/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <param name="window">The window for the input history</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
Mean.Update(input);
if (Samples < 2)
{
return(0m);
}
return(window.Average(v => Math.Abs(v - Mean.Current.Value)));
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="timeWindow"></param>
/// <param name="window">The window for the input history</param>
/// <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(IReadOnlyWindow <long> timeWindow, IReadOnlyWindow <DoubleArray> window, long time, DoubleArray input)
{
Mean.Update(time, input);
return(Samples < 2 ? Constants.Zero : window.Average(v => Math.Abs(v.Value - Mean.Current.Value)));
}