/// <summary>
/// Computes the Slow Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="constantK">The constant k.</param>
/// <param name="input">The input.</param>
/// <returns>The Slow Stochastics %K value.</returns>
private decimal ComputeStochK(int period, int constantK, TradeBar input)
{
var stochK = _maximum.Samples >= (period + constantK - 1) ? _sumFastK / constantK : new decimal(0.0);
_sumSlowK.Update(input.Time, stochK);
return(stochK * 100);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
// compute the true range and then send it to our smoother
TrueRange.Update(input);
_smoother.Update(input.Time, TrueRange);
return(_smoother.Current.Value);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
protected override decimal ComputeNextValue(TradeBar input)
{
_maximum.Update(input.Time, input.High);
_mininum.Update(input.Time, input.Low);
FastStoch.Update(input);
StochK.Update(input);
StochD.Update(input);
return(FastStoch);
}
/// <summary>
/// Computes the Fast Stochastic %K.
/// </summary>
/// <param name="period">The period.</param>
/// <param name="input">The input.</param>
/// <returns>The Fast Stochastics %K value.</returns>
private decimal ComputeFastStoch(int period, TradeBar input)
{
var denominator = (_maximum - _mininum);
var numerator = (input.Close - _mininum);
decimal fastStoch;
if (denominator == 0m)
{
// if there's no range, just return constant zero
fastStoch = 0m;
}
else
{
fastStoch = _maximum.Samples >= period ? numerator / denominator : new decimal(0.0);
}
_sumFastK.Update(input.Time, fastStoch);
return(fastStoch * 100);
}
/// <summary>
/// Updates the state of this indicator with the given value and returns true
/// if this indicator is ready, false otherwise
/// </summary>
/// <param name="indicator">The indicator to be updated</param>
/// <param name="time">The time associated with the value</param>
/// <param name="value">The value to use to update this indicator</param>
/// <returns>True if this indicator is ready, false otherwise</returns>
public static bool Update(this IndicatorBase <IndicatorDataPoint> indicator, DateTime time, decimal value)
{
return(indicator.Update(new IndicatorDataPoint(time, value)));
}
