QuanTAlib/Calculations/_Updated/ADL_Series.cs

namespace QuanTAlib;
using System;
using System.Collections.Generic;

/* <summary>
ADL: Chaikin Accumulation/Distribution Line
    ADL is a volume-based indicator that measures the cumulative Money Flow Volume:

    1. Money Flow Multiplier = [(Close  -  Low) - (High - Close)] /(High - Low)
    2. Money Flow Volume = Money Flow Multiplier x Volume for the Period
    3. ADL = Previous ADL + Current Period's Money Flow Volume

Sources:
    https://school.stockcharts.com/doku.php?id=technical_indicators:accumulation_distribution_line

</summary> */

public class ADL_Series : TSeries {
	protected readonly TBars _data;
	private double _lastadl, _lastlastadl;

	//core constructors
	public ADL_Series() {
		Name = $"ADL()";
		_lastadl = _lastlastadl = 0;
	}
	public ADL_Series(TBars source) {
		_data = source;
		Name = $"ADL({(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
		_lastadl = _lastlastadl = 0;
		_data.Pub += Sub;
		Add(data: _data);
	}

	//////////////////
	// core Add() algo
	public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
		if (update) { this._lastadl = this._lastlastadl; }
		else { this._lastlastadl = this._lastadl; }

		double _adl = 0;
		double tmp = TBar.h - TBar.l;
		if (tmp > 0.0) {
			_adl = _lastadl + ((2 * TBar.c - TBar.l - TBar.h) / tmp * TBar.v);
		}
		_lastadl = _adl;

		var ret = (TBar.t, _adl);
		return base.Add(ret, update);
	}

	public new void Add(TBars data) {
			foreach (var item in data) { Add(item, false); }
		}
		public (DateTime t, double v) Add(bool update) {
			return this.Add(TBar: _data.Last, update: update);
		}
		public (DateTime t, double v) Add() {
			return Add(TBar: _data.Last, update: false);
		}
	private new void Sub(object source, TSeriesEventArgs e) {
		Add(TBar: _data.Last, update: e.update);
	}

	//reset calculation
	public override void Reset() {
		_lastadl = _lastlastadl = 0;
	}
}