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Reworked KAMA & Charts

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Miha Kralj
2022-04-23 20:10:58 -07:00
parent 2a73615161
commit 438449f5c0
32 changed files with 127 additions and 287 deletions
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Source/Indicators/KAMA_Series.cs
+26 -16
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@@ -26,28 +26,38 @@ Remark:
public class KAMA_Series : Single_TSeries_Indicator
{
private static double _scFast, _scSlow;
private readonly System.Collections.Generic.List<double> _buffer = new();
private double _lastkama = double.NaN;
private double _lastlastkama;
public KAMA_Series(TSeries source, int period, int fast = 2, int slow= 30, bool useNaN = false) : base(source, period, useNaN) {
_scFast = 2.0 / (fast+1);
_scSlow = 2.0 / (slow+1);
if (base._data.Count > 0) { base.Add(base._data); }
}
public override void Add((System.DateTime t, double v) TValue, bool update) {
//if (update) { } else { }
double _change = Math.Abs( TValue.v - _data[(this.Count>_p)?this.Count-_p : 0].v);
double _sumpv = 0;
double _kama = TValue.v;
for (int i = (this.Count-_p+1>0)?this.Count-_p+1:0; i <= this.Count; i++) {
_sumpv += Math.Abs(_data[(i>0)?i:0].v- _data[(i>1)?i-1:0].v);
}
if (_sumpv != 0) {
double _er = _change/_sumpv;
double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
double _prevKama = (this.Count > 0) ? this[this.Count-1].v : TValue.v;
if (double.IsNaN(_prevKama)) { _prevKama = TValue.v; }
_kama = (_prevKama + (_sc * _sc * (TValue.v - _prevKama)));
}
if (update) {
_buffer[_buffer.Count - 1] = TValue.v;
this._lastkama = this._lastlastkama;
}
else {
_buffer.Add(TValue.v);
}
if (_buffer.Count>_p+1) { _buffer.RemoveAt(0); }
double _kama = TValue.v;
double _change = Math.Abs( _buffer[_buffer.Count-1] - _buffer[(_buffer.Count>_p+1)?1:0]);
double _sumpv = 0;
for (int i = 1; i < _buffer.Count; i++) {
_sumpv += Math.Abs(_buffer[(_buffer.Count>0)?i:0]- _buffer[i-1]);
}
double _er = (_sumpv==0)?0:_change/_sumpv;
double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
if (_buffer.Count==1) { _lastkama = _buffer[0]; }
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);
base.Add(result, update);
_kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
_lastlastkama = _lastkama;
_lastkama = _kama;
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);
base.Add(result, update);
}
}