/// <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>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previous = null;
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}
/// <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)
{
AroonUp.Update(input.Time, input.High);
AroonDown.Update(input.Time, input.Low);
return(AroonUp - AroonDown);
}
/// <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)
{
if (!IsReady)
{
Open.Update(input.Time, (input.Open + input.Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, input.High);
Low.Update(input.Time, input.Low);
}
else
{
Open.Update(input.Time, (Open + Close) / 2);
Close.Update(input.Time, (input.Open + input.High + input.Low + input.Close) / 4);
High.Update(input.Time, Math.Max(input.High, Math.Max(Open, Close)));
Low.Update(input.Time, Math.Min(input.Low, Math.Min(Open, Close)));
}
var volume = 0.0m;
if (input is TradeBar)
{
volume = ((TradeBar)input).Volume;
}
else if (input is RenkoBar)
{
volume = ((RenkoBar)input).Volume;
}
Volume.Update(input.Time, volume);
return(Close);
}
/// <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 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)
{
_maximum.Update(new IndicatorDataPoint { Value = input.High });
_minimum.Update(new IndicatorDataPoint { Value = input.Low });
return (_maximum + _minimum) / 2;
}
/// <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 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)
{
_adx.Update(input);
_adxHistory.Add(_adx);
return((_adx + _adxHistory[Math.Min(_adxHistory.Count - 1, _period - 1)]) / 2);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _equalAveragePeriod)
{
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
return 0m;
}
decimal value;
if (
// first black
GetCandleColor(window[1]) == CandleColor.Black &&
// second black
GetCandleColor(input) == CandleColor.Black &&
// 1st and 2nd same close
input.Close <= window[1].Close + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
input.Close >= window[1].Close - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1])
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]) -
GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]);
return value;
}
/// <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);
if (Samples == 1)
{
_previousInput = input;
return 50m;
}
var buyingPressure = new IndicatorDataPoint { Value = input.Close - Math.Min(input.Low, _previousInput.Close) };
_sumBuyingPressure1.Update(buyingPressure);
_sumBuyingPressure2.Update(buyingPressure);
_sumBuyingPressure3.Update(buyingPressure);
_sumTrueRange1.Update(_trueRange.Current);
_sumTrueRange2.Update(_trueRange.Current);
_sumTrueRange3.Update(_trueRange.Current);
_previousInput = input;
if (!IsReady)
return 50m;
var average1 = _sumBuyingPressure1.Current.Value / _sumTrueRange1.Current.Value;
var average2 = _sumBuyingPressure2.Current.Value / _sumTrueRange2.Current.Value;
var average3 = _sumBuyingPressure3.Current.Value / _sumTrueRange3.Current.Value;
return 100m * (4 * average1 + 2 * average2 + average3) / 7;
}
/// <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)
{
if (_previousInputs.IsReady)
{
var a = input.Close - input.Open;
var b = _previousInputs[0].Close - _previousInputs[0].Open;
var c = _previousInputs[1].Close - _previousInputs[1].Open;
var d = _previousInputs[2].Close - _previousInputs[2].Open;
var e = input.High - input.Low;
var f = _previousInputs[0].High - _previousInputs[0].Low;
var g = _previousInputs[1].High - _previousInputs[1].Low;
var h = _previousInputs[2].High - _previousInputs[2].Low;
CloseBand.Update(input.Time, (a + 2 * (b + c) + d) / 6);
RangeBand.Update(input.Time, (e + 2 * (f + g) + h) / 6);
if (CloseBand.IsReady && RangeBand.IsReady && RangeBand != 0m)
{
_previousInputs.Add(input);
var rvi = CloseBand / RangeBand;
Signal?.Update(input.Time, rvi); // Checks for null before updating.
