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HWMA

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This commit is contained in:
Miha Kralj
2022-12-27 12:28:53 -08:00
parent 509bf244d9
commit 83e5d89cbb
12 changed files with 110 additions and 14 deletions
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Source/Trends/JMA_Series.cs
+4 -5
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@@ -91,9 +91,8 @@ public class JMA_Series : Single_TSeries_Indicator {
/// from avolty to rolty
double rvolty = (avolty != 0) ? volty / avolty : 0;
double len1 = (Math.Log(Math.Sqrt(0.5 * (_p - 1))) / Math.Log(2.0)) + 2;
if (len1 < 0)
len1 = 0;
double len1 = (Math.Log(Math.Sqrt(2.0 * _p)) / Math.Log(2.0)) + 2;
if (len1 < 0) len1 = 0;
double pow1 = Math.Max(len1 - 2.0, 0.5);
if (rvolty > Math.Pow(len1, 1.0 / pow1))
rvolty = Math.Pow(len1, 1.0 / pow1);
@@ -102,7 +101,7 @@ public class JMA_Series : Single_TSeries_Indicator {
//// from rvolty to second smoothing
double pow2 = Math.Pow(rvolty, pow1);
double len2 = Math.Sqrt(0.5 * (_p - 1)) * len1;
double len2 = Math.Sqrt(0.5 * (_p - 2)) * len1;
Kv = Math.Pow(len2 / (len2 + 2), Math.Sqrt(pow2));
double beta = 0.45 * (_p - 1) / (0.45 * (_p - 1) + 2);
double alpha = Math.Pow(beta * 1.1, pow2);
@@ -120,6 +119,6 @@ public class JMA_Series : Single_TSeries_Indicator {
double jma = prev_jma + det1;
prev_jma = jma;
base.Add((TValue.t, ma1), update, _NaN);
base.Add((TValue.t, jma), update, _NaN);
}
}