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@@ -6,11 +6,6 @@ namespace QuanTAlib;
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/// The weights are decreasing over the period with p^2 decay, and the most recent data has the heaviest weight.
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/// </summary>
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/// <remarks>
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/// Smoothness: ★★★★★ (5/5)
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/// Sensitivity: ★★★☆☆ (3/5)
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/// Overshooting: ★★★★☆ (4/5)
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/// Lag: ★★☆☆☆ (2/5)
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///
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/// The DWMA is calculated by applying two WMAs in sequence:
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/// 1. An inner WMA is applied to the input data.
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/// 2. An outer WMA is then applied to the result of the inner WMA.
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@@ -28,7 +23,6 @@ namespace QuanTAlib;
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public class Dwma : AbstractBase
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{
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private readonly int _period;
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private readonly Wma _innerWma;
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private readonly Wma _outerWma;
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@@ -38,11 +32,10 @@ public class Dwma : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_innerWma = new Wma(period);
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_outerWma = new Wma(period);
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Name = "Wma";
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WarmupPeriod = 2 * _period - 1;
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WarmupPeriod = 2 * period - 1;
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Init();
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}
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@@ -2,7 +2,6 @@ namespace QuanTAlib;
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public class Fwma : AbstractBase
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{
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private readonly int _period;
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private readonly Convolution _convolution;
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public Fwma(int period)
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@@ -11,8 +10,7 @@ public class Fwma : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_convolution = new Convolution(GenerateKernel(_period));
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_convolution = new Convolution(GenerateKernel(period));
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Name = "Fwma";
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WarmupPeriod = period;
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Init();
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+1
-3
@@ -2,7 +2,6 @@ namespace QuanTAlib;
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public class Gma : AbstractBase
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{
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private readonly int _period;
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private readonly Convolution _convolution;
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public Gma(int period)
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@@ -11,8 +10,7 @@ public class Gma : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_convolution = new Convolution(GenerateKernel(_period));
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_convolution = new Convolution(GenerateKernel(period));
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Name = "Gma";
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WarmupPeriod = period;
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Init();
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+2
-4
@@ -2,7 +2,6 @@ namespace QuanTAlib;
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public class Hma : AbstractBase
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{
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private readonly int _period, _sqrtPeriod;
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private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
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public Hma(int period)
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@@ -11,13 +10,12 @@ public class Hma : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
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}
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_period = period;
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_sqrtPeriod = (int)Math.Sqrt(period);
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int _sqrtPeriod = (int)Math.Sqrt(period);
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_wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
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_wmaFull = new Convolution(GenerateWmaKernel(period));
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_wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
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Name = "Hma";
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WarmupPeriod = _period + _sqrtPeriod - 1;
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WarmupPeriod = period + _sqrtPeriod - 1;
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Init();
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}
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@@ -2,7 +2,6 @@ namespace QuanTAlib;
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public class Sinema : AbstractBase
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{
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private readonly int _period;
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private readonly Convolution _convolution;
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public Sinema(int period)
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@@ -11,8 +10,7 @@ public class Sinema : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_convolution = new Convolution(GenerateKernel(_period));
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_convolution = new Convolution(GenerateKernel(period));
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Name = "Sinema";
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WarmupPeriod = period;
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Init();
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@@ -4,7 +4,6 @@ public class Sma : AbstractBase
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{
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// inherited _index
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// inherited _value
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private readonly int Period;
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private readonly CircularBuffer _buffer;
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public Sma(int period)
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@@ -13,7 +12,6 @@ public class Sma : AbstractBase
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{
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throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
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}
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Period = period;
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WarmupPeriod = period;
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_buffer = new CircularBuffer(period);
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Name = "Sma";
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@@ -28,11 +26,6 @@ public class Sma : AbstractBase
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}
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//inhereted public void Sub(object source, in ValueEventArgs args)
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public override void Init()
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{
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base.Init();
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}
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protected override void ManageState(bool isNew)
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{
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if (isNew)
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@@ -2,7 +2,6 @@ namespace QuanTAlib;
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public class Trima : AbstractBase
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{
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private readonly int _period;
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private readonly Convolution _convolution;
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public Trima(int period)
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@@ -11,8 +10,7 @@ public class Trima : AbstractBase
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_convolution = new Convolution(GenerateKernel(_period));
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_convolution = new Convolution(GenerateKernel(period));
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Name = "Trima";
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WarmupPeriod = period;
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Init();
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@@ -6,7 +6,6 @@ namespace QuanTAlib;
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public class Vidya : AbstractBase
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{
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private readonly int _shortPeriod;
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private readonly int _longPeriod;
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private readonly double _alpha;
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private double _lastVIDYA, _p_lastVIDYA;
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@@ -19,12 +18,11 @@ public class Vidya : AbstractBase
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{
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throw new ArgumentException("Short period must be greater than or equal to 1.", nameof(shortPeriod));
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}
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_shortPeriod = shortPeriod;
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_longPeriod = (longPeriod == 0) ? shortPeriod * 4 : longPeriod;
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_alpha = alpha;
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WarmupPeriod = _longPeriod;
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Name = $"Vidya({_shortPeriod},{_longPeriod})";
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_shortBuffer = new CircularBuffer(_shortPeriod);
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Name = $"Vidya({shortPeriod},{_longPeriod})";
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_shortBuffer = new CircularBuffer(shortPeriod);
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_longBuffer = new CircularBuffer(_longPeriod);
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Init();
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}
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