/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_trueRange.Update(input);
_directionalMovementPlus.Update(input);
_directionalMovementMinus.Update(input);
_smoothedTrueRange.Update(Current);
_smoothedDirectionalMovementPlus.Update(Current);
_smoothedDirectionalMovementMinus.Update(Current);
_previousInput = input;
PositiveDirectionalIndex.Update(Current);
NegativeDirectionalIndex.Update(Current);
var diff = Math.Abs(PositiveDirectionalIndex.Current.Value - NegativeDirectionalIndex.Current.Value);
var sum = PositiveDirectionalIndex.Current.Value + NegativeDirectionalIndex.Current.Value;
if (sum == 0)
{
return(50m);
}
_averageDirectionalIndex.Update(input.EndTime, 100m * diff / sum);
return(_averageDirectionalIndex.Current.Value);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="time"></param>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override DoubleArray Forward(long time, DoubleArray input)
{
_trueRange.Update(time, input);
_directionalMovementPlus.Update(time, input);
_directionalMovementMinus.Update(time, input);
_smoothedTrueRange.Update(time, Current);
_smoothedDirectionalMovementPlus.Update(time, Current);
_smoothedDirectionalMovementMinus.Update(time, Current);
_previousInput = input.Clone();
PositiveDirectionalIndex.Update(time, Current);
NegativeDirectionalIndex.Update(time, Current);
var diff = Math.Abs(PositiveDirectionalIndex.Current.Value - NegativeDirectionalIndex);
var sum = PositiveDirectionalIndex + NegativeDirectionalIndex;
if (sum == 0)
{
return((DoubleArray)50d);
}
_averageDirectionalIndex.Update(time, 100d * diff / sum);
return(_averageDirectionalIndex);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
TrueRange.Reset();
DirectionalMovementPlus.Reset();
DirectionalMovementMinus.Reset();
SmoothedTrueRange.Reset();
SmoothedDirectionalMovementMinus.Reset();
SmoothedDirectionalMovementPlus.Reset();
PositiveDirectionalIndex.Reset();
NegativeDirectionalIndex.Reset();
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
_previousInput = null;
_trueRange.Reset();
_directionalMovementPlus.Reset();
_directionalMovementMinus.Reset();
_smoothedTrueRange.Reset();
_smoothedDirectionalMovementPlus.Reset();
_smoothedDirectionalMovementMinus.Reset();
_averageDirectionalIndex.Reset();
PositiveDirectionalIndex.Reset();
NegativeDirectionalIndex.Reset();
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
TrueRange.Update(input);
DirectionalMovementPlus.Update(input);
DirectionalMovementMinus.Update(input);
SmoothedTrueRange.Update(Current);
SmoothedDirectionalMovementMinus.Update(Current);
SmoothedDirectionalMovementPlus.Update(Current);
if (_previousInput != null)
{
PositiveDirectionalIndex.Update(Current);
NegativeDirectionalIndex.Update(Current);
}
var diff = Math.Abs(PositiveDirectionalIndex - NegativeDirectionalIndex);
var sum = PositiveDirectionalIndex + NegativeDirectionalIndex;
var value = sum == 0 ? 50 : ((_period - 1) * Current.Value + 100 * diff / sum) / _period;
_previousInput = input;
return(value);
}
