diff --git a/Quantower/Indicators/ZLEMA_chart.cs b/Quantower/Indicators/SMMA_chart.cs
similarity index 64%
rename from Quantower/Indicators/ZLEMA_chart.cs
rename to Quantower/Indicators/SMMA_chart.cs
index 2c33c693..6bea81cb 100644
--- a/Quantower/Indicators/ZLEMA_chart.cs
+++ b/Quantower/Indicators/SMMA_chart.cs
@@ -2,7 +2,7 @@ using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
-public class ZLEMA_chart : Indicator
+public class SMMA_chart : Indicator
{
#region Parameters
@@ -16,27 +16,28 @@ public class ZLEMA_chart : Indicator
#endregion Parameters
- private TBars bars;
+ private TBars bars;
///////
- private ZLEMA_Series indicator;
+ private SMMA_Series indicator;
///////
- public ZLEMA_chart()
+ public SMMA_chart()
{
this.SeparateWindow = false;
- this.Name = "ZLEMA - Zero-lag Exponential Moving Average";
- this.Description = "Zero-Lag Exponential Moving Average description";
- this.AddLineSeries("ZLEMA", Color.RoyalBlue, 3, LineStyle.Solid);
+ this.Name = "SMMA - Smoothed Moving Average";
+ this.Description = "Smoothed Moving Average description";
+ this.AddLineSeries("SMMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
- this.bars = new();
- this.ShortName = "ZLEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
- this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
+ this.ShortName = "SMMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+ this.bars = new();
+ this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
}
- protected override void OnUpdate(UpdateArgs args)
+
+ protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
@@ -44,7 +45,6 @@ public class ZLEMA_chart : Indicator
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
-
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
diff --git a/Quantower/Indicators/ZLMA_chart.cs b/Quantower/Indicators/ZLMA_chart.cs
new file mode 100644
index 00000000..e8370495
--- /dev/null
+++ b/Quantower/Indicators/ZLMA_chart.cs
@@ -0,0 +1,94 @@
+using System.Collections;
+using System.Drawing;
+using System.Drawing.Text;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class ZLMA_chart : Indicator
+{
+ #region Parameters
+
+ [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+ private int Period = 10;
+
+ [InputParameter("Data source", 1, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int DataSource = 3;
+
+ [InputParameter("MA algorithm", 2, variants: new object[]
+ { "SMA", 0,
+ "WMA", 1,
+ "EMA", 2,
+ "DEMA", 3,
+ "TEMA", 4,
+ "HMA", 5,
+ "KAMA", 6,
+ "JMA", 7,
+ "SMMA", 8
+ })]
+ private int matype = 2;
+
+#endregion Parameters
+
+ private TBars bars;
+ ///////
+ private ZL_Series zerolag;
+ private TSeries indicator;
+ ///////
+
+ public ZLMA_chart()
+ {
+ this.SeparateWindow = false;
+ this.Name = "ZLMA - Zero-lag Moving Average";
+ this.Description = "Zero-Lag Moving Average description";
+ this.AddLineSeries("ZLMA", Color.RoyalBlue, 3, LineStyle.Solid);
+ }
+
+ protected override void OnInit()
+ {
+ this.bars = new();
+ string maname = matype switch
+ {
+ 0 => "SMA",
+ 1 => "WMA",
+ 2 => "EMA",
+ 3 => "DEMA",
+ 4 => "TEMA",
+ 5 => "HMA",
+ 6 => "KAMA",
+ 7 => "JMA",
+ 8 => "SMMA",
+ _ => "???"
