/// <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="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)
{
_tr.Update(time, input);
if (!IsReady)
{
_atr.Update(time, input);
return(input[CloseIdx] != 0 ? _atr / input[CloseIdx] * 100 : 0d);
}
if (Samples == _period + 1)
{
// first output value is SMA of TrueRange
_atr.Update(time, input);
_lastAtrValue = _atr;
}
else
{
// next TrueRange values are smoothed using Wilder's approach
_lastAtrValue = (_lastAtrValue * (_period - 1) + _tr) / _period;
}
return(input[CloseIdx] != 0 ? _lastAtrValue / input[CloseIdx] * 100 : 0d);
}