/// <summary> /// Double stochastics /// </summary> /// <returns></returns> public DoubleStochastics DoubleStochastics(Data.IDataSeries input, int period) { if (cacheDoubleStochastics != null) { for (int idx = 0; idx < cacheDoubleStochastics.Length; idx++) { if (cacheDoubleStochastics[idx].Period == period && cacheDoubleStochastics[idx].EqualsInput(input)) { return(cacheDoubleStochastics[idx]); } } } lock (checkDoubleStochastics) { checkDoubleStochastics.Period = period; period = checkDoubleStochastics.Period; if (cacheDoubleStochastics != null) { for (int idx = 0; idx < cacheDoubleStochastics.Length; idx++) { if (cacheDoubleStochastics[idx].Period == period && cacheDoubleStochastics[idx].EqualsInput(input)) { return(cacheDoubleStochastics[idx]); } } } DoubleStochastics indicator = new DoubleStochastics(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); DoubleStochastics[] tmp = new DoubleStochastics[cacheDoubleStochastics == null ? 1 : cacheDoubleStochastics.Length + 1]; if (cacheDoubleStochastics != null) { cacheDoubleStochastics.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheDoubleStochastics = tmp; return(indicator); } }
/// <summary> /// Double stochastics /// </summary> /// <returns></returns> public DoubleStochastics DoubleStochastics(Data.IDataSeries input, int period) { if (cacheDoubleStochastics != null) for (int idx = 0; idx < cacheDoubleStochastics.Length; idx++) if (cacheDoubleStochastics[idx].Period == period && cacheDoubleStochastics[idx].EqualsInput(input)) return cacheDoubleStochastics[idx]; lock (checkDoubleStochastics) { checkDoubleStochastics.Period = period; period = checkDoubleStochastics.Period; if (cacheDoubleStochastics != null) for (int idx = 0; idx < cacheDoubleStochastics.Length; idx++) if (cacheDoubleStochastics[idx].Period == period && cacheDoubleStochastics[idx].EqualsInput(input)) return cacheDoubleStochastics[idx]; DoubleStochastics indicator = new DoubleStochastics(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); DoubleStochastics[] tmp = new DoubleStochastics[cacheDoubleStochastics == null ? 1 : cacheDoubleStochastics.Length + 1]; if (cacheDoubleStochastics != null) cacheDoubleStochastics.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheDoubleStochastics = tmp; return indicator; } }