public override double Update(double dataPoint)
{
return((_ma1.Update(dataPoint) +
_ma2.Update(dataPoint) +
_ma3.Update(dataPoint) +
_ma4.Update(dataPoint)) / 4.0);
}
public override double Update(Bar bar)
{
double trueRange =
Math.Max(
Math.Max(bar.HighestPrice - bar.LowestPrice, bar.HighestPrice - _prevClosePrice),
_prevClosePrice - bar.LowestPrice);
_prevClosePrice = bar.ClosePrice;
return(_maTrueRange.Update(trueRange));
}
public override double[] Update(double dataPoint)
{
double ma = _ma.Update(dataPoint);
double stddev = _sd.Update(dataPoint);
double upperBound = ma + _alpha * stddev;
double lowerBound = ma - _alpha * stddev;
return(new double[3] {
upperBound, ma, lowerBound
});
}
public override double Update(double dataPoint)
{
double up = _firstData
? 0.0
: (dataPoint > _prevData)
? 100.0
: 0.0;
// update status
_prevData = dataPoint;
_firstData = false;
// return result
return(_ma.Update(up));
}
public override double Update(StockAnalysis.Share.Bar bar)
{
double truePrice = (bar.HighestPrice + bar.LowestPrice + 2 * bar.ClosePrice) / 4;
_truePrices.Add(truePrice);
double maTruePrice = _maTruePrice.Update(truePrice);
double sum = 0.0;
for (int i = 0; i < _truePrices.Length; ++i)
{
sum += Math.Abs(_truePrices[i] - maTruePrice);
}
double d = sum / _truePrices.Length;
return(d == 0.0 ? 0.0 : (truePrice - maTruePrice) / d / Alpha);
}
public override double Update(double dataPoint)
{
return(dataPoint - _ma.Update(dataPoint));
}
public override double Update(double dataPoint)
{
double average = _ma.Update(dataPoint);
return((dataPoint - average) / average);
}
public override double Update(double dataPoint)
{
return(_maShort.Update(dataPoint) - _maLong.Update(dataPoint));
}
public override double[] Update(StockAnalysis.Share.Bar bar)
{
// calculate +DM and -DM
double pdm, ndm;
if (_firstBar)
{
pdm = 0.0;
ndm = 0.0;
}
else
{
pdm = Math.Max(0.0, bar.HighestPrice - _prevBar.HighestPrice);
ndm = Math.Max(0.0, _prevBar.LowestPrice - bar.LowestPrice);
if (pdm > ndm)
{
ndm = 0.0;
}
else if (pdm < ndm)
{
pdm = 0.0;
}
else
{
pdm = ndm = 0.0;
}
}
// Calculate +DI and -DI
double tr, pdi, ndi;
if (_firstBar)
{
tr = bar.HighestPrice - bar.LowestPrice;
}
else
{
tr = Math.Max(Math.Abs(bar.HighestPrice - bar.LowestPrice),
Math.Max(Math.Abs(bar.HighestPrice - _prevBar.ClosePrice), Math.Abs(bar.LowestPrice - _prevBar.ClosePrice)));
}
pdi = pdm * 100.0 / tr;
ndi = ndm * 100.0 / tr;
// calculate +DIM and -DIM
double mspdm = _msPdm.Update(pdm);
double msndm = _msNdm.Update(ndm);
double mstr = _msTr.Update(tr);
double pdim = mspdm * 100.0 / mstr;
double ndim = msndm * 100.0 / mstr;
// calculate DX and ADX
double dx = (pdim + ndim) == 0.0 ? 0.0 : Math.Abs(pdim - ndim) / (pdim + ndim);
double adx = _maDx.Update(dx);
// calculate ADXR
_adx.Add(adx);
double adxr = (_adx[_adx.Length - 1] + _adx[0]) / 2.0;
// update internal status
_prevBar = bar;
_firstBar = false;
// return result
return(new double[4] {
pdim, ndim, adx, adxr
});
}