/// <summary>
/// Initializes a new instance of the <see cref="NormalizedAverageTrueRange"/> class using the specified name and period.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the NATR</param>
public NormalizedAverageTrueRange(string name, int period) :
base(name)
{
_period = period;
_tr = new TrueRange(name + "_TR");
_atr = new AverageTrueRange(name + "_ATR", period, MovingAverageType.Simple);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
// compute the true range and then send it to our smoother
TrueRange.Update(input);
_smoother.Update(input.Time, TrueRange);
return(_smoother.Current.Value);
}
/// <summary>
/// Initializes a new instance of the <see cref="UltimateOscillator"/> class using the specified parameters
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period1">The first period</param>
/// <param name="period2">The second period</param>
/// <param name="period3">The third period</param>
public UltimateOscillator(string name, int period1, int period2, int period3)
: base(name)
{
_period = Math.Max(Math.Max(period1, period2), period3);
_trueRange = new TrueRange(name + "_TR");
_sumBuyingPressure1 = new Sum(name + "_BP1", period1);
_sumBuyingPressure2 = new Sum(name + "_BP2", period2);
_sumBuyingPressure3 = new Sum(name + "_BP3", period3);
_sumTrueRange1 = new Sum(name + "_TR1", period1);
_sumTrueRange2 = new Sum(name + "_TR2", period2);
_sumTrueRange3 = new Sum(name + "_TR3", period3);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
base.Reset();
_previousInput = null;
TrueRange.Reset();
DirectionalMovementPlus.Reset();
DirectionalMovementMinus.Reset();
SmoothedTrueRange.Reset();
SmoothedDirectionalMovementMinus.Reset();
SmoothedDirectionalMovementPlus.Reset();
PositiveDirectionalIndex.Reset();
NegativeDirectionalIndex.Reset();
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
TrueRange.Update(input);
DirectionalMovementPlus.Update(input);
DirectionalMovementMinus.Update(input);
SmoothedTrueRange.Update(Current);
SmoothedDirectionalMovementMinus.Update(Current);
SmoothedDirectionalMovementPlus.Update(Current);
if (_previousInput != null)
{
PositiveDirectionalIndex.Update(Current);
NegativeDirectionalIndex.Update(Current);
}
var diff = Math.Abs(PositiveDirectionalIndex - NegativeDirectionalIndex);
var sum = PositiveDirectionalIndex + NegativeDirectionalIndex;
var value = sum == 0 ? 50 : ((_period - 1) * Current.Value + 100 * diff / sum) / _period;
_previousInput = input;
return(value);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_smoother.Reset();
TrueRange.Reset();
base.Reset();
}