/// <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> /// /// </summary> /// <param name="data"></param> public override void UpdateValue(decimal data) { _fastEMA.UpdateValue(data); _slowEMA.UpdateValue(data); _RSI.UpdateValue(data); }