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This commit is contained in:
Miha Kralj
2022-11-18 21:48:41 -08:00
parent cfa10c79e8
commit f393ec336d
13 changed files with 1264 additions and 985 deletions
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Source/Trends/ZLEMA_Series.cs
+18 -20
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@@ -24,38 +24,36 @@ public class ZLEMA_Series : Single_TSeries_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
private readonly double _k, _k1m;
private double _lastema, _lastlastema;
private double _lastema, _lastema_o;
private int _llag;
public ZLEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._k = 2.0 / (this._p + 1);
this._k1m = 1.0 - this._k;
this._lastema = this._lastlastema = double.NaN;
if (base._data.Count > 0)
{ base.Add(base._data); }
this._lastema = this._lastema_o = double.NaN;
_llag = (int)((_p-1) * 0.5);
if (_data.Count > 0) { base.Add(_data); }
}
public override void Add((System.DateTime t, double v) TValue, bool update)
{
int _lag = (int)((_p-1) * 0.5);
_lag = (this.Count-_lag < 0) ? 0 : this.Count-_lag;
int _lag = Math.Max(this.Count-_llag, 0);
if (update) {
_lastema = _lastema_o; _lag--;
} else {
_lastema_o = _lastema;
}
double _zl = TValue.v + (TValue.v - _data[_lag].v);
double _ema = 0;
if (update)
{ this._lastema = this._lastlastema; }
if (this.Count < this._p)
{
Add_Replace_Trim(_buffer, _zl, _p, update);
_ema = _buffer.Average();
}
else
{
_ema = (_zl * this._k) + (this._lastema * this._k1m);
}
this._lastlastema = this._lastema;
this._lastema = _ema;
if (this.Count < this._p) {
Add_Replace_Trim(_buffer, _zl, _p, update);
_ema = _buffer.Average();
} else {
_ema = (_zl * _k) + (_lastema * _k1m);
}
_lastema = _ema;
base.Add((TValue.t, _ema), update, _NaN);
}