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This commit is contained in:
Miha Kralj
2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
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lib/averages/Ema.cs
+7 -5
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@@ -30,10 +30,12 @@ public class Ema : AbstractBase
// inherited _index
// inherited _value
private readonly int _period;
private CircularBuffer _sma;
private readonly CircularBuffer _sma;
private double _lastEma, _p_lastEma;
private double _k, _e, _p_e;
private bool _isInit, _p_isInit, _useSma;
private double _e, _p_e;
private readonly double _k;
private bool _isInit, _p_isInit;
private readonly bool _useSma;
public Ema(int period, bool useSma = true)
{
@@ -50,13 +52,14 @@ public class Ema : AbstractBase
Init();
}
public Ema(double alpha) : base()
public Ema(double alpha)
{
_k = alpha;
_useSma = false;
_sma = new(1);
_period = 1;
WarmupPeriod = (int)Math.Ceiling(Math.Log(0.05) / Math.Log(1 - _k)); //95th percentile
_sma = new(_period);
Init();
}
@@ -74,7 +77,6 @@ public class Ema : AbstractBase
_lastEma = 0;
_isInit = false;
_p_isInit = false;
_sma = new(_period);
}
protected override void ManageState(bool isNew)