public RMI(DataSeries ds, int len1, int len2, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(len1, len2);
if (FirstValidValue < 2)
{
return;
}
if (ds.Count < Math.Max(len1, len2))
{
return;
}
// dansmo version
double u1 = 0;
double d1 = 0;
DataSeries u1Series = new DataSeries(ds, "u1Series(" + ds.Description + "," + len1 + "," + len2 + ")");
DataSeries d1Series = new DataSeries(ds, "d1Series(" + ds.Description + "," + len1 + "," + len2 + ")");
DataSeries ugSeries = new DataSeries(ds, "ugSeries(" + ds.Description + "," + len1 + "," + len2 + ")");
DataSeries dgSeries = new DataSeries(ds, "dgSeries(" + ds.Description + "," + len1 + "," + len2 + ")");
DataSeries rmiSeries = new DataSeries(ds, "rmiSeries(" + ds.Description + "," + len1 + "," + len2 + ")");
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
if (ds[bar] > ds[bar - len1])
{
u1 = ds[bar] - ds[bar - len1];
}
else
{
u1 = 0;
}
if (ds[bar] < ds[bar - len1])
{
d1 = Math.Abs(ds[bar] - ds[bar - len1]);
}
else
{
d1 = 0;
}
u1Series[bar] = u1;
d1Series[bar] = d1;
}
ugSeries = WilderMA.Series(u1Series, len2);
dgSeries = WilderMA.Series(d1Series, len2);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = 100.0 - (100.0 / (1 + ugSeries[bar] / dgSeries[bar]));
}
// fundtimer's version
/*for (int bar = FirstValidValue; bar < ds.Count; bar++)
* {
* base[bar] = RSI.Series(Momentum.Series(ds, len1), len2)[bar];
* }*/
// dansmo's version, rescaled
/*double u1 = 0;
* double d1 = 0;
* DataSeries u1Series = new DataSeries(ds, "u1Series(" + ds.Description + "," + len1 + "," + len2 +")");
* DataSeries d1Series = new DataSeries(ds, "d1Series(" + ds.Description + "," + len1 + "," + len2 + ")");
* DataSeries ugSeries = new DataSeries(ds, "ugSeries(" + ds.Description + "," + len1 + "," + len2 + ")");
* DataSeries dgSeries = new DataSeries(ds, "dgSeries(" + ds.Description + "," + len1 + "," + len2 + ")");
*
* for (int bar = FirstValidValue; bar < ds.Count; bar++)
* {
* if (ds[bar] > ds[bar - len1])
* u1 = ds[bar] - ds[bar - len1];
* else
* u1 = 0;
*
* if (ds[bar] < ds[bar - len1])
* d1 = Math.Abs(ds[bar] - ds[bar - len1]);
* else
* d1 = 0;
*
* u1Series[bar] = u1;
* d1Series[bar] = d1;
* }
*
* ugSeries = WilderMA.Series(u1Series, len2);
* dgSeries = WilderMA.Series(d1Series, len2);
*
* for (int bar = FirstValidValue; bar < ds.Count; bar++)
* {
* double rm = ugSeries[bar] / dgSeries[bar];
* base[bar] = rm / (1.0 + rm);
* }*/
}
