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Fixed ATR and ATRP, improved SMA

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This commit is contained in:
Miha Kralj
2023-01-03 17:55:41 -08:00
parent 83e5d89cbb
commit 5d72f9d3ae
8 changed files with 135 additions and 129 deletions
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Source/Trends/SMA_Series.cs
+25 -1
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@@ -16,6 +16,30 @@ Remark:
</summary> */
public class SMA_Series : Single_TSeries_Indicator {
private double _sum, _oldsum;
private int _len, _oldlen;
public SMA_Series(TSeries source, int period = 0, bool useNaN = false) : base(source, period, false) {
Reset();
if (this._data.Count > 0) { base.Add(this._data); }
}
public override void Add((DateTime t, double v) TValue, bool update) {
if (update) { _sum = _oldsum; }
else { _oldsum = _sum; _len++; }
_sum += TValue.v;
if (_period != 0 && _len > _period)
_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
double _div = (_period == 0) ? _len : Math.Min(_len, _period);
base.Add((TValue.t, _sum / _div), update, _NaN);
}
public void Reset() {
_sum = _oldsum = 0;
_len = _oldlen = 0;
}
}
/*
public class SMA_Series : Single_TSeries_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
@@ -59,4 +83,4 @@ public class SMA_Series : Single_TSeries_Indicator
base.Add((TValue.t, _sma), update, _NaN);
}
}
}*/