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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/Maaf.cs
+7 -3
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@@ -8,12 +8,13 @@ public class Maaf : AbstractBase
{
private readonly CircularBuffer _priceBuffer;
private readonly CircularBuffer _smoothBuffer;
private double _prevFilter, _prevValue2, _threshold;
private double _prevFilter, _prevValue2;
private readonly double _threshold;
private double _p_prevFilter, _p_prevValue2;
private readonly int _period;
public Maaf(int Period = 39, double Threshold = 0.002)
public Maaf(int Period = 39, double Threshold = 0.002)
{
_period = Period;
_threshold = Threshold;
@@ -94,7 +95,10 @@ public class Maaf : AbstractBase
length -= 2;
}
if (length < 3) length = 3;
if (length < 3)
{
length = 3;
}
double finalAlpha = 2.0 / (length + 1);
double filter = finalAlpha * (smooth - _prevFilter) + _prevFilter;