/// <summary>
/// Compute signal for determining response
/// </summary>
/// <param name="lastBar"></param>
/// <returns></returns>
decimal ComputeSignal(Bar lastBar)
{
_EMA.UpdateValue(lastBar.Close);
// calculate the ATR using closing prices for so many bars back
_ATR.UpdateValue(lastBar.High, lastBar.Low, lastBar.Close, _EMA.GetSignal());
return(_ATR.GetSignal());
}
/// <summary>
/// Compute ATR indicator
/// </summary>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <returns></returns>
decimal ComputeATR(Bar lastBar, decimal currentSMA)
{
decimal ATR = decimal.MinValue;
// calculate the ATR using closing prices for so many bars back
if (UseATRFromATSGlobalIndicator)
{
_ATRFromATSGlobalIndicator.UpdateValue(lastBar.High, lastBar.Low, lastBar.Close, currentSMA);
ATR = _ATRFromATSGlobalIndicator.GetSignal();
}
else
{
//SMA = Calc.Avg(Calc.EndSlice(_blt[symbol].Open(), _barsback));
}
// this way we can debug our indicators during development
// indicators are sent in the same order as they are named above
return(ATR);
}