/// <inheritdoc />
public IList <IndicatorValue> Calculate(IList <Price> prices)
{
var gains = new List <IndicatorValue>();
var losses = new List <IndicatorValue>();
for (var i = 1; i < prices.Count; i++)
{
var change = prices[i].ClosePrice - prices[i - 1].ClosePrice;
if (change > 0)
{
gains.Add(new IndicatorValue {
Date = prices[i].Date, Value = change
});
losses.Add(new IndicatorValue {
Date = prices[i].Date, Value = 0
});
}
else
{
losses.Add(new IndicatorValue {
Date = prices[i].Date, Value = -change
});
gains.Add(new IndicatorValue {
Date = prices[i].Date, Value = 0
});
}
}
var averageGains = MovingAverageHelper.SmoothedMovingAverage(gains, Term);
var averageLosses = MovingAverageHelper.SmoothedMovingAverage(losses, Term);
return(ComputeRsiValues(averageGains, averageLosses));
}
/// <inheritdoc />
public IList <IndicatorValue> Calculate(IList <Price> prices)
{
var rsValues = GetRsValues(prices);
return(MovingAverageHelper.SmoothedMovingAverage(rsValues, Term));
}