public void WarmUp(ITradingObject tradingObject, StockAnalysis.Share.Bar bar)
{
foreach (var component in _components)
{
component.WarmUp(tradingObject, bar);
}
}
public override double[] Update(StockAnalysis.Share.Bar bar)
{
// calculate AR
double up = _sumUp.Update(bar.HighestPrice - bar.OpenPrice);
double down = _sumDown.Update(bar.OpenPrice - bar.LowestPrice);
double ar = down == 0.0 ? 0.0 : up / down * 100.0;
// calculate BR
double tempBrBs = _firstBar ? 0.0 : Math.Max(0.0, bar.HighestPrice - _prevBar.ClosePrice);
double tempBrSs = _firstBar ? 0.0 : Math.Max(0.0, _prevBar.ClosePrice - bar.LowestPrice);
double brbs = _sumBrBs.Update(tempBrBs);
double brss = _sumBrSs.Update(tempBrSs);
double br = brss == 0.0 ? 0.0 : brbs / brss * 100.0;
// calculate CR
double tp = Tp(_prevBar);
double tempCrBs = _firstBar ? 0.0 : Math.Max(0.0, bar.HighestPrice - tp);
double tempCrSs = _firstBar ? 0.0 : Math.Max(0.0, tp - bar.LowestPrice);
double crbs = _sumCrBs.Update(tempCrBs);
double crss = _sumCrSs.Update(tempCrSs);
double cr = crss == 0.0 ? 0.0 : crbs / crss * 100.0;
// update bar
_prevBar = bar;
_firstBar = false;
// return results;
return(new double[3] {
ar, br, cr
});
}
public void Update(StockAnalysis.Share.Bar bar)
{
UpdateState(bar);
}
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
});
}
