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This commit is contained in:
Miha Kralj
2024-11-05 05:52:54 -08:00
parent 5b333bd2ec
commit f582db2c4c
23 changed files with 85 additions and 137 deletions
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lib/averages/Tema.cs
+1 -3
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@@ -27,7 +27,6 @@ namespace QuanTAlib;
/// </remarks>
public class Tema : AbstractBase
{
private readonly int _period;
private readonly double _k;
private readonly double _oneMinusK;
private readonly double _epsilon = 1e-10;
@@ -44,8 +43,7 @@ public class Tema : AbstractBase
{
throw new System.ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
_period = period;
_k = 2.0 / (_period + 1);
_k = 2.0 / (period + 1);
_oneMinusK = 1.0 - _k;
Name = "Tema";
double percentile = 0.85; //targeting 85th percentile of correctness of converging EMA