/// <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);
}