return(rvi);
}
}
_previousInputs.Add(input);
return(0m);
}
/// <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)
{
if (!IsReady)
{
_previousInput = input;
return(0m);
}
var greatest = input.High - input.Low;
var value2 = Math.Abs(_previousInput.Close - input.High);
if (value2 > greatest)
{
greatest = value2;
}
var value3 = Math.Abs(_previousInput.Close - input.Low);
if (value3 > greatest)
{
greatest = value3;
}
_previousInput = input;
return(greatest);
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_bars.Add(input);
if (!_bars.IsReady)
{
return(0m);
}
double beta = Math.Cos(2 * Math.PI / _period);
double gamma = (1 / Math.Cos(4 * Math.PI * (double)_delta / _period));
double alpha = gamma - Math.Sqrt(Math.Pow(gamma, 2) - 1);
double p0 = (double)(_bars[0].High + _bars[0].Low) / 2;
double p2 = (double)(_bars[2].High + _bars[2].Low) / 2;
double bp = _bps.IsReady ? 0.5 * (1 - alpha) * (p0 - p2) + beta * (1 + alpha) * _bps[0] - alpha * _bps[1] : 0.5 * (1 - alpha) * (p0 - p2);
_bps.Add(bp);
_bpMA.Update(input.Time, (decimal)bp);
if (!_bps.IsReady)
{
return(0m);
}
double peak = _bps[1] > _bps[0] && _bps[1] > _bps[2] ? _bps[1] : (double)_peak.Current.Value;
double valley = _bps[1] < _bps[0] && _bps[1] < _bps[2] ? _bps[1] : (double)_valley.Current.Value;
_peak.Update(input.Time, (decimal)peak);
_valley.Update(input.Time, (decimal)valley);
_peakMA.Update(input.Time, (decimal)peak);
_valleyMA.Update(input.Time, (decimal)valley);
return(_bpMA.IsReady ? _bpMA : 0m);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The trade bar input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
// On first iteration we can’t produce an SAR value so we save the current bar and return zero
if (Samples == 1)
{
_previousBar = input;
// return a value that's close to where we will be, returning 0 doesn't make sense
return(input.Close);
}
// On second iteration we initiate the position the extreme point and the SAR
if (Samples == 2)
{
Init(input);
_previousBar = input;
return(_sar);
}
if (_isLong)
{
HandleLongPosition(input);
}
else
{
HandleShortPosition(input);
}
_previousBar = input;
return(_outputSar);
}
/// <summary>
/// Computes the next value in the transform.
/// value1 is a function used to normalize price withing the last _period day range.
/// value1 is centered on its midpoint and then doubled so that value1 wil swing between -1 and +1.
/// value1 is also smoothed with an exponential moving average whose alpha is 0.33.
///
/// Since the smoothing may allow value1 to exceed the _period day price range, limits are introduced to
/// preclude the transform from blowing up by having an input larger than unity.
/// </summary>
/// <param name="input">IndicatorDataPoint - the time and value of the next price</param>
/// <returns></returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
var x = 0.0;
var y = 0.0;
var price = (input.Low + input.High) / 2m;
_medianMin.Update(input.Time, price);
_medianMax.Update(input.Time, price);
if (!IsReady)
{
return(0);
}
var minL = _medianMin.Current.Value;
var maxH = _medianMax.Current.Value;
if (minL != maxH)
{
x = _alpha * 2 * ((double)((price - minL) / (maxH - minL)) - .5) + (1 - _alpha) * _previous;
y = FisherTransformFunction(x);
}
_previous = x;
return(Convert.ToDecimal(y) + .5m * 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>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_trueRange.Update(input);
if (Samples == 1)
{
_previousInput = input;
return 50m;
}
var buyingPressure = new IndicatorDataPoint { Value = input.Close - Math.Min(input.Low, _previousInput.Close) };
_sumBuyingPressure1.Update(buyingPressure);
_sumBuyingPressure2.Update(buyingPressure);
_sumBuyingPressure3.Update(buyingPressure);
_sumTrueRange1.Update(_trueRange.Current);
_sumTrueRange2.Update(_trueRange.Current);
_sumTrueRange3.Update(_trueRange.Current);
_previousInput = input;
if (!IsReady)
return 50m;
var average1 = _sumBuyingPressure1 / _sumTrueRange1;
var average2 = _sumBuyingPressure2 / _sumTrueRange2;
var average3 = _sumBuyingPressure3 / _sumTrueRange3;
return 100m * (4 * average1 + 2 * average2 + average3) / 7;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The trade bar input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
// On first iteration we can’t produce an SAR value so we save the current bar and return zero
if (Samples == 1)
{
_previousBar = input;
// return a value that's close to where we will be, returning 0 doesn't make sense
return input.Close;
}
// On second iteration we initiate the position the extreme point and the SAR
if (Samples == 2)
{
Init(input);
_previousBar = input;
return _sar;
}
if (_isLong)
{
HandleLongPosition(input);
}
else
{
HandleShortPosition(input);
}
_previousBar = input;
return _outputSar;
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_low.Update(input.EndTime, input.Low);
_atr.Update(input);
return((input.High - _low) / (_atr * _sqrtPeriod));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyShortAveragePeriod)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
return 0m;
