namespace QuanTAlib; using System; /* MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series. If period = 0 => period = full length of the series */ public class MIDPRICE_Series : Single_TBars_Indicator { public MIDPRICE_Series(TBars source, int period, bool useNaN = false) : base(source, period, useNaN) { if (base._bars.Count > 0) { base.Add(base._bars); } } private readonly System.Collections.Generic.List _bufferhi = new(); private readonly System.Collections.Generic.List _bufferlo = new(); public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) { if (update) { this._bufferhi[this._bufferhi.Count - 1] = TBar.h; this._bufferlo[this._bufferlo.Count - 1] = TBar.l; } else { this._bufferhi.Add(TBar.h); this._bufferlo.Add(TBar.l); } if (this._bufferhi.Count > this._p && this._p != 0) { this._bufferhi.RemoveAt(0); } if (this._bufferlo.Count > this._p && this._p != 0) { this._bufferlo.RemoveAt(0); } double _max = TBar.h; double _min = TBar.l; for (int i = 0; i < this._bufferhi.Count; i++) { _max = Math.Max(this._bufferhi[i], _max); _min = Math.Min(this._bufferlo[i], _min); } double _mid = (_max + _min) * 0.5; var result = (TBar.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _mid); base.Add(result, update); } }