+ };
+
+ this.ShortName = "ZLMA (" + maname + ", " + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+ this.zerolag = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
+ this.indicator = matype switch
+ {
+ 0 => new SMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 1 => new WMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 2 => new EMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 3 => new DEMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 4 => new TEMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 5 => new HMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 6 => new KAMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 7 => new JMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ 8 => new SMMA_Series(source: zerolag, period: this.Period, useNaN: false),
+ _ => new EMA_Series(source: zerolag, period: this.Period, useNaN: false)
+ };
+ }
+
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ bool update = !(args.Reason == UpdateReason.NewBar ||
+ args.Reason == UpdateReason.HistoricalBar);
+ this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+ this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+ this.GetPrice(PriceType.Close),
+ this.GetPrice(PriceType.Volume), update);
+
+ double result = this.indicator[this.indicator.Count - 1].v;
+ this.SetValue(result);
+ }
+}
diff --git a/Source/Indicators/HMA_Series.cs b/Source/Indicators/HMA_Series.cs
index e620b2f8..4b36c0b8 100644
--- a/Source/Indicators/HMA_Series.cs
+++ b/Source/Indicators/HMA_Series.cs
@@ -59,7 +59,7 @@ public class HMA_Series : TSeries
this._buf1.Add(data.v);
this._buf2.Add(data.v);
}
- if (this._buf1.Count > (int)(Math.Ceiling((double)this._p / 2)))
+ if (this._buf1.Count > (int)((double)this._p / 2))
{
this._buf1.RemoveAt(0);
}
diff --git a/Source/Indicators/KAMA_Series.cs b/Source/Indicators/KAMA_Series.cs
index eda39bc4..20c49714 100644
--- a/Source/Indicators/KAMA_Series.cs
+++ b/Source/Indicators/KAMA_Series.cs
@@ -35,30 +35,28 @@ public class KAMA_Series : Single_TSeries_Indicator
_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){
- _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;
- if (this.Count < this._p) {
- for (int i = 0; i < this._buffer.Count; i++) { _kama += this._buffer[i]; }
- _kama /= this._buffer.Count;
- } else {
- 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;
- _kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
- }
+ public override void Add((System.DateTime t, double v) TValue, bool update)
+ {
+ 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 = 0;
+ if (this.Count < this._p) {
+ for (int i = 0; i < this._buffer.Count; i++) { _kama += this._buffer[i]; }
+ _kama /= this._buffer.Count;
+ } else {
+ 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;
+ _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);
diff --git a/Source/Indicators/SMMA_Series.cs b/Source/Indicators/SMMA_Series.cs
new file mode 100644
index 00000000..7bcec3d8
--- /dev/null
+++ b/Source/Indicators/SMMA_Series.cs
@@ -0,0 +1,58 @@
+namespace QuanTAlib;
+using System;
+
+/*
+SMMA: Smoothed Moving Average
+ The Smoothed Moving Average (SMMA) is a combination of a SMA and an EMA. It gives the recent prices
+ an equal weighting as the historic prices as it takes all available price data into account.
+ The main advantage of a smoothed moving average is that it removes short-term fluctuations.
+
+ SMMA(i) = (SMMA-1*(N-1) + CLOSE (i)) / N
+
+Sources:
+ https://blog.earn2trade.com/smoothed-moving-average
+ https://guide.traderevolution.com/traderevolution/mobile-applications/phone/android/technical-indicators/moving-averages/smma-smoothed-moving-average
+ https://www.chartmill.com/documentation/technical-analysis-indicators/217-MOVING-AVERAGES-%7C-The-Smoothed-Moving-Average-%28SMMA%29
+
+ */
+
+public class SMMA_Series : Single_TSeries_Indicator
+{
+ private readonly System.Collections.Generic.List _buffer = new();
+ private double _lastsmma, _lastlastsmma;
+
+ public SMMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+ {
