public static GreaterThan Series(DataSeries ds, DataSeries comp, double greaterThanWeight, double lessThanWeight)
{
string description = string.Concat(new object[] { "GreaterThan(", ds.Description, ",", comp.Description, ",",
greaterThanWeight, ",", lessThanWeight, ",", ")" });
if (ds.Cache.ContainsKey(description))
{
return((GreaterThan)ds.Cache[description]);
}
GreaterThan _GreaterThan = new GreaterThan(ds, comp, greaterThanWeight, lessThanWeight, description);
ds.Cache[description] = _GreaterThan;
return(_GreaterThan);
}
public DVI(DataSeries B, string description)
: base(B, description)
{
base.FirstValidValue = 252;
DataSeries C = B / Community.Indicators.FastSMA.Series(B, 3) - 1;
DataSeries D = (Community.Indicators.FastSMA.Series(C, 5) + (Community.Indicators.FastSMA.Series(C, 100) / 10)) / 2;
DataSeries E = Community.Indicators.FastSMA.Series(D, 5);
DataSeries F = GreaterThan.Series(B, (B >> 1), 1, -1);
DataSeries G = (Sum.Series(F, 10) + (Sum.Series(F, 100) / 10)) / 2;
DataSeries H = Community.Indicators.FastSMA.Series(G, 2);
// DVI [Magnitude]
DataSeries I = PercentRank.Series(E, 252);
// DVI [Stretch]
DataSeries J = PercentRank.Series(H, 252);
DataSeries DVI = (0.8 * I) + (0.2 * J);
for (int bar = base.FirstValidValue; bar < B.Count; bar++)
{
base[bar] = DVI[bar];
}
}
