public override void Update(double dataPoint)
{
_rsi.Update(dataPoint);
_msCrsi.Update(_rsi.Value);
SetValue(_msCrsi.Value);
}
public override void Update(Bar bar)
{
var index = (bar.ClosePrice - bar.OpenPrice) * bar.Volume / (bar.HighestPrice - bar.LowestPrice);
_ms.Update(index);
SetValue(_ms.Value);
}
public override void Update(Bar bar)
{
var cost = ((bar.ClosePrice - bar.LowestPrice)
- (bar.HighestPrice - bar.ClosePrice))
/ (bar.HighestPrice - bar.LowestPrice)
* bar.Volume;
_sumCost.Update(cost);
_sumVolume.Update(bar.Volume);
SetValue(_sumCost.Value / _sumVolume.Value);
}
public override void Update(Bar bar)
{
var truePrice = (bar.HighestPrice + bar.LowestPrice + 2 * bar.ClosePrice) / 4;
_msCost.Update(bar.Volume * truePrice);
var sumCost = _msCost.Value;
_msVolume.Update(bar.Volume);
var sumVolume = _msVolume.Value;
SetValue(sumCost / sumVolume);
}
public override void Update(double dataPoint)
{
_volatility.Update(Math.Abs(dataPoint - _previousData));
var volatilitySum = _volatility.Value;
var movingSpeed = Data.Length == 0 ? 0.0 : Math.Abs(Data[-1] - Data[0]);
Data.Add(dataPoint);
_previousData = dataPoint;
var efficencyRatio = Math.Abs(volatilitySum) < 1e-6 ? 0.0: movingSpeed / volatilitySum;
SetValue(efficencyRatio);
}
public override void Update(Bar bar)
{
const double smallValue = 1e-10;
double pv, nv, zv;
if (_firstBar)
{
pv = nv = smallValue;
zv = bar.Volume;
}
else
{
if (bar.ClosePrice > _prevClosePrice)
{
pv = bar.Volume;
nv = zv = 0.0;
}
else if (bar.ClosePrice < _prevClosePrice)
{
nv = bar.Volume;
pv = zv = 0.0;
}
else
{
zv = bar.Volume;
pv = nv = 0.0;
}
}
_msPv.Update(pv);
_msNv.Update(nv);
_msZv.Update(zv);
var msPv = _msPv.Value + smallValue;
var msNv = _msNv.Value + smallValue;
var msZv = _msZv.Value + smallValue;
var volumeRatio = (msPv + msZv / 2.0) / (msNv + msZv / 2.0) * 100.0;
// update status
_prevClosePrice = bar.ClosePrice;
_firstBar = false;
// return result;
SetValue(volumeRatio);
}
public override void Update(Bar bar)
{
const double smallValue = 1e-10;
var truePrice = (bar.HighestPrice + bar.LowestPrice + bar.ClosePrice) / 3;
double positiveMoneyFlow;
double negativeMoneyFlow;
if (_firstData)
{
positiveMoneyFlow = truePrice * bar.Volume;
negativeMoneyFlow = smallValue;
}
else
{
if (truePrice > _prevTruePrice)
{
positiveMoneyFlow = truePrice * bar.Volume;
negativeMoneyFlow = 0.0;
}
else if (truePrice < _prevTruePrice)
{
positiveMoneyFlow = 0.0;
negativeMoneyFlow = truePrice * bar.Volume;
}
else
{
positiveMoneyFlow = negativeMoneyFlow = smallValue;
}
}
_msPmf.Update(positiveMoneyFlow);
var sumPmf = _msPmf.Value;
_msNmf.Update(negativeMoneyFlow);
var sumNmf = _msNmf.Value;
// update status
_prevTruePrice = truePrice;
_firstData = false;
// return result