}
decimal value;
if (GetRealBody(input) < GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
GetUpperShadow(input) > GetRealBody(input) &&
GetLowerShadow(input) > GetRealBody(input)
)
value = (int)GetCandleColor(input);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyShortAveragePeriod)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
if (Samples >= Period - _shadowLongAveragePeriod)
{
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input);
}
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input);
}
if (Samples >= Period - _nearAveragePeriod - 1 && Samples < Period - 1)
{
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, input);
}
return 0m;
}
decimal value;
if (
// small rb
GetRealBody(input) < GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
// long lower shadow
GetLowerShadow(input) > GetCandleAverage(CandleSettingType.ShadowLong, _shadowLongPeriodTotal, input) &&
// very short upper shadow
GetUpperShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, input) &&
// rb near the prior candle's lows
Math.Min(input.Close, input.Open) <= window[1].Low + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1])
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod]);
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input) -
GetCandleRange(CandleSettingType.ShadowLong, window[_shadowLongAveragePeriod]);
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[_shadowVeryShortAveragePeriod]);
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]) -
GetCandleRange(CandleSettingType.Near, window[_nearAveragePeriod + 1]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _nearAveragePeriod)
{
_nearPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
return 0m;
}
decimal value;
if (
(
// upside gap
GetRealBodyGapUp(window[1], window[2]) &&
// 1st: white
GetCandleColor(window[1]) == CandleColor.White &&
// 2nd: black
GetCandleColor(input) == CandleColor.Black &&
// that opens within the white rb
input.Open < window[1].Close && input.Open > window[1].Open &&
// and closes under the white rb
input.Close < window[1].Open &&
// inside the gap
input.Close > Math.Max(window[2].Close, window[2].Open) &&
// size of 2 rb near the same
Math.Abs(GetRealBody(window[1]) - GetRealBody(input)) < GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1])
) ||
(
// downside gap
GetRealBodyGapDown(window[1], window[2]) &&
// 1st: black
GetCandleColor(window[1]) == CandleColor.Black &&
// 2nd: white
GetCandleColor(input) == CandleColor.White &&
// that opens within the black rb
input.Open < window[1].Open && input.Open > window[1].Close &&
// and closes above the black rb
input.Close > window[1].Open &&
// inside the gap
input.Close < Math.Min(window[2].Close, window[2].Open) &&
// size of 2 rb near the same
Math.Abs(GetRealBody(window[1]) - GetRealBody(input)) < GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1])
)
)
value = (int)GetCandleColor(window[1]);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]) -
GetCandleRange(CandleSettingType.Near, window[_nearAveragePeriod + 1]);
return value;
}
private decimal AdjustedAverage(
decimal currentAvg,
int numPeriods,
IBaseDataBar oldBar,
IBaseDataBar newBar)
{
return(AdjustedAverage(currentAvg, numPeriods, Value(oldBar), Value(newBar)));
}
/// <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>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
var presentValue = (input.High + input.Low) / 2;
SlowAo.Update(input.Time, presentValue);
FastAo.Update(input.Time, presentValue);
return(IsReady ? FastAo - SlowAo : 0m);
}
/// <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="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
if (Samples >= Period - _shadowLongAveragePeriod)
{
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input);
}
if (Samples >= Period - _nearAveragePeriod)
{
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, input);
}
return 0m;
}
decimal value;
if (
// doji
GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) &&
// long shadow
GetLowerShadow(input) > GetCandleAverage(CandleSettingType.ShadowLong, _shadowLongPeriodTotal, input) &&
// long shadow
GetUpperShadow(input) > GetCandleAverage(CandleSettingType.ShadowLong, _shadowLongPeriodTotal, input) &&
// body near midpoint
(
Math.Min(input.Open, input.Close)
<= input.Low + GetHighLowRange(input) / 2 + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, input)
&&
Math.Max(input.Open, input.Close)
>= input.Low + GetHighLowRange(input) / 2 - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, input)
)
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input) -
GetCandleRange(CandleSettingType.ShadowLong, window[_shadowLongAveragePeriod]);
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, input) -
GetCandleRange(CandleSettingType.Near, window[_nearAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal[2] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[2]);
_shadowVeryShortPeriodTotal[1] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]);
