//for code based construction
public MHLMA(BarHistory source, Int32 periodHigh, Int32 periodMA, WhichMA choice)
: base()
{
Parameters[0].Value = source;
Parameters[1].Value = periodHigh;
Parameters[2].Value = periodMA;
Parameters[3].Value = choice;
Populate();
}
//populate
public override void Populate()
{
BarHistory bars = Parameters[0].AsBarHistory;
Int32 highPeriod = Parameters[1].AsInt;
Int32 movPeriod = Parameters[2].AsInt;
WhichMA option = (WhichMA)Enum.Parse(typeof(WhichMA), Parameters[3].AsString);
DateTimes = bars.DateTimes;
var period = Math.Max(highPeriod, movPeriod);
if (period <= 0 || bars.Count == 0)
{
return;
}
var tempMHL = new TimeSeries(DateTimes);
var HH = new Highest(bars.High, highPeriod);
var LL = new Lowest(bars.Low, highPeriod);
tempMHL = (HH + LL) / 2;
for (int bar = period; bar < bars.Count; bar++)
{
Values[bar] = tempMHL[bar];
if (option == WhichMA.EMA) //EMA
{
Values[bar] = new EMA(tempMHL, movPeriod)[bar];
}
else
{
Values[bar] = new SMA(tempMHL, movPeriod)[bar];
}
}
}
