public DVCFE(Bars bars, int period1, int period2, int rankPeriod, string description)
: base(bars, description)
{
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < Math.Max(rankPeriod, Math.Max(period1, period2)))
{
return;
}
//Step 1
DataSeries PriceChange = DataSeries.Abs(ROC.Series(bars.Close, 1));
//Step 2
DataSeries TenDayPriceChange = bars.Close - (bars.Close >> period1);
DataSeries FirstRatio = (TenDayPriceChange / Sum.Series(PriceChange, period1)) * -1;
//Step 3
DataSeries TwoFiftyDayPriceChange = bars.Close - (bars.Close >> period2);
DataSeries SecondRatio = (TwoFiftyDayPriceChange / Sum.Series(PriceChange, period2));
//Step 4
DataSeries Average = (FirstRatio + SecondRatio) / 2;
DataSeries DVCFE = PrcRank.Series(Average, rankPeriod);
base.FirstValidValue = Math.Max(Math.Max(period1, period2), rankPeriod);
if (FirstValidValue == 1)
{
return;
}
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = DVCFE[bar];
}
}
public static PrcRank Series(DataSeries ds, int period)
{
string description = string.Concat(new object[] { "PrcRank(", ds.Description, ",", period, ")" });
if (ds.Cache.ContainsKey(description))
{
return((PrcRank)ds.Cache[description]);
}
PrcRank _pr = new PrcRank(ds, period, description);
ds.Cache[description] = _pr;
return(_pr);
}
public DV2Bounded(Bars bars, int period, string description)
: base(bars, description)
{
this.bars = bars;
this.period = period;
base.FirstValidValue = period + 2;
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < period)
{
return;
}
dv2 = PrcRank.Series(DV2Partial.Series(bars), period);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = dv2[bar];
}
}