_shadowVeryShortPeriodTotal[0] += GetCandleRange(CandleSettingType.ShadowVeryShort, input);
}
return 0m;
}
decimal value;
if (
// white
GetCandleColor(window[3]) == CandleColor.White &&
// 1st black
GetCandleColor(window[2]) == CandleColor.Black &&
// very short lower shadow
GetLowerShadow(window[2]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[2], window[2]) &&
// 2nd black
GetCandleColor(window[1]) == CandleColor.Black &&
// very short lower shadow
GetLowerShadow(window[1]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) &&
// 3rd black
GetCandleColor(input) == CandleColor.Black &&
// very short lower shadow
GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[0], input) &&
// 2nd black opens within 1st black's rb
window[1].Open < window[2].Open && window[1].Open > window[2].Close &&
// 3rd black opens within 2nd black's rb
input.Open < window[1].Open && input.Open > window[1].Close &&
// 1st black closes under prior candle's high
window[3].High > window[2].Close &&
// three declining
window[2].Close > window[1].Close &&
// three declining
window[1].Close > input.Close
)
value = -1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
for (var i = 2; i >= 0; i--)
{
_shadowVeryShortPeriodTotal[i] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[i]) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[i + _shadowVeryShortAveragePeriod]);
}
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal[1] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]);
_shadowVeryShortPeriodTotal[0] += GetCandleRange(CandleSettingType.ShadowVeryShort, input);
}
if (Samples >= Period - _bodyLongAveragePeriod)
{
_bodyLongPeriodTotal[1] += GetCandleRange(CandleSettingType.BodyLong, window[1]);
_bodyLongPeriodTotal[0] += GetCandleRange(CandleSettingType.BodyLong, input);
}
return 0m;
}
decimal value;
if (
// opposite candles
(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
// 1st marubozu
GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[1], window[1]) &&
GetUpperShadow(window[1]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) &&
GetLowerShadow(window[1]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) &&
// 2nd marubozu
GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[0], input) &&
GetUpperShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[0], input) &&
GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[0], input) &&
// gap
(
(GetCandleColor(window[1]) == CandleColor.Black && GetCandleGapUp(input, window[1]))
||
(GetCandleColor(window[1]) == CandleColor.White && GetCandleGapDown(input, window[1]))
)
)
value = (int)GetCandleColor(input);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
for (var i = 1; i >= 0; i--)
{
_shadowVeryShortPeriodTotal[i] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[i]) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[i + _shadowVeryShortAveragePeriod]);
_bodyLongPeriodTotal[i] += GetCandleRange(CandleSettingType.BodyLong, window[i]) -
GetCandleRange(CandleSettingType.BodyLong, window[i + _bodyLongAveragePeriod]);
}
return value;
}
/// <summary>
/// Computes the positive directional movement.
/// </summary>
/// <param name="input">The input.</param>
/// <returns></returns>
private decimal ComputePositiveDirectionalMovement(IBaseDataBar input)
{
if (_previousInput != null &&
input.High > _previousInput.High &&
input.High - _previousInput.High >= _previousInput.Low - input.Low)
{
return(input.High - _previousInput.High);
}
return(0m);
}
/// <summary>
/// Computes the negative directional movement.
/// </summary>
/// <param name="input">The input.</param>
/// <returns></returns>
private decimal ComputeNegativeDirectionalMovement(IBaseDataBar input)
{
if (_previousInput != null &&
_previousInput.Low > input.Low &&
_previousInput.Low - input.Low > input.High - _previousInput.High)
{
return(_previousInput.Low - input.Low);
}
return(0m);
}
/// <summary>
/// Computes the average value
/// </summary>
/// <param name="input">The data for the calculation</param>
/// <returns>The average value</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
var price = (double)(input.High + input.Low) / 2;
_high.Add((double)input.High);
_low.Add((double)input.Low);
// our first data point just return identity
if (_high.Samples <= _high.Size)
{
_filt = price;
}
double n1;
double n2;
double n3;
double hh;
double ll;
double dimen = 0;
double alpha;
n3 = (_high.Max() - _low.Min()) / _n;
hh = _high.Take(_n / 2).Max();
ll = _low.Take(_n / 2).Min();
n1 = (hh - ll) / (_n / 2);
if (_high.IsReady)
{
hh = _high.Skip(_n / 2).Take(_n / 2).Max();
ll = _low.Skip(_n / 2).Take(_n / 2).Min();
}
n2 = (hh - ll) / (_n / 2);
if (n1 > 0 && n2 > 0 && n3 > 0)
{
dimen = (Math.Log(n1 + n2) - Math.Log(n3)) / Math.Log(2);
}
;
alpha = Math.Exp(_w * (dimen - 1));
if (alpha < .01)
{
alpha = .01;
}
if (alpha > 1)
{
alpha = 1;
}
_filt = alpha * price + (1 - alpha) * _filt;
return((decimal)_filt);
}
/// <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)
{
ADX.Update(input);
if (ADX.IsReady)
{
_adxHistory.Add(ADX.Current.Value);
}
return(IsReady ? (ADX.Current.Value + _adxHistory[_period - 1]) / 2 : 50m);
