protected override IndicatorResult ComputeByIndexImpl(int index)
{
var highestHigh = _highestHighIndicator.ComputeByIndex(index).HighestHigh;
var lowestLow = _lowestLowIndicator.ComputeByIndex(index).LowestLow;
var rsv = (highestHigh == lowestLow) ? 50 : 100 * (Equity[index].Close - lowestLow) / (highestHigh - lowestLow);
return(new IndicatorResult(Equity[index].DateTime, rsv));
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
if (index < PeriodCount)
{
return(new IndicatorResult(Equity[index].DateTime, null, null));
}
var @long = _highestHigh.ComputeByIndex(index).HighestHigh - _atrIndicator.ComputeByIndex(index).Atr *AtrCount;
var @short = _lowestLow.ComputeByIndex(index).LowestLow + _atrIndicator.ComputeByIndex(index).Atr *AtrCount;
return(new IndicatorResult(Equity[index].DateTime, @long, @short));
}
public IchimokuCloud(Equity equity, int shortPeriodCount, int middlePeriodCount, int longPeriodCount)
: base(equity, shortPeriodCount, middlePeriodCount, longPeriodCount)
{
// Default country set to United States Of America
_periodInstance = equity.Period.CreateInstance(Country.UnitedStatesOfAmerica);
var shortHighestHigh = new HighestHigh(equity, shortPeriodCount);
_shortLowestLow = new LowestLow(equity, shortPeriodCount);
_conversionLine = i => (shortHighestHigh.ComputeByIndex(i).HighestHigh + _shortLowestLow.ComputeByIndex(i).LowestLow) / 2;
var middleHighestHigh = new HighestHigh(equity, middlePeriodCount);
_middleLowestLow = new LowestLow(equity, middlePeriodCount);
_baseLine = i => (middleHighestHigh.ComputeByIndex(i).HighestHigh + _middleLowestLow.ComputeByIndex(i).LowestLow) / 2;
var longHighestHigh = new HighestHigh(equity, longPeriodCount);
var longLowestLow = new LowestLow(equity, longPeriodCount);
_leadingSpanB = i => (longHighestHigh.ComputeByIndex(i).HighestHigh + longLowestLow.ComputeByIndex(i).LowestLow) / 2;
}
protected override IndicatorResult ComputeByIndexImpl(int index)
{
if (index < PeriodCount - 1)
{
return(new IndicatorResult(Equity[index].DateTime, null, null));
}
var highestCloseIndex = index - PeriodCount + 1 + Equity
.Skip(index - PeriodCount + 1)
.Take(PeriodCount)
.ToList()
.FindLastIndexOrDefault(c => c.High == _highestHigh.ComputeByIndex(index).HighestHigh).Value;
var lowestCloseIndex = index - PeriodCount + 1 + Equity
.Skip(index - PeriodCount + 1)
.Take(PeriodCount)
.ToList()
.FindLastIndexOrDefault(c => c.Low == _lowestLow.ComputeByIndex(index).LowestLow).Value;
var up = 100.0m * (PeriodCount - (index - highestCloseIndex)) / PeriodCount;
var down = 100.0m * (PeriodCount - (index - lowestCloseIndex)) / PeriodCount;
return(new IndicatorResult(Equity[index].DateTime, up, down));
}
