xml doc rewrite

This commit is contained in:
Miha
2024-10-27 09:38:53 -07:00
parent c21b96152c
commit b2fcdda785
71 changed files with 2607 additions and 1102 deletions
+36 -1
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@@ -1,9 +1,37 @@
using System;
namespace QuanTAlib;
/// <summary>
/// HMA: Hull Moving Average
/// A moving average designed by Alan Hull to reduce lag while maintaining smoothness.
/// It combines weighted moving averages of different periods to achieve better
/// responsiveness to price changes while minimizing noise.
/// </summary>
/// <remarks>
/// The HMA calculation process:
/// 1. Calculate WMA with period n/2
/// 2. Calculate WMA with period n
/// 3. Calculate difference: 2*WMA(n/2) - WMA(n)
/// 4. Apply final WMA with period sqrt(n) to the difference
///
/// Key characteristics:
/// - Significantly reduced lag compared to traditional moving averages
/// - Maintains smoothness despite the reduced lag
/// - Responds more quickly to price changes
/// - Better at identifying trend changes
/// - Uses weighted moving averages for all calculations
///
/// Sources:
/// Alan Hull - "Better Trading with Hull Moving Average"
/// https://alanhull.com/hull-moving-average
/// </remarks>
public class Hma : AbstractBase
{
private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
/// <param name="period">The number of data points used in the HMA calculation. Must be at least 2.</param>
/// <exception cref="ArgumentException">Thrown when period is less than 2.</exception>
public Hma(int period)
{
if (period < 2)
@@ -19,12 +47,19 @@ public class Hma : AbstractBase
Init();
}
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of data points used in the HMA calculation.</param>
public Hma(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
/// <summary>
/// Generates the weighted moving average kernel for the HMA calculation.
/// </summary>
/// <param name="period">The period for which to generate the kernel.</param>
/// <returns>An array of linearly weighted values for the convolution operation.</returns>
private static double[] GenerateWmaKernel(int period)
{
double[] kernel = new double[period];
@@ -72,4 +107,4 @@ public class Hma : AbstractBase
IsHot = _index >= WarmupPeriod;
return result;
}
}
}