}
/// <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)
{
_maximum.Update(new IndicatorDataPoint {
Value = input.High
});
_minimum.Update(new IndicatorDataPoint {
Value = input.Low
});
return((_maximum + _minimum) / 2);
}
/// <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)
{
_adx.Update(input);
if (_adx.IsReady)
{
_adxHistory.Add(_adx);
}
return(IsReady ? (_adx + _adxHistory[_period - 1]) / 2 : 50m);
}
/// <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, which by convention is the mean value of the upper band and lower band.</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
if (_previousInput != null)
{
UpperBand.Update(new IndicatorDataPoint(_previousInput.Time, _previousInput.High));
LowerBand.Update(new IndicatorDataPoint(_previousInput.Time, _previousInput.Low));
}
_previousInput = input;
return (UpperBand.Current.Value + LowerBand.Current.Value) / 2;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal[3] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[3]);
_shadowVeryShortPeriodTotal[2] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[2]);
_shadowVeryShortPeriodTotal[1] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]);
}
return 0m;
}
decimal value;
if (
// 1st black
GetCandleColor(window[3]) == CandleColor.Black &&
// 2nd black
GetCandleColor(window[2]) == CandleColor.Black &&
// 3rd black
GetCandleColor(window[1]) == CandleColor.Black &&
// 4th black
GetCandleColor(input) == CandleColor.Black &&
// 1st: marubozu
GetLowerShadow(window[3]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[3], window[3]) &&
GetUpperShadow(window[3]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[3], window[3]) &&
// 2nd: marubozu
GetLowerShadow(window[2]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[2], window[2]) &&
GetUpperShadow(window[2]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[2], window[2]) &&
// 3rd: opens gapping down
GetRealBodyGapDown(window[1], window[2]) &&
// and has an upper shadow
GetUpperShadow(window[1]) > GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) &&
// that extends into the prior body
window[1].High > window[2].Close &&
// 4th: engulfs the 3rd including the shadows
input.High > window[1].High && input.Low < window[1].Low
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
for (var i = 3; i >= 1; i--)
{
_shadowVeryShortPeriodTotal[i] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[i]) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[i + _shadowVeryShortAveragePeriod]);
}
return value;
}
/// <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)
{
Minimum.Update(input.Time, input.Low);
Maximum.Update(input.Time, input.High);
if (!this.IsReady) return 0;
var range = (Maximum.Current.Value - Minimum.Current.Value);
return range == 0 ? 0 : -100m*(Maximum.Current.Value - input.Close)/range;
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_ema.Update(input.EndTime, input.Close);
_delayedEMA.Update(_ema.Current);
var zlema = (_k * ((2 * _ema) - _delayedEMA)) + ((1 - _k) * _delayedZLEMA);
_delayedZLEMA.Update(input.EndTime, zlema);
return(zlema);
}
/// <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, which by convention is the mean value of the upper band and lower band.</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
if (_previousInput != null)
{
UpperBand.Update(new IndicatorDataPoint(_previousInput.Time, _previousInput.High));
LowerBand.Update(new IndicatorDataPoint(_previousInput.Time, _previousInput.Low));
}
_previousInput = input;
return((UpperBand.Current.Value + LowerBand.Current.Value) / 2);
}
/// <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, which by convention is the mean value of the upper band and lower band.</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
if (_previousInput != null)
{
UpperBand.Update(_previousInput.Time, _previousInput.High);
LowerBand.Update(_previousInput.Time, _previousInput.Low);
}
_previousInput = input;
return((UpperBand + LowerBand) / 2);
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_macd.Update(input.EndTime, input.Close);
if (!_macd.IsReady)
{
return(0m);
}
var macdBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = _macd,
High = _macd,
Low = _macd,
Close = _macd
};
_frac1.Update(macdBar);
if (!_frac1.IsReady)
{
return(0m);
}
var pf = _pf.IsReady ? _pf + (_factor * (_frac1.FastStoch - _pf)) : _frac1.FastStoch;
_pf.Update(input.Time, pf);
var pfBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = pf,
High = pf,
Low = pf,
Close = pf
};
_frac2.Update(pfBar);
if (!_frac2.IsReady)
{
return(0m);
}
var pff = _pff.IsReady ? _pff + (_factor * (_frac2.FastStoch - _pff)) : _frac2.FastStoch;
_pff.Update(input.Time, pff);
return(pff);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previousInput = null;
_trueRange.Reset();
_sumBuyingPressure1.Reset();
_sumBuyingPressure2.Reset();
_sumBuyingPressure3.Reset();
_sumTrueRange1.Reset();
_sumTrueRange2.Reset();
_sumTrueRange3.Reset();
base.Reset();
}
/// <summary>
/// Computes the True Range value.
