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DEMA and tests

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This commit is contained in:
Miha Kralj
2022-12-24 19:09:09 -08:00
parent ddcb49995b
commit 3227cc1c55
7 changed files with 420 additions and 117 deletions
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Source/Trends/DEMA_Series.cs
+3 -15
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@@ -30,6 +30,7 @@ public class DEMA_Series : Single_TSeries_Indicator
{
_k = 2.0 / (_p + 1);
_useSMA = useSMA;
_lastema1 = _lastema2 =0;
if (_data.Count > 0) { base.Add(_data); }
}
@@ -48,22 +49,9 @@ public class DEMA_Series : Single_TSeries_Indicator
_ema1 = 0;
for (int i=0; i<_buffer1.Count; i++) { _ema1 += _buffer1[i]; }
_ema1 /= _buffer1.Count;
Add_Replace_Trim(_buffer2, _ema1, _p, update);
_ema2 = 0;
for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
_ema2 /= _buffer2.Count;
_ema2 = _ema1;
}
else if(this.Count < (2*_p - 1) && _useSMA) // second _p
{
_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
Add_Replace_Trim(_buffer2, _ema1, _p, update);
_ema2 = 0;
for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
_ema2 /= _buffer2.Count;
}
else // all others
else
{
_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
_ema2 = (_ema1 - _lastema2) * _k + _lastema2;