/// <summary>
/// ADXVMA v2.0
/// </summary>
/// <returns></returns>
public ADXVMA ADXVMA(Data.IDataSeries input, int aDXPeriod)
{
if (cacheADXVMA != null)
{
for (int idx = 0; idx < cacheADXVMA.Length; idx++)
{
if (cacheADXVMA[idx].ADXPeriod == aDXPeriod && cacheADXVMA[idx].EqualsInput(input))
{
return(cacheADXVMA[idx]);
}
}
}
lock (checkADXVMA)
{
checkADXVMA.ADXPeriod = aDXPeriod;
aDXPeriod = checkADXVMA.ADXPeriod;
if (cacheADXVMA != null)
{
for (int idx = 0; idx < cacheADXVMA.Length; idx++)
{
if (cacheADXVMA[idx].ADXPeriod == aDXPeriod && cacheADXVMA[idx].EqualsInput(input))
{
return(cacheADXVMA[idx]);
}
}
}
ADXVMA indicator = new ADXVMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.ADXPeriod = aDXPeriod;
Indicators.Add(indicator);
indicator.SetUp();
ADXVMA[] tmp = new ADXVMA[cacheADXVMA == null ? 1 : cacheADXVMA.Length + 1];
if (cacheADXVMA != null)
{
cacheADXVMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheADXVMA = tmp;
return(indicator);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
ADXVMA.Set(Input[0]);
return;
}
var curStoch = mystoch[0];
var emaAlpha = 2.0 / (fastSpeed + (1.0 - curStoch) * (slowestSpeed - fastSpeed) + 1.0);
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
ADXVMA.Set(ADXVMA[1] + emaAlpha * (Input[0] - ADXVMA[1]));
}
/// <summary>
/// ADXVMA
/// </summary>
/// <returns></returns>
public ADXVMA ADXVMA(Data.IDataSeries input, int aDXPeriod)
{
if (cacheADXVMA != null)
for (int idx = 0; idx < cacheADXVMA.Length; idx++)
if (cacheADXVMA[idx].ADXPeriod == aDXPeriod && cacheADXVMA[idx].EqualsInput(input))
return cacheADXVMA[idx];
lock (checkADXVMA)
{
checkADXVMA.ADXPeriod = aDXPeriod;
aDXPeriod = checkADXVMA.ADXPeriod;
if (cacheADXVMA != null)
for (int idx = 0; idx < cacheADXVMA.Length; idx++)
if (cacheADXVMA[idx].ADXPeriod == aDXPeriod && cacheADXVMA[idx].EqualsInput(input))
return cacheADXVMA[idx];
ADXVMA indicator = new ADXVMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.ADXPeriod = aDXPeriod;
Indicators.Add(indicator);
indicator.SetUp();
ADXVMA[] tmp = new ADXVMA[cacheADXVMA == null ? 1 : cacheADXVMA.Length + 1];
if (cacheADXVMA != null)
cacheADXVMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheADXVMA = tmp;
return indicator;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 1)
{
up.Set(0);
down.Set(0);
ups.Set(0);
downs.Set(0);
index.Set(0);
ADXVMA.Set(Input[0]);
}
else
{
double currentUp = Math.Max(Input[0] - Input[1], 0);
double currentDown = Math.Max(Input[1] - Input[0], 0);
up.Set((1 - k) * up[1] + k * currentUp);
down.Set((1 - k) * down[1] + k * currentDown);
double sum = up[0] + down[0];
double fractionUp = 0.0;
double fractionDown = 0.0;
if (sum > double.Epsilon)
{
fractionUp = up[0] / sum;
fractionDown = down[0] / sum;
}
ups.Set((1 - k) * ups[1] + k * fractionUp);
downs.Set((1 - k) * downs[1] + k * fractionDown);
double normDiff = Math.Abs(ups[0] - downs[0]);
double normSum = ups[0] + downs[0];
double normFraction = 0.0;
if (normSum > double.Epsilon)
{
normFraction = normDiff / normSum;
}
index.Set((1 - k) * index[1] + k * normFraction);
if (FirstTickOfBar)
{
epsilon = 0.1 * volatility[1];
hhp = MAX(index, period)[1];
llp = MIN(index, period)[1];
}
hhv = Math.Max(index[0], hhp);
llv = Math.Min(index[0], llp);
double vDiff = hhv - llv;
double vIndex = 0;
if (vDiff > double.Epsilon)
{
vIndex = (index[0] - llv) / vDiff;
}
ADXVMA.Set((1 - k * vIndex) * ADXVMA[1] + k * vIndex * Input[0]);
if (trend[1] > -1 && ADXVMA[0] > ADXVMA[1] + epsilon)
{
trend.Set(1);
PlotColors[0][0] = upColor;
}
else if (trend[1] < 1 && ADXVMA[0] < ADXVMA[1] - epsilon)
{
trend.Set(-1);
PlotColors[0][0] = downColor;
}
else
{
trend.Set(0);
PlotColors[0][0] = neutralColor;
}
if (showPaintBars)
{
if (trend[0] == 1)
{
BarColor = upColor;
CandleOutlineColor = upColor;
}
else if (trend[0] == -1)
{
BarColor = downColor;
CandleOutlineColor = downColor;
}
else
{
BarColor = neutralColor;
CandleOutlineColor = neutralColor;
}
if (candles && Close[0] > Open[0])
{
BarColor = Color.FromArgb(alpha, BarColor);
}
}
}
}