/// <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);
if (Samples == 1)
{
_previousInput = input.Clone();
return(50.0d);
}
var buyingPressure = new DoubleArrayScalar(input[CloseIdx] - Math.Min(input[LowIdx], _previousInput.Close));
_sumBuyingPressure1.Update(time, buyingPressure);
_sumBuyingPressure2.Update(time, buyingPressure);
_sumBuyingPressure3.Update(time, buyingPressure);
_sumTrueRange1.Update(time, _trueRange.Current);
_sumTrueRange2.Update(time, _trueRange.Current);
_sumTrueRange3.Update(time, _trueRange.Current);
_previousInput = input;
if (!IsReady)
{
return(50.0d);
}
var average1 = _sumBuyingPressure1 / _sumTrueRange1;
var average2 = _sumBuyingPressure2 / _sumTrueRange2;
var average3 = _sumBuyingPressure3 / _sumTrueRange3;
return(100.0d * (4 * average1 + 2 * average2 + average3) / 7);
}
/// <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)
{
// compute the true range and then send it to our smoother
TrueRange.Update(time, input);
_smoother.Update(time, TrueRange);
return(_smoother.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)
{
_tr.Update(time, input);
if (!IsReady)
{
_atr.Update(time, input);
return(input[CloseIdx] != 0 ? _atr / input[CloseIdx] * 100 : 0d);
}
if (Samples == _period + 1)
{
// first output value is SMA of TrueRange
_atr.Update(time, input);
_lastAtrValue = _atr;
}
else
{
// next TrueRange values are smoothed using Wilder's approach
_lastAtrValue = (_lastAtrValue * (_period - 1) + _tr) / _period;
}
return(input[CloseIdx] != 0 ? _lastAtrValue / input[CloseIdx] * 100 : 0d);
}
