Step4. Update Method, Value Properties

The main step is overriding Update method, method in which you will update indicators values when new data will be added. Here is a blank Update methods for different indicator types:

1. Simple Indicator

   C#

   Copy

   1protected override bool Update(double value[], DateTime time, double[] result)
   2{
   3    result = new double[value.Length];
   4    return false;
   5}

2. Bar Indicator

   C#

   Copy

   1protected override bool Update(double[] open, double[] high, double[] low, double[] close, double[] volume, DateTime time, double[] result)
   2{
   3    result = new double[value.Length];
   4    return false;
   5}

3. Two Series Indicator

   C#

   Copy

   1protected override Boolean Update(double[] value1, double[] value2, DateTime time, double[] result)
   2{
   3    result = new double[value.Length];
   4    return false;
   5}

4. Tick Indicator

   C#

   Copy

   1protected override bool Update(double[] trade, double[] volume, DateTime time, double[] result)
   2{
   3    result = new double[value.Length];
   4    return false;
   5}

As you can see all Update parameters except the last one are parameters which are passed to Add method. All you need is to calculate new indicator value and store value to result parameter. If the calculation succeeded it returns true, else false.

 1public class TrueRange : BaseBarPortfolioIndicator<double>
 2{
 3    protected override bool Update(double[] open, double[] high, double[] low, double[] close, double[] volume, DateTime time, double[] result)
 4    {
 5        bool ret = false;
 6        result = new double[value.Length];
 7
 8        for (int i = 0; i < value.Length; i++)
 9        {
10            if (!double.IsNaN(closePrev[i]))
11            {
12                result[i] = Math.Max(high[i], closePrev[i]) - Math.Min(low[i], closePrev[i]);
13                ret = true;
14             }
15            closePrev[i] = close[i];
16        }
17        return ret;
18    }
19}

After that, you can create properties for indicator, like this:

1public Double TR {get {return Last;} }

Note 1: You do not need to validate input parameters; base classes do it for you.

Note 2: Type of result parameter is a type which you specify for generic base class, so it must be Slice for multiple values indicators.

Note 3: Our indicators library also supports Ready flag, to indicate whether indicator is ready to return some value. It will be set, after you specify true.

Note 4: Our library also provides a lot of useful classes to simplify work with sliding windows (especially time based), and make this work invariant of window type. Here is a list of those classes (see indicator source code for usage example):

For information on listeners see the topic Listeners.