| public static Value ( ISeries input, int index ) : double | ||
| input | ISeries | |
| index | int | |
| return | double | |
public static double Value(ISeries input, int index, int length, IndicatorStyle style = IndicatorStyle.QuantStudio)
{
if (style == IndicatorStyle.QuantStudio)
{
var mdm = 0.0;
var tr = 0.0;
if (index >= length)
{
for (var i = index; i > index - length; i--)
{
tr += TR.Value(input, i);
mdm += MDM.Value(input, i);
}
return(mdm / tr * 100);
}
return(double.NaN);
}
else
{
double mdm = 0.0;
double tr = 0.0;
if (index >= length)
{
for (var j = length; j >= 1; j--)
{
tr += TR.Value(input, j);
mdm += MDM.Value(input, j);
}
for (var k = length + 1; k <= index; k++)
{
mdm = mdm - mdm / length + MDM.Value(input, k);
tr = tr - tr / length + TR.Value(input, k);
}
return(mdm / tr * 100);
}
return(double.NaN);
}
}
// TODO: rewrite
public override void Calculate(int index)
{
if (this.style == IndicatorStyle.QuantStudio)
{
double num = 0.0;
double num2 = 0.0;
double value = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (int i = index; i >= index - this.length + 1; i--)
{
num += PDM.Value(this.input, i);
num2 += MDM.Value(this.input, i);
}
}
else
{
num2 = this.mdmTS[index - 1] - MDM.Value(this.input, index - this.length) +
MDM.Value(this.input, index);
num = this.pdmTS[index - 1] - PDM.Value(this.input, index - this.length) +
PDM.Value(this.input, index);
}
if (num + num2 != 0.0)
{
value = Math.Abs(num - num2) / (num + num2) * 100.0;
}
Add(this.input.GetDateTime(index), value);
}
this.pdmTS.Add(this.input.GetDateTime(index), num);
this.mdmTS.Add(this.input.GetDateTime(index), num2);
}
else
{
double num3 = 0.0;
double num4 = 0.0;
double value2 = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (int j = index; j >= index - this.length + 1; j--)
{
num3 += PDM.Value(this.input, j);
num4 += MDM.Value(this.input, j);
}
}
else
{
num3 = this.pdmTS[index - 1] - this.pdmTS[index - 1] / (double)this.length +
PDM.Value(this.input, index);
num4 = this.mdmTS[index - 1] - this.mdmTS[index - 1] / (double)this.length +
MDM.Value(this.input, index);
}
if (num3 + num4 != 0.0)
{
value2 = Math.Abs(num3 - num4) / (num3 + num4) * 100.0;
}
base.Add(this.input.GetDateTime(index), value2);
}
this.pdmTS.Add(this.input.GetDateTime(index), num3);
this.mdmTS.Add(this.input.GetDateTime(index), num4);
}
}
public override void Calculate(int index)
{
if (this.style == IndicatorStyle.QuantStudio)
{
double mdm = 0.0;
double tr = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (int i = index; i >= index - this.length + 1; i--)
{
tr += TR.Value(this.input, i);
mdm += MDM.Value(this.input, i);
}
}
else
{
mdm = this.mdmTS[index - 1] - MDM.Value(this.input, index - this.length) +
MDM.Value(this.input, index);
tr = this.trTS[index - 1] - TR.Value(this.input, index - this.length) +
TR.Value(this.input, index);
}
if (tr != 0.0)
{
double value = mdm / tr * 100.0;
if (!double.IsNaN(value))
{
Add(this.input.GetDateTime(index), value);
}
}
}
this.mdmTS.Add(this.input.GetDateTime(index), mdm);
this.trTS.Add(this.input.GetDateTime(index), tr);
}
else
{
double mdm = 0.0;
double tr = 0.0;
if (index >= this.length)
{
if (index == this.length)
{
for (var j = index; j >= index - this.length + 1; j--)
{
tr += TR.Value(this.input, j);
mdm += MDM.Value(this.input, j);
}
}
else
{
mdm = this.mdmTS[index - 1] - this.mdmTS[index - 1] / this.length + MDM.Value(this.input, index);
tr = this.trTS[index - 1] - this.trTS[index - 1] / this.length + TR.Value(this.input, index);
}
if (tr != 0.0)
{
double value = mdm / tr * 100.0;
if (!double.IsNaN(value))
{
Add(this.input.GetDateTime(index), value);
}
}
}
this.mdmTS.Add(this.input.GetDateTime(index), mdm);
this.trTS.Add(this.input.GetDateTime(index), tr);
}
}