/// <summary>
/// Calculate single value
/// </summary>
/// <param name="collection"></param>
/// <returns></returns>
public override MovingAverageIndicator Calculate(IIndexCollection <IPointModel> collection)
{
var currentPoint = collection.ElementAtOrDefault(collection.Count - 1);
if (currentPoint == null)
{
return(this);
}
var pointPrice = currentPoint.Bar.Close;
switch (Mode)
{
case MovingAverageEnum.Bid: pointPrice = currentPoint.Bid; break;
case MovingAverageEnum.Ask: pointPrice = currentPoint.Ask; break;
}
var nextIndicatorPoint = new PointModel
{
Last = pointPrice,
Time = currentPoint.Time,
TimeFrame = currentPoint.TimeFrame,
Bar = new PointBarModel
{
Close = pointPrice
}
};
var previousIndicatorPoint = Values.ElementAtOrDefault(collection.Count - 1);
if (previousIndicatorPoint == null)
{
Values.Add(nextIndicatorPoint);
}
Values[collection.Count - 1] = nextIndicatorPoint;
var average = CalculationManager.LinearWeightAverage(Values.Select(o => o.Bar.Close.Value), Values.Count - 1, Interval);
currentPoint.Series[Name] = currentPoint.Series.TryGetValue(Name, out IPointModel seriesItem) ? seriesItem : new MovingAverageIndicator();
currentPoint.Series[Name].Bar.Close = currentPoint.Series[Name].Last = ConversionManager.Compare(average, 0) ? nextIndicatorPoint.Bar.Close : average;
currentPoint.Series[Name].Time = currentPoint.Time;
currentPoint.Series[Name].ChartData = ChartData;
Last = Bar.Close = currentPoint.Series[Name].Bar.Close;
return(this);
}
/// <summary>
/// Calculate indicator value
/// </summary>
/// <param name="collection"></param>
/// <returns></returns>
public override ScaleIndicator Calculate(IIndexCollection <IPointModel> collection)
{
var currentPoint = collection.ElementAtOrDefault(collection.Count - 1);
if (currentPoint == null || currentPoint.Series == null)
{
return(this);
}
var pointValue = currentPoint.Bar.Close ?? 0.0;
_min = _min == null ? pointValue : Math.Min(_min.Value, pointValue);
_max = _max == null ? pointValue : Math.Max(_max.Value, pointValue);
var nextValue = ConversionManager.Compare(_min, _max) ? 0.0 : Min + (pointValue - _min.Value) * (Max - Min) / (_max.Value - _min.Value);
var nextIndicatorPoint = new PointModel
{
Time = currentPoint.Time,
TimeFrame = currentPoint.TimeFrame,
Last = nextValue,
Bar = new PointBarModel
{
Close = nextValue
}
};
var previousIndicatorPoint = Values.ElementAtOrDefault(collection.Count - 1);
if (previousIndicatorPoint == null)
{
Values.Add(nextIndicatorPoint);
}
Values[collection.Count - 1] = nextIndicatorPoint;
currentPoint.Series[Name] = currentPoint.Series.TryGetValue(Name, out IPointModel seriesItem) ? seriesItem : new ScaleIndicator();
currentPoint.Series[Name].Bar.Close = currentPoint.Series[Name].Last = CalculationManager.LinearWeightAverage(Values.Select(o => o.Bar.Close.Value), Values.Count - 1, Interval);
currentPoint.Series[Name].Time = currentPoint.Time;
currentPoint.Series[Name].ChartData = ChartData;
Last = Bar.Close = currentPoint.Series[Name].Bar.Close;
return(this);
}