public override void HandleNextTick(Tick t)
{
double emaVal = EMA.HandleNextTick(t);
LRValues.Enqueue(emaVal);
double[] Y = LRValues.ToArray();
double stdErr = 0;
if (Y.Count() == X.Length)
{
Vector x_data = new Vector(X);
Vector y_data = new Vector(LRValues.ToArray());
var poly = new PolynomialRegression(x_data, y_data, 2);
for (int i = 0; i < Period; i++)
{
double x = (i);
double y = poly.Fit(x);
stdErr += Math.Pow(LRValues.ToArray()[i] - y, 2);
}
stdErr = Math.Sqrt(stdErr);
}
HighData.Enqueue(EMA[0]+STDEV * stdErr);
MiddleData.Enqueue(EMA[0]);
LowData.Enqueue(EMA[0] - STDEV * stdErr);
}
public double HandleNextTick(double currentTick)
{
if (!currentTick.Equals(double.NaN))
{
double value = double.NaN;
tickdata.Enqueue(currentTick);
if (tickdata.Capacity.Equals(tickdata.Count))
{
Vector x_data = new Vector(X);
Vector y_data = new Vector(tickdata.ToArray());
var poly = new PolynomialRegression(x_data, y_data, 2);
value = poly.Fit(Period);
}
indicatorData.Enqueue(value);
return value;
}
return double.NaN;
}
