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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/EMA_Series.cs
+7 -6
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@@ -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;
}
}