/// <summary>
/// Calculates next RSI value from previous
/// </summary>
/// <param name="previousRSI">Previous RSI value</param>
/// <param name="latestCandlestick">Last candlestick</param>
/// <returns>Updated RSI value</returns>
public virtual RSIValue CalculateNextValue(RSIValue previousRSI, Lib.Candlestick latestCandlestick)
{
if (null == latestCandlestick)
{
throw new ArgumentNullException("candlestick");
}
return(CalculateNextValue(previousRSI, latestCandlestick.StartEndDifference));
}
/// <summary>
/// Calculates next RSI value from previous
/// </summary>
/// <param name="previousRSI">Previous RSI value</param>
/// <param name="latestDifference">Last difference</param>
/// <returns>Updated RSI value</returns>
public virtual RSIValue CalculateNextValue(RSIValue previousRSI, decimal latestDifference)
{
if (null == previousRSI)
{
throw new ArgumentNullException("previousRSI");
}
return(new RSIValue(
Math.Round(((previousRSI.AverageGain) * (NumberOfSamples - 1) + Math.Max(0, latestDifference)) / NumberOfSamples, PRECISION),
Math.Round(((previousRSI.AverageLoss) * (NumberOfSamples - 1) - Math.Min(0, latestDifference)) / NumberOfSamples, PRECISION),
PRECISION
));
}
