public HMA_RESULT iHMA(IEnumerable <Candlestick> bars, int index, bool reverse = false)
{
BarsToDecimal(bars, ref m_Prices, m_Applied);
HMA_RESULT zero = new HMA_RESULT(ENUM_TREND.NO_TREND, 0.0m);
if (bars.Count() <= index)
{
return(zero);
}
var result = Calculate(m_Prices, m_Period);
if (result == null)
{
return(zero);
}
if (reverse)
{
return(result[bars.Count() - index - 1]);
}
return(result[index]);
}
public HMA_RESULT[] Calculate(decimal[] price, int period)
{
if (price.Length <= 0)
{
return(null);
}
if (period <= 0)
{
return(null);
}
var hma = new HMA_RESULT[price.Length];
decimal [] ind_buffer1 = new decimal[price.Length];
int draw_begin0 = Convert.ToInt32(period + Math.Floor(Convert.ToDecimal(Math.Sqrt(period))));
for (int i = 0; i < draw_begin0; i++)
{
ind_buffer1[i] = 0;
}
for (int i = 0; i < period; i++)
{
hma[i].Init();
}
var lwma1 = MA.Calculate(ENUM_MA_TYPE.LWMA, price, Convert.ToInt32(Math.Floor(period / 2.0)));
var lwma2 = MA.Calculate(ENUM_MA_TYPE.LWMA, price, period);
if (lwma1 == null)
{
return(null);
}
if (lwma2 == null)
{
return(null);
}
for (int i = 0; i < price.Length; i++)
{
ind_buffer1[i] = 2.0m * lwma1[i] - lwma2[i];
}
var lwmaHma = MA.Calculate(ENUM_MA_TYPE.LWMA, ind_buffer1, Convert.ToInt32(Math.Floor(Math.Sqrt(period))));
for (int i = 0; i < price.Length; i++)
{
hma[i].Init();
hma[i].Value = lwmaHma[i];
if (i == 0)
{
continue;
}
//hma[i].Trend = hma[i - 1].Trend;
if (hma[i].Value - hma[i - 1].Value > 0)
{
hma[i].Trend = ENUM_TREND.UP_TREND;
}
else if (hma[i - 1].Value - hma[i].Value > 0)
{
hma[i].Trend = ENUM_TREND.DOWN_TREND;
}
else
{
hma[i].Trend = ENUM_TREND.NO_TREND;
}
}
return(hma);
}