var mfi = 100.0 / (1.0 + sumPmf / sumNmf);
SetValue(mfi);
}
public override void Update(Bar bar)
{
// calculate AR
_sumUp.Update(bar.HighestPrice - bar.OpenPrice);
var up = _sumUp.Value;
_sumDown.Update(bar.OpenPrice - bar.LowestPrice);
var down = _sumDown.Value;
var ar = Math.Abs(down) < 1e-6 ? 0.0 : up / down * 100.0;
// calculate BR
var tempBrBs = _firstBar ? 0.0 : Math.Max(0.0, bar.HighestPrice - _prevBar.ClosePrice);
var tempBrSs = _firstBar ? 0.0 : Math.Max(0.0, _prevBar.ClosePrice - bar.LowestPrice);
_sumBrBs.Update(tempBrBs);
var brbs = _sumBrBs.Value;
_sumBrSs.Update(tempBrSs);
var brss = _sumBrSs.Value;
var br = Math.Abs(brss) < 1e-6 ? 0.0 : brbs / brss * 100.0;
// calculate CR
var tp = Tp(_prevBar);
var tempCrBs = _firstBar ? 0.0 : Math.Max(0.0, bar.HighestPrice - tp);
var tempCrSs = _firstBar ? 0.0 : Math.Max(0.0, tp - bar.LowestPrice);
_sumCrBs.Update(tempCrBs);
var crbs = _sumCrBs.Value;
_sumCrSs.Update(tempCrSs);
var crss = _sumCrSs.Value;
var cr = Math.Abs(crss) < 1e-6 ? 0.0 : crbs / crss * 100.0;
// update bar
_prevBar = bar;
_firstBar = false;
// return results;
SetValue(ar, br, cr);
}
public override void Update(double dataPoint)
{
var uc = _firstData
? 0.0
: Math.Max(0.0, dataPoint - _prevData);
var dc = _firstData
? 0.0
: Math.Max(0.0, _prevData - dataPoint);
_msUc.Update(uc);
var msuc = _msUc.Value;
_msDc.Update(dc);
var msdc = _msDc.Value;
// update status
_prevData = dataPoint;
_firstData = false;
var rsi = (Math.Abs(msuc + msdc) < 1e-6) ? 0.0 : msuc / (msuc + msdc) * 100.0;
SetValue(rsi);
}
public override void Update(Bar bar)
{
// calculate +DM and -DM
double pdm, ndm;
if (_firstBar)
{
pdm = 0.0;
ndm = 0.0;
}
else
{
pdm = Math.Max(0.0, bar.HighestPrice - _prevBar.HighestPrice);
ndm = Math.Max(0.0, _prevBar.LowestPrice - bar.LowestPrice);
if (pdm > ndm)
{
ndm = 0.0;
}
else if (pdm < ndm)
{
pdm = 0.0;
}
else
{
pdm = ndm = 0.0;
}
}
// Calculate +DI and -DI
double tr;
if (_firstBar)
{
tr = bar.HighestPrice - bar.LowestPrice;
}
else
{
tr = Math.Max(Math.Abs(bar.HighestPrice - bar.LowestPrice),
Math.Max(Math.Abs(bar.HighestPrice - _prevBar.ClosePrice), Math.Abs(bar.LowestPrice - _prevBar.ClosePrice)));
}
// calculate +DIM and -DIM
_msPdm.Update(pdm);
_msNdm.Update(ndm);
_msTr.Update(tr);
var mspdm = _msPdm.Value;
var msndm = _msNdm.Value;
var mstr = _msTr.Value;
var pdim = mspdm * 100.0 / mstr;
var ndim = msndm * 100.0 / mstr;
// calculate DX and ADX
var dx = Math.Abs((pdim + ndim)) < 1e-6 ? 0.0 : Math.Abs(pdim - ndim) / (pdim + ndim);
dx *= 100.0;
_maDx.Update(dx);
var adx = _maDx.Value;
// calculate ADXR
_adx.Add(adx);
var adxr = _adx.Length < 2 ? _adx[0] : (_adx[-1] + _adx[0]) / 2.0;
// update internal status
_prevBar = bar;
_firstBar = false;
// return result
SetValue(pdim, ndim, adx, adxr);
}