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KAMA, SMMA, ZLMA

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Miha Kralj
2022-04-24 16:53:16 -07:00
parent 6b9aa85aa1
commit 54a7e4a196
9 changed files with 238 additions and 63 deletions
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Source/Indicators/KAMA_Series.cs
+22 -24
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@@ -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);