public override SignalAndValue Process(Candle candle)
{
var newValue = candle.CloseAsk;
var smaValue = _sma.Process(newValue, candle.IsComplete == 1);
var buff = Buffer;
if (candle.IsComplete == 0)
{
buff = Buffer.ToList();
}
buff.Add(newValue);
if (buff.Count > Length)
{
buff.RemoveAt(0);
}
var std = buff.Select(t1 => t1 - smaValue.Value).Select(t => t * t).Sum();
var ret = new SignalAndValue((float)Math.Sqrt((double)(std / Length)), IsFormed);
CurrentValue = ret.Value;
return(ret);
}
public SignalAndValue Process(float value, bool isComplete)
{
var buff = Buffer;
if (!isComplete)
{
// Take copy
buff = Buffer.ToList();
}
buff.Add(value);
if (buff.Count > Length)
{
buff.RemoveAt(0);
}
SignalAndValue ret;
ret = new SignalAndValue(Buffer.Sum() / Length, IsFormed);
CurrentValue = ret.Value;
return(ret);
}