/// </summary>
/// <param name="input">The input.</param>
/// <returns></returns>
private decimal ComputeTrueRange(IBaseDataBar input)
{
if (_previousInput == null)
{
return(0m);
}
var range1 = input.High - input.Low;
var range2 = Math.Abs(input.High - _previousInput.Close);
var range3 = Math.Abs(input.Low - _previousInput.Close);
return(Math.Max(range1, Math.Max(range2, range3)));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyLongAveragePeriod - 2 && Samples < Period - 2)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _bodyShortAveragePeriod)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
return 0m;
}
decimal value;
if (
// 1st: long
GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
// black
GetCandleColor(window[2]) == CandleColor.Black &&
// 2nd: black
GetCandleColor(window[1]) == CandleColor.Black &&
// harami
window[1].Close > window[2].Close && window[1].Open <= window[2].Open &&
// lower low
window[1].Low < window[2].Low &&
// 3rd: short
GetRealBody(input) < GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
// white
GetCandleColor(input) == CandleColor.White &&
// open not lower
input.Open > window[1].Low
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 2]);
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyLongAveragePeriod - 2 && Samples < Period - 2)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _bodyShortAveragePeriod - 1 && Samples < Period - 1)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
return 0m;
}
decimal value;
if (
// 1st: white
GetCandleColor(window[2]) == CandleColor.White &&
// long
GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
// 2nd: black
GetCandleColor(window[1]) == CandleColor.Black &&
// short
GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, window[1]) &&
// gapping up
GetRealBodyGapUp(window[1], window[2]) &&
// 3rd: black
GetCandleColor(input) == CandleColor.Black &&
// 3rd: engulfing prior rb
input.Open > window[1].Open && input.Close < window[1].Close &&
// closing above 1st
input.Close > window[2].Close
)
value = -1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 2]);
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, window[1]) -
GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod + 1]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _nearAveragePeriod)
{
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]);
}
if (Samples >= Period - _equalAveragePeriod)
{
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
return 0m;
}
decimal value;
if (
( // upside or downside gap between the 1st candle and both the next 2 candles
(GetRealBodyGapUp(window[1], window[2]) && GetRealBodyGapUp(input, window[2]))
||
(GetRealBodyGapDown(window[1], window[2]) && GetRealBodyGapDown(input, window[2]))
) &&
// 2nd: white
GetCandleColor(window[1]) == CandleColor.White &&
// 3rd: white
GetCandleColor(input) == CandleColor.White &&
// same size 2 and 3
GetRealBody(input) >= GetRealBody(window[1]) - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1]) &&
GetRealBody(input) <= GetRealBody(window[1]) + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1]) &&
// same open 2 and 3
input.Open >= window[1].Open - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
input.Open <= window[1].Open + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1])
)
value = GetRealBodyGapUp(window[1], window[2]) ? 1m : -1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]) -
GetCandleRange(CandleSettingType.Near, window[1 + _nearAveragePeriod]);
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]) -
GetCandleRange(CandleSettingType.Equal, window[1 + _equalAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _equalAveragePeriod)
{
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
if (Samples >= Period - _bodyLongAveragePeriod)
{
_bodyLongPeriodTotal[1] += GetCandleRange(CandleSettingType.BodyLong, window[1]);
_bodyLongPeriodTotal[0] += GetCandleRange(CandleSettingType.BodyLong, input);
}
return 0m;
}
decimal value;
if (
// opposite candles
(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
// 1st long
GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[1], window[1]) &&
// 2nd long
GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[0], input) &&
// equal closes
input.Close <= window[1].Close + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
input.Close >= window[1].Close - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1])
)
value = (int)GetCandleColor(input);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, input) -
GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]);
for (var i = 1; i >= 0; i--)
{
_bodyLongPeriodTotal[i] += GetCandleRange(CandleSettingType.BodyLong, window[i]) -
GetCandleRange(CandleSettingType.BodyLong, window[i + _bodyLongAveragePeriod]);
}
return value;
}
/// <summary>
/// Computes the average value
/// </summary>
/// <param name="input">The data for the calculation</param>
/// <returns>The average value</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
var price = (double)(input.High + input.Low) / 2;
_high.Add((double)input.High);
_low.Add((double)input.Low);
// our first data point just return identity
if (!_high.IsReady)
{
_filt = price;
}
double n1;
double n2;
double n3;
double hh;
double ll;
double dimen = 0;
double alpha;
n3 = (_high.Max() - _low.Min()) / _n;
hh = _high.Take(_n / 2).Max();
ll = _low.Take(_n / 2).Min();
n1 = (hh - ll) / (_n / 2);
if (_high.IsReady)
{
hh = _high.Skip(_n / 2).Take(_n / 2).Max();
ll = _low.Skip(_n / 2).Take(_n / 2).Min();
}
