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 override double HandleNextTick(Tick t)
{
double DMP = 0;
double DMN = 0;
if (prevTick != null)
{
double upMove = t.BidHigh - prevTick.BidHigh;
double downMove = prevTick.BidLow - t.BidLow;
if (upMove > downMove && upMove > 0)
{
DMP = upMove;
}
if (downMove > upMove && downMove > 0)
{
DMN = downMove;
}
}
double atr = ATR.HandleNextTick(t);
double DIP = 100 * EMA_DMP.HandleNextTick(DMP) / atr;
double DIM = 100 * EMA_DMN.HandleNextTick(DMN) / atr;
((GenericContainer)subIndicators["DIP"]).HandleNextTick(DIP);
((GenericContainer)subIndicators["DIM"]).HandleNextTick(DIM);
prevTick = t;
indicatorData.Enqueue(double.NaN);
return(double.NaN);
}
public override double HandleNextTick(Tick t)
{
double ema1 = EMA1.HandleNextTick(t);
double ema2 = EMA2.HandleNextTick(ema1);
double ema3 = EMA3.HandleNextTick(ema2);
double value = 100 * (ema3 - EMA3[1]) / ema3;
indicatorData.Enqueue(value);
return(value);
}
public override double HandleNextTick(Tick t)
{
double mfm = MoneyFlowMultiplier.HandleNextTick(t);
double mfv = mfm * t.Volume;
ADL += mfv;
double a1 = ADL1.HandleNextTick(ADL);
double a2 = ADL2.HandleNextTick(ADL);
indicatorData.Enqueue(a1 - a2);
return(a1 - a2);
}
public override double HandleNextTick(Tick t)
{
double value = Double.NaN;
if (prevTick != null)
{
value = EMA.HandleNextTick(t.Volume * (t.BidClose - prevTick.BidClose));
}
prevTick = t;
indicatorData.Enqueue(value);
return(value);
}
public override void HandleNextTick(Tick t)
{
double emaVal = EMA.HandleNextTick(t);
LRValues.Enqueue(emaVal);
double[] Y = LRValues.ToArray();
LinearRegression l = new LinearRegression();
l.Model(Y);
HighData.Enqueue(EMA[0] + STDEV * l.STDERR);
MiddleData.Enqueue(EMA[0]);
LowData.Enqueue(EMA[0] - STDEV * l.STDERR);
}
public override double HandleNextTick(Tick t)
{
EMA1.HandleNextTick(t.BidClose);
EMA2.HandleNextTick(t.BidClose);
double MACD = EMA1[0] - EMA2[0];
indicatorData.Enqueue(MACD);
((EMA)subIndicators["Signal"]).HandleNextTick(MACD);
double MACDHist = MACD - subIndicators["Signal"][0];
((GenericContainer)subIndicators["Histogram"]).HandleNextTick(MACDHist);
return(MACD);
}
