public void Update(TradeBar currentBar)
{
IBaseData dataPoint;
if (typeof(Z) == typeof(TradeBar))
{
dataPoint = currentBar;
}
else
{
dataPoint = new IndicatorDataPoint(currentBar.EndTime, currentBar.Close);
}
Indicator.Update(dataPoint);
decimal value = Indicator.Current.Value;
if (_indicatorIsPercent)
{
value *= 100;
}
IndicatorSeries.AddPoint(Indicator.Current.Time, value);
if (Indicator.IsReady)
{
STD.Update(Indicator.Current.Time, value);
IndicatorSeriesSTD.AddPoint(STD.Current.Time, STD.Current.Value);
}
}
public void Update(DateTime time, decimal iv)
{
var point = new IndicatorDataPoint();
point.Time = time;
point.Value = iv * 100; //IV given in percent terms
STD.Update(point);
}
public void Update(DateTime time, decimal iv_ratio)
{
IVSkewSeries.AddPoint(time, iv_ratio * 100); //IV given in percent terms
var point = new IndicatorDataPoint();
point.Time = time;
point.Value = Math.Abs(iv_ratio * 100); //IV given in percent terms
STD.Update(point);
}
public void Update(DateTime time, decimal max_pain_strike, decimal max_pain_distance)
{
MaxPainSeries.AddPoint(time, max_pain_strike);
var point = new IndicatorDataPoint();
point.Time = time;
point.Value = Math.Abs(max_pain_distance);
STD.Update(point);
MaxPainRelSTDSeries.AddPoint(time, STD.Current.Value);
}
public void Update(DateTime time, decimal frontiv, decimal backiv)
{
FrontIVSeries.AddPoint(time, frontiv);
BackIVSeries.AddPoint(time, backiv);
var point = new IndicatorDataPoint();
point.Time = time;
point.Value = (backiv * 100) - (frontiv * 100); //IV given in percent terms
STD.Update(point);
STDSeries.AddPoint(time, STD.Current.Value);
}