n2 = (hh - ll) / (_n / 2);
if (n1 > 0 && n2 > 0 && n3 > 0)
{
dimen = (Math.Log(n1 + n2) - Math.Log(n3)) / Math.Log(2);
};
alpha = Math.Exp(_w * (dimen - 1));
if (alpha < .01) { alpha = .01; }
if (alpha > 1) { alpha = 1; }
_filt = alpha * price + (1 - alpha) * _filt;
return (decimal)_filt;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyDojiAveragePeriod - 2 && Samples < Period - 2)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
return 0m;
}
decimal value;
if (
// 1st: doji
GetRealBody(window[2]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]) &&
// 2nd: doji
GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]) &&
// 3rd: doji
GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]))
{
value = 0;
if (
// 2nd gaps up
GetRealBodyGapUp(window[1], window[2]) &&
// 3rd is not higher than 2nd
Math.Max(input.Open, input.Close) < Math.Max(window[1].Open, window[1].Close)
)
value = -1m;
if (
// 2nd gaps down
GetRealBodyGapDown(window[1], window[2]) &&
// 3rd is not lower than 2nd
Math.Min(input.Open, input.Close) > Math.Min(window[1].Open, window[1].Close)
)
value = 1m;
}
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, window[2]) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod + 2]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyLongAveragePeriod - 2 && Samples < Period - 2)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _bodyShortAveragePeriod - 1 && Samples < Period - 1)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
return 0m;
}
decimal value;
if (
// 1st: long
GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
// 2nd: short
GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, window[1]) &&
// engulfed by 1st
Math.Max(window[1].Close, window[1].Open) < Math.Max(window[2].Close, window[2].Open) &&
Math.Min(window[1].Close, window[1].Open) > Math.Min(window[2].Close, window[2].Open) &&
// 3rd: opposite to 1st
((GetCandleColor(window[2]) == CandleColor.White && GetCandleColor(input) == CandleColor.Black && input.Close < window[2].Open) ||
// and closing out
(GetCandleColor(window[2]) == CandleColor.Black && GetCandleColor(input) == CandleColor.White && input.Close > window[2].Open)
)
)
value = -(int)GetCandleColor(window[2]);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
GetCandleRange(CandleSettingType.BodyLong, window[2 + _bodyLongAveragePeriod]);
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, window[1]) -
GetCandleRange(CandleSettingType.BodyShort, window[1 + _bodyShortAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _equalAveragePeriod)
{
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
if (Samples >= Period - _bodyLongAveragePeriod)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[1]);
}
return 0m;
}
decimal value;
if (
// 1st: black
GetCandleColor(window[1]) == CandleColor.Black &&
// long
GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[1]) &&
// 2nd: white
GetCandleColor(input) == CandleColor.White &&
// open below prior low
input.Open < window[1].Low &&
// close into prior body
input.Close > window[1].Close + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
// under the midpoint
input.Close <= window[1].Close + GetRealBody(window[1]) * 0.5m
)
value = -1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]) -
GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]);
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[1]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 1]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]);
}
return 0m;
}
decimal value;
if (
// 3 black candlesticks
GetCandleColor(window[4]) == CandleColor.Black &&
GetCandleColor(window[3]) == CandleColor.Black &&
GetCandleColor(window[2]) == CandleColor.Black &&
// with consecutively lower opens
window[4].Open > window[3].Open && window[3].Open > window[2].Open &&
// and closes
window[4].Close > window[3].Close && window[3].Close > window[2].Close &&
// 4th: black with an upper shadow
GetCandleColor(window[1]) == CandleColor.Black &&
GetUpperShadow(window[1]) > GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, window[1]) &&
// 5th: white
GetCandleColor(input) == CandleColor.White &&
// that opens above prior candle's body
input.Open > window[1].Open &&
// and closes above prior candle's high
input.Close > window[1].High
)
value = 1m;
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[_shadowVeryShortAveragePeriod + 1]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyLongAveragePeriod - 1 && Samples < Period - 1)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
return 0m;
}
decimal value;
if (
// 1st: long real body
GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[1]) &&
// 2nd: doji
GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) &&
// that gaps up if 1st is white
((GetCandleColor(window[1]) == CandleColor.White && GetRealBodyGapUp(input, window[1]))
||
// or down if 1st is black
(GetCandleColor(window[1]) == CandleColor.Black && GetRealBodyGapDown(input, window[1]))
))
value = -(int)GetCandleColor(window[1]);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[1]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 1]);
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyLongAveragePeriod - 1 && Samples < Period - 1)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
return 0m;
}
decimal value;
if (
// 1st: long
GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[1]) &&
// 2nd: doji
GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) &&
// engulfed by 1st
