/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns> A new value for this indicator </returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
if (!IsReady)
{
Current = new DoubleArrayStructScalar <TradeBarValue>();
Current.Open = (input.Open + input.Close) / 2d;
Current.Close = (input.Open + input.High + input.Low + input.Close) / 4d;
Current.High = input.High;
Current.Low = input.Low;
}
else
{
Current.Open = (Current.Open + Current.Close) / 2d;
Current.Close = (input.Open + input.High + input.Low + input.Close) / 4d;
Current.High = Math.Max(input.High, Math.Max(Current.Open, Current.Close));
Current.Low = Math.Min(input.Low, Math.Min(Current.Open, Current.Close));
}
return(Current.Clone());
}
/// <summary>
/// Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be
/// null following the event firing
/// </summary>
/// <param name="workingBar">The bar we're building, null if the event was just fired and we're starting a new trade bar</param>
/// <param name="data">The new data</param>
protected override void AggregateBar(ref long workingTime, ref DoubleArray workingBar, long time, DoubleArray data)
{
if (workingBar == null)
{
workingBar = new DoubleArrayStructScalar <TradeBarValue>(new TradeBarValue(data.Close, data.High, data.Low, data.Open, data.Volume));
workingTime = GetRoundedBarTime(time);
}
else
{
//Aggregate the working bar
workingBar.Close = data.Close;
workingBar.Volume += data.Volume;
if (data.Low < workingBar.Low)
{
workingBar.Low = data.Low;
}
if (data.High > workingBar.High)
{
workingBar.High = data.High;
}
}
}
/// <summary>
/// Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be
/// null following the event firing
/// </summary>
/// <param name="workingBar">The bar we're building, null if the event was just fired and we're starting a new consolidated bar</param>
/// <param name="data">The new data</param>
protected override void AggregateBar(ref long workingTime, ref DoubleArray workingBar, long time, DoubleArray data)
{
#if DEBUG
if (data.Properties < TickValue.Properties)
{
throw new ArgumentException($"data was expected to be TickValue with properties>={TickValue.Properties}", nameof(data));
}
#endif
var value = data.Value;
if (workingBar == null)
{
workingTime = GetRoundedBarTime(time);
workingBar = new DoubleArrayStructScalar <TradeBarValue>(new TradeBarValue()
{
Close = value,
High = value,
Low = value,
Open = value,
Volume = data.Volume
});
}
else
{
//Aggregate the working bar
workingBar.Close = value;
workingBar.Volume += data.Volume;
if (data.Value < workingBar.Low)
{
workingBar.Low = value;
}
if (data.Value > workingBar.High)
{
workingBar.High = value;
}
}
}
