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Quantower adaptation

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This commit is contained in:
Miha Kralj
2022-12-21 07:24:21 -08:00
parent 9f01df0e65
commit 9ad467cd5a
28 changed files with 3493 additions and 3204 deletions
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Source/Trends/DEMA_Series.cs
+7 -5
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@@ -22,13 +22,15 @@ public class DEMA_Series : Single_TSeries_Indicator
private readonly System.Collections.Generic.List<double> _buffer1 = new();
private readonly System.Collections.Generic.List<double> _buffer2 = new();
private readonly double _k;
private double _lastema1, _lastlastema1;
private readonly bool _useSMA;
private double _lastema1, _lastlastema1;
private double _lastema2, _lastlastema2;
public DEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
public DEMA_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN)
{
_k = 2.0 / (_p + 1);
if (_data.Count > 0) { base.Add(_data); }
_useSMA = useSMA;
if (_data.Count > 0) { base.Add(_data); }
}
public override void Add((DateTime t, double v) TValue, bool update)
@@ -40,7 +42,7 @@ public class DEMA_Series : Single_TSeries_Indicator
}
double _ema1, _ema2, _dema;
if (this.Count < _p)
if (this.Count < _p && _useSMA)
{
Add_Replace_Trim(_buffer1, TValue.v, _p, update);
_ema1 = 0;
@@ -52,7 +54,7 @@ public class DEMA_Series : Single_TSeries_Indicator
for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; }
_ema2 /= _buffer2.Count;
}
else if(this.Count < (2*_p - 1)) // second _p
else if(this.Count < (2*_p - 1) && _useSMA) // second _p
{
_ema1 = (TValue.v - _lastema1) * _k + _lastema1;