fix on JMA

Source/QuanTAlib.csproj

@@ -2,7 +2,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <Title>QuanTAlib</Title>
-    <Version>0.1.27</Version>
+    <Version>0.1.28</Version>
     <Product>Library of Technical Indicators for .NET</Product>
     <Description>Quantitative Technical Analysis library for real-time (streaming) data analysis</Description>
     <RepositoryType>git</RepositoryType>

Source/Trends/DEMA_Series.cs

@@ -19,51 +19,57 @@ Remark:
 
 public class DEMA_Series : Single_TSeries_Indicator
 {
-    private readonly System.Collections.Generic.List<double> _buffer1 = new();
-    private readonly System.Collections.Generic.List<double> _buffer2 = new();
-    private readonly double _k;
+  private readonly double _k;
+	private int _len;
 	private readonly bool _useSMA;
+  private double _sum, _lastsum, _lastlastsum;
 	private double _lastema1, _lastlastema1;
-    private double _lastema2, _lastlastema2;
+  private double _lastema2, _lastlastema2;
 
     public DEMA_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN)
     {
-        _k = 2.0 / (_p + 1);
+    _k = 2.0 / (_p + 1);
+		_len = 0;
 		_useSMA = useSMA;
-    _lastema1 = _lastema2 =0;
+    _sum = _lastema1 = _lastema2 =0;
 		if (_data.Count > 0) { base.Add(_data); }
     }
 
     public override void Add((DateTime t, double v) TValue, bool update)
     {
-        if (update)
-        {
-            _lastema1 = _lastlastema1;
-            _lastema2 = _lastlastema2;
-        }
+    if (update) {
+      _lastsum = _lastlastsum;
+      _lastema1 = _lastlastema1;
+      _lastema2 = _lastlastema2;
+    } 
+    else {
+      _lastlastsum = _lastsum;
+			_lastlastema1 = _lastema1;
+			_lastlastema2 = _lastema2;
+      _len++;
+		}
 
-        double _ema1, _ema2, _dema;
-        if (this.Count < _p && _useSMA)
-        {
-            Add_Replace_Trim(_buffer1, TValue.v, _p, update);
-            _ema1 = 0;
-            for (int i=0; i<_buffer1.Count; i++) { _ema1 += _buffer1[i]; }
-            _ema1 /= _buffer1.Count;
-            _ema2 = _ema1;
-        }
-        else
-        {
-            _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
-            _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
-            
-        }
-        _dema = 2*_ema1 - _ema2;
+    double _ema1, _ema2, _dema;
+		if (this.Count == 0) {
+			_ema1 = _ema2 = _sum = TValue.v;
+		}
+		else if (_len <= _period && _useSMA && _period != 0) {
+			_sum += TValue.v;
+			if (_period != 0 && _len > _period) {
+				_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
+			}
+			_ema1 = _sum / Math.Min(_len, _period);
+			_ema2 = _ema1;
+    }
+    else {
+      _ema1 = (TValue.v - _lastema1) * _k + _lastema1;
+      _ema2 = (_ema1 - _lastema2) * _k + _lastema2;
+    }
+    _dema = 2*_ema1 - _ema2;
 
-        this._lastlastema1 = this._lastema1;
-        this._lastlastema2 = this._lastema2;
-        this._lastema1 = _ema1;
-        this._lastema2 = _ema2;
+		_lastema1 = _ema1;
+		_lastema2 = _ema2;
 
-        base.Add((TValue.t, _dema), update, _NaN);
+		base.Add((TValue.t, _dema), update, _NaN);
     }
 }

Source/Trends/EMA_Series.cs

@@ -24,22 +24,23 @@ public class EMA_Series : Single_TSeries_Indicator {
 	private double _k;
 	private double _lastema, _lastlastema;
 	private double _sum, _oldsum;
-	private int _len, _oldlen;
+	private int _len;
 	private readonly bool _useSMA;
 
 	public EMA_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN) {
-		this._k = 2.0 / (this._p + 1);
+		_k = 2.0 / (_p + 1);
 		_sum = _oldsum = _lastema = _lastlastema = 0;
-		_len = _oldlen = 0;
+		_len = 0;
 		_useSMA = useSMA;
 		if (this._data.Count > 0) { base.Add(this._data); }
 	}
 
 	public override void Add((DateTime t, double v) TValue, bool update) {
-		double _ema = 0;
+
 		if (update) { _lastema = _lastlastema; _sum = _oldsum; }
 		else { _lastlastema = _lastema; _oldsum = _sum; _len++; }
 
+		double _ema = 0;
 		// when period = 0, create cumulative/additive series where _k is progressively larger
 		if (_period == 0) { _k = 2.0 / (_len + 1); }
 
@@ -48,7 +49,7 @@ public class EMA_Series : Single_TSeries_Indicator {
 			_ema = _sum = TValue.v;
 		}
 		// if SMA is used for seeding, calculate SMA within period
-		else if (_len <= _period && _useSMA && _p != 0) {
+		else if (_len <= _period && _useSMA && _period != 0) {
 			_sum += TValue.v;
 			if (_period != 0 && _len > _period) {
 				_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
@@ -65,6 +66,6 @@ public class EMA_Series : Single_TSeries_Indicator {
 	}
 	public void Reset() {
 		_sum = _oldsum = _lastema = _lastlastema = 0;
-		_len = _oldlen = 0;
+		_len =  0;
 	}
 }

Source/Trends/JMA_Series.cs

@@ -45,7 +45,7 @@ public class JMA_Series : Single_TSeries_Indicator {
 	}
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
-		if (this.Count == 0) { prev_ma1 = TValue.v; }
+		if (this.Count == 0) { prev_ma1 = prev_jma = TValue.v; }
 		if (update) {
 			upperBand = p_upperBand;
 			lowerBand = p_lowerBand;
@@ -81,6 +81,7 @@ public class JMA_Series : Single_TSeries_Indicator {
 		else { volty_10.Add(volty); }
 		if (volty_10.Count > 10) { volty_10.RemoveAt(0); }
 		vsum = prev_vsum + 0.1 * (volty - volty_10.First());
+		prev_vsum = vsum;
 		if (update) { vsum_buff[vsum_buff.Count - 1] = vsum; }
 		else { vsum_buff.Add(vsum); }
 		if (vsum_buff.Count > (10 * _p)) { vsum_buff.RemoveAt(0); }