+ this._lastsmma = this._lastlastsmma = double.NaN;
+ if (this._data.Count > 0) { base.Add(this._data); }
+ }
+
+ public override void Add((DateTime t, double v) TValue, bool update)
+ {
+ double _smma = 0;
+ if (update) { this._lastsmma = this._lastlastsmma; }
+
+ if (this.Count < this._p)
+ {
+ if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
+ else
+ {
+ this._buffer.Add(TValue.v);
+ }
+ if (this._buffer.Count > this._p) { this._buffer.RemoveAt(0); }
+
+ for (int i = 0; i < this._buffer.Count; i++) { _smma += this._buffer[i]; }
+ _smma /= this._buffer.Count;
+ }
+ else
+ {
+ _smma = ((_lastsmma * (_p-1)) + TValue.v) / _p ;
+ }
+
+ this._lastlastsmma = this._lastsmma;
+ this._lastsmma = _smma;
+
+ var ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _smma);
+ base.Add(ret, update);
+ }
+}
\ No newline at end of file
diff --git a/Source/Indicators/ZLEMA_Series.cs b/Source/Indicators/ZLEMA_Series.cs
index 96210d6f..e9ffdd3c 100644
--- a/Source/Indicators/ZLEMA_Series.cs
+++ b/Source/Indicators/ZLEMA_Series.cs
@@ -21,35 +21,18 @@ Remark:
public class ZLEMA_Series : Single_TSeries_Indicator
{
- private readonly double _k, _k1m;
- private double _lastema, _lastlastema;
+ private ZL_Series zlag;
+ private EMA_Series ema;
- public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
- {
- this._k = 2.0 / (double)(period + 1);
- this._k1m = 1.0 - this._k;
- this._lastema = this._lastlastema = double.NaN;
-
-
- if (base._data.Count > 0) { base.Add(base._data); }
- }
+ public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+ {
+ zlag = new(source: source, period: period, useNaN: false);
+ ema = new EMA_Series(source: source, period: period, useNaN: useNaN);
+ }
public override void Add((System.DateTime t, double v) TValue, bool update)
{
- if (update)
- {
- this._lastema = this._lastlastema;
- }
- int _lag = (int)(0.5 * (_p - 1));
- int _l = Math.Max(this._data.Count - _lag, 0);
- double _lagdata = 1 * TValue.v - this._data[_l].v;
-
- double _ema = System.Double.IsNaN(this._lastema) ? _lagdata : _lagdata * this._k + this._lastema * this._k1m;
- this._lastlastema = this._lastema;
- this._lastema = _ema;
-
- (System.DateTime t, double v) result =
- (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ema);
+ (System.DateTime t, double v) result = ema[ema.Count-1];
base.Add(result, update);
}
diff --git a/Source/QuanTAlib.csproj b/Source/QuanTAlib.csproj
index cf665210..45a52c97 100644
--- a/Source/QuanTAlib.csproj
+++ b/Source/QuanTAlib.csproj
@@ -1,6 +1,6 @@
- 0.1.11
+ 0.1.12
QuanTAlib
Library of Technical Indicators for .NET
diff --git a/Tests/MovingAvg/SMMA_Test.cs b/Tests/MovingAvg/SMMA_Test.cs
new file mode 100644
index 00000000..b6b1f79e
--- /dev/null
+++ b/Tests/MovingAvg/SMMA_Test.cs
@@ -0,0 +1,33 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace MovingAvg;
+public class SMMA_Test
+{
+ [Fact]
+ public void Add_Test()
+ {
+ TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+ SMMA_Series c = new(a, 3);
+ Assert.Equal(6, c.Count);
+ a.Add(5);
+ Assert.Equal(a.Count, c.Count);
+ a.Add(0, update: true);
+ Assert.Equal(a.Count, c.Count);
+ }
+
+ [Fact]
+ public void Edge_Test()
+ {
+ TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+ SMMA_Series c = new(a, 3);
+ Assert.Equal(a.Count, c.Count);
+ a.Add(double.NaN);
+ Assert.Equal(a.Count, c.Count);
+ a.Add(double.PositiveInfinity);
+ Assert.Equal(a.Count, c.Count);
+
+ }
+
+}
diff --git a/Tests/Validations/Skender_Stock.cs b/Tests/Validations/Skender_Stock.cs
index a1adde8d..d93ee632 100644
--- a/Tests/Validations/Skender_Stock.cs
+++ b/Tests/Validations/Skender_Stock.cs
@@ -117,4 +117,13 @@ public class Skender_Stock
Assert.Equal(Math.Round((double)SK.Last().Kama!, 8), Math.Round(QL.Last().v, 8));
}
+
+ [Fact]
+ public void SMMA()
+ {
+ SMMA_Series QL = new(this.bars.Close, this.period, useNaN: false);
+ var SK = this.quotes.GetSmma(this.period);
+
+ Assert.Equal(Math.Round((double)SK.Last().Smma!, 8), Math.Round(QL.Last().v, 8));
+ }
}