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Miha Kralj
2024-09-30 08:55:50 -07:00
parent 060567b1f0 d5bf378f69
commit 93085d24bd
23 changed files with 32 additions and 387 deletions
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lib/averages/Dwma.cs
+1 -8
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@@ -6,11 +6,6 @@ namespace QuanTAlib;
/// The weights are decreasing over the period with p^2 decay, and the most recent data has the heaviest weight.
/// </summary>
/// <remarks>
/// Smoothness: ★★★★★ (5/5)
/// Sensitivity: ★★★☆☆ (3/5)
/// Overshooting: ★★★★☆ (4/5)
/// Lag: ★★☆☆☆ (2/5)
///
/// The DWMA is calculated by applying two WMAs in sequence:
/// 1. An inner WMA is applied to the input data.
/// 2. An outer WMA is then applied to the result of the inner WMA.
@@ -28,7 +23,6 @@ namespace QuanTAlib;
public class Dwma : AbstractBase
{
private readonly int _period;
private readonly Wma _innerWma;
private readonly Wma _outerWma;
@@ -38,11 +32,10 @@ public class Dwma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_innerWma = new Wma(period);
_outerWma = new Wma(period);
Name = "Wma";
WarmupPeriod = 2 * _period - 1;
WarmupPeriod = 2 * period - 1;
Init();
}