public static List <ATR> createATR(int N, List <Price> Price)
{
List <ATR> ATR = new List <ATR>();
double[] _close = new double[Price.Count];
double[] _high = new double[Price.Count];
double[] _low = new double[Price.Count];
double[] _open = new double[Price.Count];
double[] _atr = new double[Price.Count];
for (int x = 0; x < Price.Count; x++)
{
_close[x] = Price[x].Close;
_high[x] = Price[x].High;
_low[x] = Price[x].Low;
_open[x] = Price[x].Open;
}
int a, b;
Core.Atr(0, Price.Count - 1, _high, _low, _close, N, out a, out b, _atr);
for (int x = 0; x < _atr.Count() - a; x++)
{
//Debug.WriteLine("ATR " + _atr[x]);
//Debug.WriteLine(Price[x + a].TimeStamp + " " + Price[x + a].Close);
//Debug.WriteLine("========" + x + "===========");
// Debug.WriteLine(Price[x + a].Open + "," + Price[x + a].High + "," + Price[x + a].Low + "," + Price[x + a].Close + "," + _atr[x]);
ATR ss = new ATR();
ss.AvgTrueRange = _atr[x];
ss.TimeStamp = Price[x + a].TimeStamp;
ss.Price_Close = Price[x + a].Close;
ss.Price_High = Price[x + a].High;
ss.Price_Low = Price[x + a].Low;
ss.Price_Open = Price[x + a].Open;
ATR.Add(ss);
}
return(ATR);
}
public static List<ATR> createATR(int N, List<Price> Price)
{
List<ATR> ATR = new List<ATR>();
double[] _close = new double[Price.Count];
double[] _high = new double[Price.Count];
double[] _low = new double[Price.Count];
double[] _open = new double[Price.Count];
double[] _atr = new double[Price.Count];
for (int x = 0; x < Price.Count; x++)
{
_close[x] = Price[x].Close;
_high[x] = Price[x].High;
_low[x] = Price[x].Low;
_open[x] = Price[x].Open;
}
int a, b;
Core.Atr(0, Price.Count - 1, _high, _low, _close, N, out a, out b, _atr);
for (int x = 0; x < _atr.Count() - a; x++)
{
//Debug.WriteLine("ATR " + _atr[x]);
//Debug.WriteLine(Price[x + a].TimeStamp + " " + Price[x + a].Close);
//Debug.WriteLine("========" + x + "===========");
// Debug.WriteLine(Price[x + a].Open + "," + Price[x + a].High + "," + Price[x + a].Low + "," + Price[x + a].Close + "," + _atr[x]);
ATR ss = new ATR();
ss.AvgTrueRange = _atr[x];
ss.TimeStamp = Price[x + a].TimeStamp;
ss.Price_Close = Price[x + a].Close;
ss.Price_High = Price[x + a].High;
ss.Price_Low = Price[x + a].Low;
ss.Price_Open = Price[x + a].Open;
ATR.Add(ss);
}
return ATR;
}
