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JMA finalization

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Miha Kralj
2023-03-30 14:44:05 -07:00
parent 38c920c49d
commit 468ea7a0af
10 changed files with 198 additions and 141 deletions
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Source/Trends/JMA_Series.cs
+16 -13
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@@ -21,7 +21,7 @@ Issues:
</summary>
*/
public class JMA_Series : Single_TSeries_Indicator {
private readonly System.Collections.Generic.List<double> volty_10 = new();
private readonly System.Collections.Generic.List<double> volty_short = new();
private readonly System.Collections.Generic.List<double> vsum_buff = new();
private readonly double pr;
public TSeries mma1 { get; }
@@ -30,14 +30,17 @@ public class JMA_Series : Single_TSeries_Indicator {
private double upperBand, lowerBand, vsum, Kv, del1, del2;
private double prev_ma1, prev_det0, prev_det1, prev_vsum, prev_jma;
private double p_upperBand, p_lowerBand, p_Kv, p_prev_ma1, p_prev_det0, p_prev_det1, p_prev_vsum, p_prev_jma;
private readonly int _voltyS, _voltyL;
public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN) {
public JMA_Series(TSeries source, int period, double phase = 0.0, int vshort = 10, int vlong = 65, bool useNaN = false) : base(source, period, useNaN) {
upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = del1 = del2 = 0.0;
Kv = 0;
pr = (phase * 0.01) + 1.5;
if (phase < -100) { pr = 0.5; }
if (phase > 100) { pr = 2.5; }
_voltyS = vshort;
_voltyL = vlong;
mma1 = new();
mma2 = new();
@@ -77,32 +80,32 @@ public class JMA_Series : Single_TSeries_Indicator {
if (Math.Abs(del1) < Math.Abs(del2)) { volty = Math.Abs(del2); }
//// from volty to avolty
if (update) { volty_10[volty_10.Count - 1] = volty; }
else { volty_10.Add(volty); }
if (volty_10.Count > 10) { volty_10.RemoveAt(0); }
vsum = prev_vsum + 0.1 * (volty - volty_10.First());
if (update) { volty_short[volty_short.Count - 1] = volty; }
else { volty_short.Add(volty); }
if (volty_short.Count > _voltyS) { volty_short.RemoveAt(0); }
vsum = prev_vsum + 0.1 * (volty - volty_short.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); }
if (vsum_buff.Count > _voltyL) { vsum_buff.RemoveAt(0); }
double avolty = 0;
for (int i = 0; i < vsum_buff.Count; i++) { avolty += vsum_buff[i]; }
avolty /= vsum_buff.Count;
/// from avolty to rolty
double rvolty = (avolty != 0) ? volty / avolty : 0;
double len1 = (Math.Log(Math.Sqrt(2.0 * _p)) / Math.Log(2.0)) + 2;
if (len1 < 0) len1 = 0;
double len1 = (Math.Log(Math.Sqrt(_p)) / Math.Log(2.0)) + 2;
if (len1 < 0)
len1 = 0;
double pow1 = Math.Max(len1 - 2.0, 0.5);
if (rvolty > Math.Pow(len1, 1.0 / pow1)) { rvolty = Math.Pow(len1, 1.0 / pow1); }
if (rvolty < 1) { rvolty = 1; }
//// from rvolty to second smoothing
double pow2 = Math.Pow(rvolty, pow1);
double len2 = Math.Sqrt(0.5 * (_p - 2)) * len1;
Kv = Math.Pow(len2 / (len2 + 2), Math.Sqrt(pow2));
double beta = 0.45 * (_p - 1) / (0.45 * (_p - 1) + 2);
double alpha = Math.Pow(beta * 1.1, pow2);
Kv = Math.Pow(beta, Math.Sqrt(pow2));
double alpha = Math.Pow(beta, pow2);
double ma1 = (1 - alpha) * TValue.v + alpha * prev_ma1;
prev_ma1 = ma1;
mma1.Add(ma1);