protected override void CalculateFor(int current)
{
HistoricalPriceVolumeEntry entry = HistoricalData.Items[current];
// int current = i + 1;
DateTime date = entry.Date;
// int back = current - Period;
// back = back < 0 ? 0 : back;
// List<HistoricalPriceVolumeEntry> range = HistoricalData.GetPrevAsList(current, BeginCalculationOffset);
List <HistoricalPriceVolumeEntry> range = GetPrevRange();
int dayHigh = IndicatorUtils.GetHighestId(range.Select(e => e.High));
// int daysSinceHigh = range.Count - dayHigh;
decimal aroonUp = 100 * (BeginCalculationOffset - dayHigh) / (decimal)BeginCalculationOffset;
int dayLow = IndicatorUtils.GetLowestId(range.Select(e => e.Low));
// int daysSinceLow = range.Count - dayLow;
decimal aroonDown = 100 * (BeginCalculationOffset - dayLow) / (decimal)BeginCalculationOffset;
// Debug.WriteLine("");
// Debug.WriteLine($"Date: {date.ToString("d")}");
// Debug.WriteLine($"Up: {aroonUp}");
// Debug.WriteLine($"Down: {aroonDown}");
_upItems.Add(new TechnicalIndicatorItem(date, aroonUp));
_downItems.Add(new TechnicalIndicatorItem(date, aroonDown));
}
public void Calculate(HistoricalPriceVolume data)
{
List <HistoricalPriceVolumeEntry> graph = data.Items;
for (int i = Period; i < graph.Count; i++)
{
HistoricalPriceVolumeEntry entry = graph[i];
int current = i + 1;
DateTime date = entry.Date;
int back = current - Period;
back = back < 0 ? 0 : back;
List <HistoricalPriceVolumeEntry> range = graph.GetRange(i - Period, Period + 1);
int dayHigh = IndicatorUtils.GetHighestId(range.Select(e => e.High));
int daysSinceHigh = range.Count - dayHigh;
decimal aroonUp = 100 * (Period - daysSinceHigh) / (decimal)Period;
int dayLow = IndicatorUtils.GetLowestId(range.Select(e => e.Low));
int daysSinceLow = range.Count - dayLow;
decimal aroonDown = 100 * (Period - daysSinceLow) / (decimal)Period;
Debug.WriteLine("");
Debug.WriteLine($"Date: {date.ToString("d")}");
Debug.WriteLine($"Up: {aroonUp}");
Debug.WriteLine($"Down: {aroonDown}");
AroonGraph.Add(date, new[] { aroonUp, aroonDown });
}
}
/// <summary>
/// Gets the value.
/// </summary>
/// <returns></returns>
public override IEnumerable <double> Update(Period period, bool normalize = true)
{
var ma_20 = Ma20.Update(period, false).First();
var two_std_dev = 2 * IndicatorUtils.StandardDeviation(Ma20.Periods.Select(p => p.Close));
var upperBand = period.Close + two_std_dev;
var lowerBand = period.Close - two_std_dev;
Value = new double[3] {
upperBand, ma_20, lowerBand
};
return(normalize ? Value.Select(v => Normalizers.Price.Normalize(v)) : Value);
}
/// <summary>
/// Gets the value.
/// </summary>
/// <returns></returns>
protected override double AveragePeriods()
{
if (Periods.Count < Size)
{
return(0.0);
}
var period = Periods.Last();
if (PreviousEMA == 0.0)
{
PreviousEMA = base.AveragePeriods();
}
PreviousEMA = IndicatorUtils.EMA(period.Close, PreviousEMA, Multiplier);
return(PreviousEMA);
}
/// <summary>
/// Gets the value.
/// </summary>
/// <returns></returns>
public override IEnumerable <double> Update(Period period, bool normalize = true)
{
var adx = 0.0;
var plusDI = 0.0;
var minusDI = 0.0;
if (PreviousPeriod != null)
{
var upMove = period.High - PreviousPeriod.High;
var downMove = period.Low - PreviousPeriod.Low;
var plusDM = upMove > downMove && upMove > 0.0 ? upMove : 0.0;
var minusDM = downMove > upMove && downMove > 0.0 ? downMove : 0.0;
var atr = Atr.Update(period).First();
var plusDMOverATR = atr != 0.0 ? plusDM / atr : 0.0;
var minusDMOverATR = atr != 0.0 ? minusDM / atr : 0.0;
PreviousEMAPlusDI = IndicatorUtils.EMA(plusDMOverATR, PreviousEMAPlusDI, Multiplier);
PreviousEMAMinusDI = IndicatorUtils.EMA(minusDMOverATR, PreviousEMAMinusDI, Multiplier);
plusDI = 100 * PreviousEMAPlusDI;
minusDI = 100 * PreviousEMAMinusDI;
var val = (plusDI + minusDI) != 0.0 ? Math.Abs((plusDI - minusDI) / (plusDI + minusDI)) : 0.0;
PreviousEmaADX = IndicatorUtils.EMA(val, PreviousEmaADX, Multiplier);
adx = 100 * PreviousEmaADX;
}
PreviousPeriod = period;
Value = new double[3] {
adx, plusDI, minusDI
};
return(normalize ? Value.Select(v => Normalizers.DMI.Normalize(v)) : Value);
}
