/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previous = null;
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}
/// <summary>
/// Initializes a new instance of the <see cref="NormalizedAverageTrueRange"/> class using the specified name and period.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the NATR</param>
public NormalizedAverageTrueRange(string name, int period) :
base(name)
{
_period = period;
_tr = new TrueRange(name + "_TR");
_atr = new AverageTrueRange(name + "_ATR", period, MovingAverageType.Simple);
}
/// <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)
{
// compute the true range and then send it to our smoother
TrueRange.Update(time, input);
_smoother.Update(time, TrueRange);
return(_smoother.Current.Value);
}
/// <summary>
/// Initializes a new instance of the <see cref="UltimateOscillator"/> class using the specified parameters
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period1">The first period</param>
/// <param name="period2">The second period</param>
/// <param name="period3">The third period</param>
public UltimateOscillator(string name, int period1, int period2, int period3)
: base(name)
{
_period = Math.Max(Math.Max(period1, period2), period3);
_trueRange = new TrueRange(name + "_TR");
_sumBuyingPressure1 = new Sum(name + "_BP1", period1);
_sumBuyingPressure2 = new Sum(name + "_BP2", period2);
_sumBuyingPressure3 = new Sum(name + "_BP3", period3);
_sumTrueRange1 = new Sum(name + "_TR1", period1);
_sumTrueRange2 = new Sum(name + "_TR2", period2);
_sumTrueRange3 = new Sum(name + "_TR3", period3);
}
