gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-26 06:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

better EMA

Browse Source
This commit is contained in:
Miha Kralj
2022-11-21 11:33:53 -08:00
parent f393ec336d
commit ae168ee345
9 changed files with 545 additions and 107 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Source/Trends/MAMA_Series.cs
+1 -4
View File
@@ -21,12 +21,10 @@ public class MAMA_Series : Single_TSeries_Indicator
{
fastl = fastlimit;
slowl = slowlimit;
i = 0;
Fama = new();
if (base._data.Count > 0) { base.Add(base._data); }
}
private int i;
private double sumPr, jI, jQ, fastl, slowl;
private (double i, double i1, double i2, double i3, double i4, double i5, double i6, double io) pr, i1, q1, sm, dt;
private (double i, double i1, double io) i2, q2, re, im, pd, ph, mama, fama;
@@ -51,7 +49,7 @@ public class MAMA_Series : Single_TSeries_Indicator
mama.io = mama.i1; mama.i1 = mama.i;
fama.io = fama.i1; fama.i1 = fama.i;
}
int i = base.Count;
pr.i = TValue.v;
if (i > 5) {
double adj = (0.075 * pd.i1) + 0.54;
@@ -113,7 +111,6 @@ public class MAMA_Series : Single_TSeries_Indicator
mama.i = fama.i = sumPr / (i+1);
}
if (!update) { i++; }
base.Add((TValue.t, mama.i), update, _NaN);
var result = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : fama.i);
Fama.Add(result, update);