/// <summary>
/// Computes the next value of the following sub-indicators from the given state:
/// StandardDeviation, MiddleBand, UpperBand, LowerBand
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>The input is returned unmodified.</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
StandardDeviation.Update(input);
MiddleBand.Update(input);
UpperBand.Update(input);
LowerBand.Update(input);
return(input);
}
/// <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 coeff = _width * (input.High - input.Low) / (input.High + input.Low);
LowerBand.Update(input.Time, input.Low * (1 - coeff));
UpperBand.Update(input.Time, input.High * (1 + coeff));
MiddleBand.Update(input.Time, input.Close);
return(MiddleBand);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <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(long time, DoubleArray input)
{
var coeff = _width * (input[HighIdx] - input[LowIdx]) / (input[HighIdx] + input[LowIdx]);
LowerBand.Update(time, input[LowIdx] * (1 - coeff));
UpperBand.Update(time, input[HighIdx] * (1 + coeff));
MiddleBand.Update(time, input[CloseIdx]);
return(MiddleBand);
}
/// <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);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <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 DoubleArray Forward(long time, DoubleArray input)
{
if (_previousInput != null)
{
UpperBand.Update(_previousTime, _previousInput.High);
LowerBand.Update(_previousTime, _previousInput.Low);
}
_previousInput = input.Clone();
_previousTime = time;
return((UpperBand + LowerBand) / 2);
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="input">The TradeBar to this indicator on this time step</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
AverageTrueRange.Update(input);
var typicalPrice = (input.High + input.Low + input.Close) / 3m;
MiddleBand.Update(input.Time, typicalPrice);
// poke the upper/lower bands, they actually don't use the input, they compute
// based on the ATR and the middle band
LowerBand.Update(input);
UpperBand.Update(input);
return(MiddleBand);
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="input">The TradeBar to this indicator on this time step</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
AverageTrueRange.Update(input);
var typicalPrice = (input.High + input.Low + input.Close) / 3m;
MiddleBand.Update(input.Time, typicalPrice);
Console.WriteLine(input.Time.ToString("yyyymmdd") + "\t" + typicalPrice.SmartRounding() + "\t" + MiddleBand.Current.Value.SmartRounding());
// poke the upper/lower bands, they actually don't use the input, they compute
// based on the ATR and the middle band
LowerBand.Update(input);
UpperBand.Update(input);
return(MiddleBand);
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="time"></param>
/// <param name="input">The TradeBar to this indicator on this time step</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
AverageTrueRange.Update(time, input);
var typicalPrice = (input[HighIdx] + input[LowIdx] + input[CloseIdx]) / 3d;
MiddleBand.Update(time, typicalPrice);
// poke the upper/lower bands, they actually don't use the input, they compute
// based on the ATR and the middle band
LowerBand.Update(time, input);
UpperBand.Update(time, input);
return(MiddleBand);
}
/// <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)
{
MiddleBand.Update(new IndicatorDataPoint
{
Time = input.Time,
Value = input.Close
});
var coeff = _width * (input.High - input.Low) / (input.High + input.Low);
LowerBand.Update(new IndicatorDataPoint
{
Time = input.Time,
Value = input.Low * (1 - coeff)
});
UpperBand.Update(new IndicatorDataPoint
{
Time = input.Time,
Value = input.High * (1 + coeff)
});
return(MiddleBand);
}