/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_trueRange.Update(input);
_directionalMovementPlus.Update(input);
_directionalMovementMinus.Update(input);
_smoothedTrueRange.Update(Current);
_smoothedDirectionalMovementPlus.Update(Current);
_smoothedDirectionalMovementMinus.Update(Current);
_previousInput = input;
PositiveDirectionalIndex.Update(Current);
NegativeDirectionalIndex.Update(Current);
var diff = Math.Abs(PositiveDirectionalIndex.Current.Value - NegativeDirectionalIndex.Current.Value);
var sum = PositiveDirectionalIndex.Current.Value + NegativeDirectionalIndex.Current.Value;
if (sum == 0)
{
return(50m);
}
_averageDirectionalIndex.Update(input.EndTime, 100m * diff / sum);
return(_averageDirectionalIndex.Current.Value);
}
/// <summary>
/// Computes the Slow Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="constantK">The constant k.</param>
/// <param name="input">The input.</param>
/// <returns>The Slow Stochastics %K value.</returns>
private decimal ComputeStochK(int period, int constantK, IBaseDataBar input)
{
var stochK = _maximum.Samples >= (period + constantK - 1) ? _sumFastK / constantK : new decimal(0.0);
_sumSlowK.Update(input.Time, stochK);
return(stochK * 100);
}
/// <summary>
/// Computes the Slow Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="constantK">The constant k.</param>
/// <param name="input">The input.</param>
/// <returns>The Slow Stochastics %K value.</returns>
private decimal ComputeStochK(int period, int constantK, IBaseData input)
{
var stochK = _maximum.Samples >= (period + constantK - 1) ? _sumFastK.Current.Value / constantK : decimal.Zero;
_sumSlowK.Update(input.Time, stochK);
return(stochK * 100);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
var deMax = 0m;
var deMin = 0m;
if (Samples > 1)
{
// By default, DeMin and DeMax must be 0m initially
deMax = Math.Max(input.High - _lastHigh, 0);
deMin = Math.Max(_lastLow - input.Low, 0);
}
_maxMA.Update(input.Time, deMax);
_minMA.Update(input.Time, deMin);
_lastHigh = input.High;
_lastLow = input.Low;
if (!IsReady)
{
return(0m);
}
var currentValue = _maxMA + _minMA;
return(currentValue > 0m ? _maxMA / currentValue : 0m);
}
/// <summary>
/// Computes the Fast Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="input">The input.</param>
/// <returns>The Fast Stochastics %K value.</returns>
private decimal ComputeFastStoch(int period, TradeBar input)
{
var fastStoch = _maximum.Samples >= period ? (input.Close - _mininum) / (_maximum - _mininum) : new decimal(0.0);
_sumFastK.Update(input.Time, fastStoch);
return(fastStoch * 100);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
// compute the true range and then send it to our smoother
TrueRange.Update(input);
_smoother.Update(input.Time, TrueRange);
return(_smoother.Current.Value);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_maximum.Update(input.Time, input.High);
_mininum.Update(input.Time, input.Low);
FastStoch.Update(input);
StochK.Update(input);
StochD.Update(input);
return(FastStoch);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
// compute the true range and then send it to our smoother
var trueRange = ComputeTrueRange(_previousInput, input);
_smoother.Update(input.Time, trueRange);
_previousInput = input;
return(_smoother.Current.Value);
}
/// <summary>
/// Configures the second indicator to receive automatic updates from the first by attaching an event handler
/// to first.DataConsolidated
/// </summary>
/// <param name="second">The indicator that receives data from the first</param>
/// <param name="first">The indicator that sends data via DataConsolidated even to the second</param>
/// <param name="waitForFirstToReady">True to only send updates to the second if first.IsReady returns true, false to alway send updates to second</param>
/// <returns>The reference to the second indicator to allow for method chaining</returns>
public static IndicatorBase <IndicatorDataPoint> Of <T>(this IndicatorBase <IndicatorDataPoint> second, IndicatorBase <T> first, bool waitForFirstToReady = true)
where T : BaseData
{
first.Updated += (sender, consolidated) =>
{
// only send the data along if we're ready
if (!waitForFirstToReady || first.IsReady)
{
second.Update(consolidated);
}
};
return(second);
}
/// <summary>
/// Computes the Fast Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="input">The input.</param>
/// <returns>The Fast Stochastics %K value.</returns>
private decimal ComputeFastStoch(int period, IBaseDataBar input)
{
var denominator = _maximum - _minimum;
// if there's no range, just return constant zero
if (denominator == 0m)
{
return(0m);
}
var numerator = input.Close - _minimum;
var fastStoch = _maximum.Samples >= period ? numerator / denominator : decimal.Zero;
_sumFastK.Update(input.Time, fastStoch);
return(fastStoch * 100);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
// Update internal indicator, automatically updates _maximum and _minimum
_MACD.Update(input);
// Update our Stochastics K, automatically updates our Stochastics D variable which is a smoothed version of K
var MACD_K = new IndicatorDataPoint(input.Time, ComputeStoch(_MACD.Current.Value, _maximum.Current.Value, _minimum.Current.Value));
_K.Update(MACD_K);
// With our Stochastic D values calculate PF
var PF = new IndicatorDataPoint(input.Time, ComputeStoch(_D.Current.Value, _maximumD.Current.Value, _minimumD.Current.Value));
_PF.Update(PF);
return(_PFF.Current.Value);
}
/// <summary>
/// Computes the Fast Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="input">The input.</param>
/// <returns>The Fast Stochastics %K value.</returns>
private decimal ComputeFastStoch(int period, IBaseDataBar input)
{
var denominator = (_maximum - _mininum);
var numerator = (input.Close - _mininum);
decimal fastStoch;
if (denominator == 0m)
{
// if there's no range, just return constant zero
fastStoch = 0m;
}
else
{
fastStoch = _maximum.Samples >= period ? numerator / denominator : new decimal(0.0);
}
_sumFastK.Update(input.Time, fastStoch);
return(fastStoch * 100);
}
/// <summary>
/// Updates the state of this indicator with the given value and returns true
/// if this indicator is ready, false otherwise
/// </summary>
/// <param name="indicator">The indicator to be updated</param>
/// <param name="time">The time associated with the value</param>
/// <param name="value">The value to use to update this indicator</param>
/// <returns>True if this indicator is ready, false otherwise</returns>
public static bool Update(this IndicatorBase <IndicatorDataPoint> indicator, DateTime time, decimal value)
{
return(indicator.Update(new IndicatorDataPoint(time, value)));
}
/// <summary>
/// Updates the state of this indicator with the given value and returns true
/// if this indicator is ready, false otherwise
/// </summary>
/// <param name="indicator">The indicator to be updated</param>
/// <param name="time">The time associated with the value</param>
/// <param name="value">The value to use to update this indicator</param>
/// <returns>True if this indicator is ready, false otherwise</returns>
public static void Update(this IndicatorBase <IndicatorDataPoint> indicator, DateTime time, decimal value)
{
indicator.Update(new IndicatorDataPoint(time, value));
}