JmaLen == jmaLen && cacheZZVolumeBucketing[idx].VolumeBarSize == volumeBarSize && cacheZZVolumeBucketing[idx].EqualsInput(input)) { return(cacheZZVolumeBucketing[idx]); } } } lock (checkZZVolumeBucketing) { checkZZVolumeBucketing.JmaLen = jmaLen; jmaLen = checkZZVolumeBucketing.JmaLen; checkZZVolumeBucketing.VolumeBarSize = volumeBarSize; volumeBarSize = checkZZVolumeBucketing.VolumeBarSize; if (cacheZZVolumeBucketing != null) { for (int idx = 0; idx < cacheZZVolumeBucketing.Length; idx++) { if (cacheZZVolumeBucketing[idx].JmaLen == jmaLen && cacheZZVolumeBucketing[idx].VolumeBarSize == volumeBarSize && cacheZZVolumeBucketing[idx].EqualsInput(input)) { return(cacheZZVolumeBucketing[idx]); } } } ZZVolumeBucketing indicator = new ZZVolumeBucketing(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.JmaLen = jmaLen; indicator.VolumeBarSize = volumeBarSize; Indicators.Add(indicator); indicator.SetUp(); ZZVolumeBucketing[] tmp = new ZZVolumeBucketing[cacheZZVolumeBucketing == null ? 1 : cacheZZVolumeBucketing.Length + 1]; if (cacheZZVolumeBucketing != null) { cacheZZVolumeBucketing.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheZZVolumeBucketing = tmp; return(indicator); } }
/// <summary> /// Implements volume bucketing ala Marcos /// </summary> /// <returns></returns> public ZZVolumeBucketing ZZVolumeBucketing(Data.IDataSeries input, int jmaLen, int volumeBarSize) { if (cacheZZVolumeBucketing != null) for (int idx = 0; idx < cacheZZVolumeBucketing.Length; idx++) if (cacheZZVolumeBucketing[idx].JmaLen == jmaLen && cacheZZVolumeBucketing[idx].VolumeBarSize == volumeBarSize && cacheZZVolumeBucketing[idx].EqualsInput(input)) return cacheZZVolumeBucketing[idx]; lock (checkZZVolumeBucketing) { checkZZVolumeBucketing.JmaLen = jmaLen; jmaLen = checkZZVolumeBucketing.JmaLen; checkZZVolumeBucketing.VolumeBarSize = volumeBarSize; volumeBarSize = checkZZVolumeBucketing.VolumeBarSize; if (cacheZZVolumeBucketing != null) for (int idx = 0; idx < cacheZZVolumeBucketing.Length; idx++) if (cacheZZVolumeBucketing[idx].JmaLen == jmaLen && cacheZZVolumeBucketing[idx].VolumeBarSize == volumeBarSize && cacheZZVolumeBucketing[idx].EqualsInput(input)) return cacheZZVolumeBucketing[idx]; ZZVolumeBucketing indicator = new ZZVolumeBucketing(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.JmaLen = jmaLen; indicator.VolumeBarSize = volumeBarSize; Indicators.Add(indicator); indicator.SetUp(); ZZVolumeBucketing[] tmp = new ZZVolumeBucketing[cacheZZVolumeBucketing == null ? 1 : cacheZZVolumeBucketing.Length + 1]; if (cacheZZVolumeBucketing != null) cacheZZVolumeBucketing.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheZZVolumeBucketing = tmp; return indicator; } }