/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>
/// A new value for this indicator
/// </returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_fastWma.Update(input);
_slowWma.Update(input);
_hullMa.Update(new IndicatorDataPoint(input.Time, 2 * _fastWma.Current.Value - _slowWma.Current.Value));
return(_hullMa.Current.Value);
}
/// <summary>
/// Computes the next value for this indicator from the given state.
/// </summary>
/// <param name="window">The window of data held in this indicator</param>
/// <param name="input">The input value to this indicator on this time step</param> /// <returns></returns>
/// <remarks>
/// The Hull moving average is a series of nested weighted moving averages.
/// Using the LWMA custom function for calculating weighted moving averages,
/// the Hull moving average can be calculated following the steps.
///
///1.Calculate the n periodweighted moving average of a series "=WMA(price for n periods)"
///2.Calculate the n/2 period weighted moving average of a series"=WMA(price for n/2 periods)". Round n/2 to the nearest whole number
///3.Create a time series with 2*WMA from Step 2 - WMA from Step 1
///4.The HMA is the WMA of the series in Step 3. "=WMA(Step 3 outputs fo k period)"
/// </remarks>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
_longWma.Update(input);
_shortWma.Update(input);
_smooth.Add(new IndicatorDataPoint(input.Time, 2 * _shortWma.Current.Value - _longWma.Current.Value));
_result.Update(new IndicatorDataPoint(input.Time, _smooth[0].Value));
return(_result.Current.Value);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>
/// A new value for this indicator
/// </returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_fastWma.Update(input);
_slowWma.Update(input);
if (_fastWma.IsReady && _slowWma.IsReady)
{
_hullMa.Update(new IndicatorDataPoint(input.Time, 2 * _fastWma - _slowWma));
}
return(_hullMa);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
_shortRoc.Update(input);
_longRoc.Update(input);
if (!_longRoc.IsReady || !_shortRoc.IsReady)
{
return(decimal.Zero);
}
_lwma.Update(input.Time, _shortRoc.Current.Value + _longRoc.Current.Value);
return(_lwma.Current.Value);
}