/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPIN ZZVPIN(Data.IDataSeries input, int sampleSize, int volBucketSize)
{
if (cacheZZVPIN != null)
{
for (int idx = 0; idx < cacheZZVPIN.Length; idx++)
{
if (cacheZZVPIN[idx].SampleSize == sampleSize && cacheZZVPIN[idx].VolBucketSize == volBucketSize && cacheZZVPIN[idx].EqualsInput(input))
{
return(cacheZZVPIN[idx]);
}
}
}
lock (checkZZVPIN)
{
checkZZVPIN.SampleSize = sampleSize;
sampleSize = checkZZVPIN.SampleSize;
checkZZVPIN.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPIN.VolBucketSize;
if (cacheZZVPIN != null)
{
for (int idx = 0; idx < cacheZZVPIN.Length; idx++)
{
if (cacheZZVPIN[idx].SampleSize == sampleSize && cacheZZVPIN[idx].VolBucketSize == volBucketSize && cacheZZVPIN[idx].EqualsInput(input))
{
return(cacheZZVPIN[idx]);
}
}
}
ZZVPIN indicator = new ZZVPIN();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPIN[] tmp = new ZZVPIN[cacheZZVPIN == null ? 1 : cacheZZVPIN.Length + 1];
if (cacheZZVPIN != null)
{
cacheZZVPIN.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZZVPIN = tmp;
return(indicator);
}
}
/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPIN ZZVPIN(Data.IDataSeries input, int sampleSize, int volBucketSize)
{
if (cacheZZVPIN != null)
for (int idx = 0; idx < cacheZZVPIN.Length; idx++)
if (cacheZZVPIN[idx].SampleSize == sampleSize && cacheZZVPIN[idx].VolBucketSize == volBucketSize && cacheZZVPIN[idx].EqualsInput(input))
return cacheZZVPIN[idx];
lock (checkZZVPIN)
{
checkZZVPIN.SampleSize = sampleSize;
sampleSize = checkZZVPIN.SampleSize;
checkZZVPIN.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPIN.VolBucketSize;
if (cacheZZVPIN != null)
for (int idx = 0; idx < cacheZZVPIN.Length; idx++)
if (cacheZZVPIN[idx].SampleSize == sampleSize && cacheZZVPIN[idx].VolBucketSize == volBucketSize && cacheZZVPIN[idx].EqualsInput(input))
return cacheZZVPIN[idx];
ZZVPIN indicator = new ZZVPIN();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPIN[] tmp = new ZZVPIN[cacheZZVPIN == null ? 1 : cacheZZVPIN.Length + 1];
if (cacheZZVPIN != null)
cacheZZVPIN.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheZZVPIN = tmp;
return indicator;
}
}
