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Fibonacci Moving Average

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This commit is contained in:
Miha Kralj
2023-01-04 13:51:57 -08:00
parent fc474f19ee
commit ca54856a66
10 changed files with 133 additions and 25 deletions
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Source/Trends/JMA_Series.cs
+5 -8
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@@ -35,8 +35,8 @@ public class JMA_Series : Single_TSeries_Indicator {
upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = del1 = del2 = 0.0;
Kv = 0;
pr = (phase * 0.01) + 1.5;
if (phase < -100) pr = 0.5;
if (phase > 100) pr = 2.5;
if (phase < -100) { pr = 0.5; }
if (phase > 100) { pr = 2.5; }
mma1 = new();
mma2 = new();
@@ -83,8 +83,7 @@ public class JMA_Series : Single_TSeries_Indicator {
vsum = prev_vsum + 0.1 * (volty - volty_10.First());
if (update) { vsum_buff[vsum_buff.Count - 1] = vsum; }
else { vsum_buff.Add(vsum); }
if (vsum_buff.Count > (10*_p))
vsum_buff.RemoveAt(0);
if (vsum_buff.Count > (10 * _p)) { vsum_buff.RemoveAt(0); }
double avolty = 0;
for (int i = 0; i < vsum_buff.Count; i++) { avolty += vsum_buff[i]; }
avolty /= vsum_buff.Count;
@@ -94,10 +93,8 @@ public class JMA_Series : Single_TSeries_Indicator {
double len1 = (Math.Log(Math.Sqrt(2.0 * _p)) / Math.Log(2.0)) + 2;
if (len1 < 0) len1 = 0;
double pow1 = Math.Max(len1 - 2.0, 0.5);
if (rvolty > Math.Pow(len1, 1.0 / pow1))
rvolty = Math.Pow(len1, 1.0 / pow1);
if (rvolty < 1)
rvolty = 1;
if (rvolty > Math.Pow(len1, 1.0 / pow1)) { rvolty = Math.Pow(len1, 1.0 / pow1); }
if (rvolty < 1) { rvolty = 1; }
//// from rvolty to second smoothing
double pow2 = Math.Pow(rvolty, pow1);