public CMCSuperTrend(Bars bars, double ATRMultiple, int ATRPeriod, string description)
: base(bars, description)
{
base.FirstValidValue = ATRPeriod * 3;
int state = 1;
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
double Value = 0;
if (state == 1)
{
if (bars.Close[bar] < base[bar - 1])
{
state = -1;
Value = bars.High[bar] + ATRMultiple * ATR.Series(bars, ATRPeriod)[bar];
}
else
Value = Math.Max(this[bar - 1], bars.Low[bar] - ATRMultiple * ATR.Series(bars, ATRPeriod)[bar]);
}
else
{
if (bars.Close[bar] > base[bar - 1])
{
state = 1;
Value = bars.Low[bar] - ATRMultiple * ATR.Series(bars, ATRPeriod)[bar];
}
else
Value = Math.Min(this[bar - 1], bars.High[bar] + ATRMultiple * ATR.Series(bars, ATRPeriod)[bar]);
}
base[bar] = Value;
}
}
public AverageDistance(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period * 3;
DataSeries sma = Community.Indicators.FastSMA.Series(bars.Close, period);
ATR atr = ATR.Series(bars, period);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = (bars.Close[bar] - sma[bar]) / atr[bar];
}
}
public MTSuperTrendSeries(Bars bars, int CCIPeriod, double ATRMultiple, int ATRPeriod, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(CCIPeriod, ATRPeriod * 3);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
double Value = 0;
if (CCI.Series(bars, CCIPeriod)[bar] >= 0)
{
Value = Math.Max(base[bar - 1], bars.Low[bar] - ATRMultiple * ATR.Series(bars, ATRPeriod)[bar]);
}
else
{
Value = Math.Min(base[bar - 1], bars.High[bar] + ATRMultiple * ATR.Series(bars, ATRPeriod)[bar]);
}
base[bar] = Value;
}
}
public KaseCD(Bars bars, int fastPeriod, int slowPeriod, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(fastPeriod, slowPeriod);
DataSeries RWH = new DataSeries(bars, "RWH");
DataSeries RWL = new DataSeries(bars, "RWL");
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
RWH[bar] = (((bars.High[bar] - bars.Low[bar - slowPeriod])) / ((ATR.Series(bars, slowPeriod)[bar] * Math.Sqrt(slowPeriod))));
RWL[bar] = (((bars.High[bar - slowPeriod] - bars.Low[bar])) / ((ATR.Series(bars, slowPeriod)[bar] * Math.Sqrt(slowPeriod))));
}
DataSeries Pk = Community.Indicators.FastSMA.Series(WMA.Series((RWH - RWL), fastPeriod), fastPeriod);
DataSeries KCD = Pk - Community.Indicators.FastSMA.Series(Pk, slowPeriod);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = KCD[bar];
}
}
public HasslerTSI(Bars bars, DataSeries ds, int period1, int period2, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(period2, period1);
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < period1 || ds.Count < period2)
{
return;
}
ATR atr = ATR.Series(bars, period1);
DataSeries Ratio = DataSeries.Abs(ds - (ds >> period1)) / atr;
DataSeries HasslerTSI = Community.Indicators.FastSMA.Series(Community.Indicators.FastSMA.Series(Ratio, period1), period2);
for (int i = FirstValidValue; i < ds.Count; i++)
{
base[i] = HasslerTSI[i];
}
}
public ATRBandLower(Bars bars, DataSeries ds, int atrPeriod, double atrMult, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(ds.FirstValidValue, atrPeriod * 3);
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < atrPeriod)
{
return;
}
var rangePartitioner = Partitioner.Create(FirstValidValue, ds.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
base[bar] = ds[bar] - atrMult * ATR.Series(bars, atrPeriod)[bar];
}
});
}
public KeltnerATR_Lower(Bars bars, int smaPeriod, int atrPeriod, double atrMult, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(smaPeriod, atrPeriod * 3);
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < Math.Max(smaPeriod, atrPeriod))
{
return;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = Community.Indicators.FastSMA.Series(WealthLab.Indicators.AveragePriceC.Series(bars), smaPeriod)[bar] - atrMult * ATR.Series(bars, atrPeriod)[bar];
}
}
