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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/Qema.cs
+5 -11
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@@ -2,31 +2,25 @@ namespace QuanTAlib;
public class Qema : AbstractBase
{
private readonly double _k1, _k2, _k3, _k4;
private readonly Ema _ema1, _ema2, _ema3, _ema4;
private double _lastQema, _p_lastQema;
public Qema(double k1=0.2, double k2=0.2, double k3=0.2, double k4=0.2)
public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2)
{
if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0 )
if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
{
throw new ArgumentOutOfRangeException("All k values must be in the range (0, 1].");
throw new ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
}
_k1 = k1;
_k2 = k2;
_k3 = k3;
_k4 = k4;
_ema1 = new Ema(k1);
_ema2 = new Ema(k2);
_ema3 = new Ema(k3);
_ema4 = new Ema(k4);
Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
double smK = Math.Min(Math.Min(_k1, _k2), Math.Min(_k3, _k4));
double smK = Math.Min(Math.Min(k1, k2), Math.Min(k3, k4));
WarmupPeriod = (int) ((2 - smK) / smK);
WarmupPeriod = (int)((2 - smK) / smK);
Init();
}