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KAMA, SMMA, ZLEMA

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Miha Kralj
2022-04-24 17:29:11 -07:00
parent 6b9aa85aa1
commit 0b57a75eb9
12 changed files with 284 additions and 69 deletions
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Source/Indicators/ZLEMA_Series.cs
+43 -28
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@@ -21,36 +21,51 @@ Remark:
public class ZLEMA_Series : Single_TSeries_Indicator
{
private readonly double _k, _k1m;
private double _lastema, _lastlastema;
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly double _k, _k1m;
private double _lastema, _lastlastema;
public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._k = 2.0 / (double)(period + 1);
this._k1m = 1.0 - this._k;
this._lastema = this._lastlastema = double.NaN;
public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._k = 2.0 / (this._p + 1);
this._k1m = 1.0 - this._k;
this._lastema = this._lastlastema = double.NaN;
if (base._data.Count > 0)
{ base.Add(base._data); }
}
public override void Add((System.DateTime t, double v) TValue, bool update)
{
int _lag = (int)((_p - 1) * 0.5);
_lag = (this.Count - _lag < 0) ? 0 : this.Count - _lag;
double _zl = TValue.v + (TValue.v - _data[_lag].v);
double _ema = 0;
if (update)
{ this._lastema = this._lastlastema; }
if (this.Count < this._p)
{
if (update)
{ this._buffer[this._buffer.Count - 1] = _zl; }
else
{
this._buffer.Add(_zl);
}
if (this._buffer.Count > this._p)
{ this._buffer.RemoveAt(0); }
if (base._data.Count > 0) { base.Add(base._data); }
}
for (int i = 0; i < this._buffer.Count; i++)
{ _ema += this._buffer[i]; }
_ema /= this._buffer.Count;
}
else
{
_ema = TValue.v * this._k + this._lastema * this._k1m;
}
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update)
{
this._lastema = this._lastlastema;
}
int _lag = (int)(0.5 * (_p - 1));
int _l = Math.Max(this._data.Count - _lag, 0);
double _lagdata = 1 * TValue.v - this._data[_l].v;
this._lastlastema = this._lastema;
this._lastema = _ema;
double _ema = System.Double.IsNaN(this._lastema) ? _lagdata : _lagdata * this._k + this._lastema * this._k1m;
this._lastlastema = this._lastema;
this._lastema = _ema;
(System.DateTime t, double v) result =
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema);
base.Add(result, update);
}
}
var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _ema);
base.Add(ret, update);
}
}