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
+31 -3
View File
@@ -1,5 +1,31 @@
using System;
namespace QuanTAlib;
/// <summary>
/// TEMA: Triple Exponential Moving Average
/// A sophisticated moving average that applies three EMAs in sequence with a specific
/// combination formula to reduce lag while maintaining smoothness. The formula
/// 3*EMA1 - 3*EMA2 + EMA3 helps eliminate lag in trending markets.
/// </summary>
/// <remarks>
/// The TEMA calculation process:
/// 1. Calculates first EMA of the price
/// 2. Calculates second EMA of the first EMA
/// 3. Calculates third EMA of the second EMA
/// 4. Combines using formula: 3*EMA1 - 3*EMA2 + EMA3
///
/// Key characteristics:
/// - Significantly reduced lag compared to single EMA
/// - Better response to trends than standard EMAs
/// - Maintains smoothness despite reduced lag
/// - More responsive than double EMA (DEMA)
/// - Uses compensator for early values
///
/// Sources:
/// Patrick Mulloy - "Smoothing Data with Faster Moving Averages"
/// Technical Analysis of Stocks and Commodities, 1994
/// </remarks>
public class Tema : AbstractBase
{
private readonly int _period;
@@ -8,6 +34,8 @@ public class Tema : AbstractBase
private double _lastEma3, _p_lastEma3;
private double _k, _e, _p_e;
/// <param name="period">The number of periods used in each EMA calculation.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
public Tema(int period)
{
if (period < 1)
@@ -21,6 +49,8 @@ public class Tema : AbstractBase
Init();
}
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of periods used in each EMA calculation.</param>
public Tema(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
@@ -63,9 +93,7 @@ public class Tema : AbstractBase
double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1;
_ema1 = _k * (Input.Value - _lastEma1) + _lastEma1;
_ema2 = _k * (_ema1 * _invE - _lastEma2) + _lastEma2;
_ema3 = _k * (_ema2 * _invE - _lastEma3) + _lastEma3;
double _tema = 3 * _ema1 * _invE - 3 * _ema2 * _invE + _ema3 * _invE;
@@ -78,4 +106,4 @@ public class Tema : AbstractBase
IsHot = _index >= WarmupPeriod;
return result;
}
}
}