/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
fastEma.Set(Input[0]);
macdAvg2.Set(Input[0]);
Value.Set(0);
Avg.Set(0);
Diff.Set(0);
}
else
{
fastEma.Set((ZeroLagEMA(Input, (int)(Fast / Acceleration))[0]) - (ZeroLagEMA(Input, (int)(Slow / Acceleration))[0]));
double macd = fastEma[0];
macdAvg2.Set(ZeroLagEMA(fastEma, Smooth)[0]);
double macdAvg = macdAvg2[0];
Value.Set(macd);
Avg.Set(macdAvg);
ADX.Set(ADXVMA(Value, (int)(Fast / Acceleration))[0]);
Diff.Set(macd - macdAvg);
//Print (Time[0] + ": Value = " + Value[0].ToString("0.00") + ", Avg = " + Avg[0].ToString("0.00") + ", ADX = " + ADX[0].ToString("0.00"));
if ((Value[0] > ADX[0]) && (Value[0] > Threshold))
{
MacdUp.Set(0);
MacdDn.Reset();
MacdNeutral.Reset();
signal.Set(1);
}
else
if ((Value[0] < ADX[0]) && (Value[0] < -Threshold))
{
MacdDn.Set(0);
MacdUp.Reset();
MacdNeutral.Reset();
signal.Set(-1);
}
else
{
MacdNeutral.Set(0);
MacdDn.Reset();
MacdUp.Reset();
signal.Set(0);
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
fastEma[0] = Input[0];
macdAvg2[0] = Input[0];
Value[0] = 0;
Avg[0] = 0;
Diff[0] = 0;
}
else
{
fastEma[0] = (ZeroLagEMA(Input, (int)(Fast / Acceleration))[0]) - (ZeroLagEMA(Input, (int)(Slow / Acceleration))[0]);
double macd = fastEma[0];
macdAvg2[0] = ZeroLagEMA(fastEma, Smooth)[0];
double macdAvg = macdAvg2[0];
Value[0] = macd;
Avg[0] = macdAvg;
ADX[0] = ADXVMA(fastEma, (int)(Fast / Acceleration))[0];
Diff[0] = macd - macdAvg;
if ((Value[0] > ADX[0]) && (Value[0] > Threshold))
{
MacdUp[0] = 0;
MacdDn.Reset();
MacdNeutral.Reset();
signal[0] = 1;
}
else
{
if ((Value[0] < ADX[0]) && (Value[0] < -Threshold))
{
MacdDn[0] = 0;
MacdUp.Reset();
MacdNeutral.Reset();
signal[0] = -1;
}
else
{
MacdNeutral[0] = 0;
MacdDn.Reset();
MacdUp.Reset();
signal[0] = 0;
}
}
}
}