/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double value1 = 0.0;
double value2 = 0.0;
o.Update();
h.Update();
l.Update();
c.Update();
for (int i = 0; i < len; ++i)
{
value1 += (c.filtered(i) - o.filtered(i));
value2 += (h.filtered(i) - l.filtered(i));
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
if (CurrentBar != lastSeenBar)
{
for (int i = 0; i < 4; ++i)
{
pol[i] = ol[i]; // remember previous bar value...
phl[i] = hl[i];
pll[i] = ll[i];
pcl[i] = cl[i];
}
lastSeenBar = CurrentBar;
}
// update all the Laguerre numbers....
ol[0] = (1 - gamma) * ed.dOpen + gamma * pol[0];
hl[0] = (1 - gamma) * ed.dHigh + gamma * phl[0];
ll[0] = (1 - gamma) * ed.dLow + gamma * pll[0];
cl[0] = (1 - gamma) * ed.dClose + gamma * pcl[0];
for (int i = 1; i < 4; ++i)
{
ol[i] = -gamma * ol[i - 1] + pol[i - 1] + gamma * pol[i];
hl[i] = -gamma * hl[i - 1] + phl[i - 1] + gamma * phl[i];
ll[i] = -gamma * ll[i - 1] + pll[i - 1] + gamma * pll[i];
cl[i] = -gamma * cl[i - 1] + pcl[i - 1] + gamma * pcl[i];
}
double value1 = 0.0;
double value2 = 0.0;
for (int i = 0; i < 4; ++i)
{
value1 += (cl[i] - ol[i]);
value2 += (hl[i] - ll[i]);
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
