/// <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)
{
_adx.Update(input);
_adxHistory.Add(_adx);
return((_adx + _adxHistory[Math.Min(_adxHistory.Count - 1, _period - 1)]) / 2);
}
/// <summary>
/// Computes the average value
/// </summary>
/// <param name="input">The data for the calculation</param>
/// <returns>The average value</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
var price = (double)(input.High + input.Low) / 2;
_high.Add((double)input.High);
_low.Add((double)input.Low);
// our first data point just return identity
if (!_high.IsReady)
{
_filt = price;
}
double n1;
double n2;
double n3;
double hh;
double ll;
double dimen = 0;
double alpha;
n3 = (_high.Max() - _low.Min()) / _n;
hh = _high.Take(_n / 2).Max();
ll = _low.Take(_n / 2).Min();
n1 = (hh - ll) / (_n / 2);
if (_high.IsReady)
{
hh = _high.Skip(_n / 2).Take(_n / 2).Max();
ll = _low.Skip(_n / 2).Take(_n / 2).Min();
}
n2 = (hh - ll) / (_n / 2);
if (n1 > 0 && n2 > 0 && n3 > 0)
{
dimen = (Math.Log(n1 + n2) - Math.Log(n3)) / Math.Log(2);
}
;
alpha = Math.Exp(_w * (dimen - 1));
if (alpha < .01)
{
alpha = .01;
}
if (alpha > 1)
{
alpha = 1;
}
_filt = alpha * price + (1 - alpha) * _filt;
return((decimal)_filt);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="window"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>
/// A new value for this indicator
/// </returns>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
int Mc = 0;
int MRc = 0;
decimal momersion = 50m;
if (window.Count >= 3)
{
_multipliedDiffWindow.Add((window[0] - window[1]) * (window[1] - window[2]));
}
// Estimate the indicator if less than 50% of observation are zero. Avoid division by
// zero and estimations with few real observations in case of forward filled data.
if (this.IsReady &&
_multipliedDiffWindow.Count(obs => obs == 0) < 0.5 * _multipliedDiffWindow.Count)
{
Mc = _multipliedDiffWindow.Count(obs => obs > 0);
MRc = _multipliedDiffWindow.Count(obs => obs < 0);
momersion = 100m * Mc / (Mc + MRc);
}
return(momersion);
}
/// <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(T input)
{
_window.Add(input);
return(ComputeNextValue(_window, input));
}