/// <summary>
/// Получить набор значений TrueRange для массива свечек.
/// </summary>
/// <param name="bars">Исходный набор свечек.</param>
/// <returns>Набор результирующих значений TrueRange для всех свечей из исходного набора.</returns>
public static IEnumerable <double> Values(IEnumerable <Bar> bars)
{
int count = bars.Count();
double[] result = new double[count];
if (count == 0)
{
return(result);
}
for (int i = 0; i < count; i++)
{
result[i] = TrueRange.Value(bars, i);
}
return(result);
}
public static double Value(IEnumerable <Bar> bars)
{
int count = bars.Count();
if (count == 0)
{
return(0);
}
double[] trs = new double[count];
for (int i = 0; i < count; i++)
{
trs[i] = TrueRange.Value(bars, i);
}
return(Math.Round(trs.Average(), 4));
}
public static IEnumerable <double> Values(IEnumerable <Bar> collection, int period)
{
int count = collection.Count();
double[] result = new double[count];
if (count < period)
{
return(result);
}
IEnumerable <double> trueRanges = TrueRange.Values(collection);
double[] wilderMA = WilderMA.Values(trueRanges, period).ToArray();
for (int i = 0; i < count; i++)
{
result[i] = wilderMA[i];
}
return(result);
}