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This commit is contained in:
Miha Kralj
2024-11-03 15:52:25 -08:00
parent 7b41d84c66
commit 7f6c29151c
7 changed files with 162 additions and 104 deletions
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lib/averages/Dsma.cs
+2 -2
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@@ -22,7 +22,7 @@ namespace QuanTAlib;
public class Dsma : AbstractBase
{
private readonly CircularBuffer _buffer;
private readonly double _c1, _c2, _c3;
private readonly double _c2, _c3;
private readonly double _scaleFactor;
private readonly double _periodRecip; // 1/_period
private readonly double _scaleByPeriod; // 5/_period
@@ -59,7 +59,7 @@ public class Dsma : AbstractBase
_c2 = b1;
_c3 = -a1 * a1;
_c1 = 1.0 - _c2 - _c3;
double _c1 = 1.0 - _c2 - _c3;
_c1Half = _c1 * 0.5;
_scaleByPeriod = 5.0 / period;