Exemplo n.º 1
0
 /// <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)));
 }
Exemplo n.º 2
0
 /// <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)));
 }