Math.Max(input.Close, input.Open) < Math.Max(window[1].Close, window[1].Open) &&
Math.Min(input.Close, input.Open) > Math.Min(window[1].Close, window[1].Open)
)
value = -(int)GetCandleColor(window[1]);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[1]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 1]);
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
return value;
}
/// <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)
{
if (!IsReady)
{
_previousInput = input;
return 0m;
}
var greatest = input.High - input.Low;
var value2 = Math.Abs(_previousInput.Close - input.High);
if (value2 > greatest)
greatest = value2;
var value3 = Math.Abs(_previousInput.Close - input.Low);
if (value3 > greatest)
greatest = value3;
_previousInput = input;
return greatest;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
return 0m;
}
decimal value;
if (
// 1st and 2nd of same color
GetCandleColor(window[2]) == GetCandleColor(window[1]) &&
// 3rd opposite color
(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
// 3rd opens within 2nd rb
input.Open < Math.Max(window[1].Close, window[1].Open) &&
input.Open > Math.Min(window[1].Close, window[1].Open) &&
// 3rd closes within 1st rb
input.Close < Math.Max(window[2].Close, window[2].Open) &&
input.Close > Math.Min(window[2].Close, window[2].Open) &&
((
// when 1st is white
GetCandleColor(window[2]) == CandleColor.White &&
// upside gap
GetRealBodyGapUp(window[1], window[2])
) ||
(
// when 1st is black
GetCandleColor(window[2]) == CandleColor.Black &&
// downside gap
GetRealBodyGapDown(window[1], window[2])
)
)
)
value = (int)GetCandleColor(window[2]);
else
value = 0;
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
return 0m;
}
var value = GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) ? 1m : 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
return value;
}
/// <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)
{
_tr.Update(input);
if (!IsReady)
{
_atr.Update(input);
return input.Close != 0 ? _atr / input.Close * 100 : 0m;
}
if (Samples == _period + 1)
{
// first output value is SMA of TrueRange
_atr.Update(input);
_lastAtrValue = _atr;
}
else
{
// next TrueRange values are smoothed using Wilder's approach
_lastAtrValue = (_lastAtrValue * (_period - 1) + _tr) / _period;
}
return input.Close != 0 ? _lastAtrValue / input.Close * 100 : 0m;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples >= Period - _shadowVeryShortAveragePeriod)
{
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input);
}
if (Samples >= Period - _bodyLongAveragePeriod)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
}
if (Samples >= Period - _equalAveragePeriod)
{
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
}
return 0m;
}
decimal value;
if (
// opposite candles
(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
// same open
input.Open <= window[1].Open + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
input.Open >= window[1].Open - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
// belt hold: long body
GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, input) &&
(
// with no lower shadow if bullish
(GetCandleColor(input) == CandleColor.White &&
GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, input)
)
||
// with no upper shadow if bearish
(GetCandleColor(input) == CandleColor.Black &&
GetUpperShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, input)
)
)
)
value = (int)GetCandleColor(input);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input) -
GetCandleRange(CandleSettingType.ShadowVeryShort, window[_shadowVeryShortAveragePeriod]);
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod]);
_equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]) -
GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]);
return value;
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
{
if (!IsReady)
{
if (Samples > Period - _bodyLongAveragePeriod)
{
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]);
}
if (Samples > Period - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, window[1]);
}
if (Samples > Period - _bodyShortAveragePeriod)
{
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
}
return 0m;
}
decimal value;
if (
// 1st: long
GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
// 2nd: doji
GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[1]) &&
// 3rd: longer than short
GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
((
// 1st white
GetCandleColor(window[2]) == CandleColor.White &&
// 3rd black
GetCandleColor(input) == CandleColor.Black &&
// 3rd closes well within 1st rb
input.Close < window[2].Close - GetRealBody(window[2]) * _penetration &&
// upside gap between 1st and 2nd
GetCandleGapUp(window[1], window[2]) &&
// downside gap between 2nd and 3rd
GetCandleGapDown(input, window[1])
)
||
(
// 1st black
GetCandleColor(window[2]) == CandleColor.Black &&
// 3rd white
GetCandleColor(input) == CandleColor.White &&
// 3rd closes well within 1st rb
input.Close > window[2].Close + GetRealBody(window[2]) * _penetration &&
// downside gap between 1st and 2nd
GetCandleGapDown(window[1], window[2]) &&
// upside gap between 2nd and 3rd
GetCandleGapUp(input, window[1])
)
)
)
value = (int)GetCandleColor(input);
else
value = 0m;
// add the current range and subtract the first range: this is done after the pattern recognition
// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod - 1]);
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, window[1]) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod + 1]);
return value;
}
