public DVCFE(Bars bars, int period1, int period2, int rankPeriod, string description)
: base(bars, description)
{
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < Math.Max(rankPeriod, Math.Max(period1, period2)))
{
return;
}
//Step 1
DataSeries PriceChange = DataSeries.Abs(ROC.Series(bars.Close, 1));
//Step 2
DataSeries TenDayPriceChange = bars.Close - (bars.Close >> period1);
DataSeries FirstRatio = (TenDayPriceChange / Sum.Series(PriceChange, period1)) * -1;
//Step 3
DataSeries TwoFiftyDayPriceChange = bars.Close - (bars.Close >> period2);
DataSeries SecondRatio = (TwoFiftyDayPriceChange / Sum.Series(PriceChange, period2));
//Step 4
DataSeries Average = (FirstRatio + SecondRatio) / 2;
DataSeries DVCFE = PrcRank.Series(Average, rankPeriod);
base.FirstValidValue = Math.Max(Math.Max(period1, period2), rankPeriod);
if (FirstValidValue == 1)
{
return;
}
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = DVCFE[bar];
}
}
public PsychologicalIndex(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period;
DataSeries UpDay = Momentum.Series(bars.Close, 1);
UpDay = ((UpDay / DataSeries.Abs(UpDay)) + 1) / 2;
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = (WealthLab.Indicators.Sum.Series(UpDay, period)[bar] / period) * 100;
}
}
public TrendScore(Bars bars, string description)
: base(bars, description)
{
base.FirstValidValue = 20;
DataSeries ScoreSeries = new DataSeries(bars, "TrendScore");
for (int j = 11; j <= 20; j++)
{
Momentum Mj = Momentum.Series(bars.Close, j);
DataSeries Sj = Mj / DataSeries.Abs(Mj);
ScoreSeries += Sj;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = ScoreSeries[bar];
}
}
public SeriesIsBelowValue(DataSeries ds, double num, int period, string description)
: base(ds, description)
{
int lp = ds.Count;
DataSeries delta = (double)num - ds;
delta += DataSeries.Abs(delta);
delta /= delta;
DataSeries aux = Sum.Series(delta, period) + 1.0e-9; // keep in mind we're working with floating point numbers
if (period > lp)
{
return;
}
for (int bar = period; bar < lp; bar++)
{
base[bar] = aux[bar];
}
}
public TSI(DataSeries ds, int period1, int period2, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(period1, period2) * 3;
if (FirstValidValue <= 1)
{
return;
}
DataSeries mtm = Momentum.Series(ds, 1);
DataSeries absmtm = DataSeries.Abs(mtm);
DataSeries Numer = EMA.Series(EMA.Series(mtm, period1, EMACalculation.Modern), period2, EMACalculation.Modern);
DataSeries Denom = EMA.Series(EMA.Series(absmtm, period1, EMACalculation.Modern), period2, EMACalculation.Modern);
DataSeries TS = Numer / Denom;
DataSeries TSI = TS * 100;
for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = TSI[bar];
}
}
public UDIDSRI(DataSeries ds, int period, int power, int percentRankPeriod, int iteration, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(period, percentRankPeriod);
DataSeries diff = ds - (ds >> 1);
DataSeries mov = new DataSeries(ds, "mov(" + ds.Description + "," + period + "," + percentRankPeriod + ")");
DataSeries movement = new DataSeries(ds, "movement(" + ds.Description + "," + period + "," + percentRankPeriod + ")");
DataSeries r = DataSeries.Abs(ds / (ds >> 1) - 1);
int u_iteration = iteration == 1 ? 1 : 2;
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
if (diff[bar] > 0)
{
mov[bar] = 1;
}
if (diff[bar] < 0)
{
mov[bar] = -1;
}
movement[bar] = mov[bar] * Math.Pow((1 + r[bar]), power);
}
DataSeries UDIDSRI_1st = Sum.Series(mov, period);
UDIDSRI_1st = PercentRank.Series(UDIDSRI_1st, percentRankPeriod);
DataSeries UDIDSRI_2nd = Sum.Series(movement, period);
UDIDSRI_2nd = PercentRank.Series(UDIDSRI_2nd, percentRankPeriod);
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = u_iteration == 1 ? UDIDSRI_1st[bar] : UDIDSRI_2nd[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];
}
}
