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fix on JMA

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This commit is contained in:
Miha Kralj
2023-03-19 18:35:34 -07:00
parent bbd3ccb641
commit 167f20e3a8
13 changed files with 391 additions and 433 deletions
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Source/Trends/DEMA_Series.cs
+38 -32
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@@ -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);
}
}