namespace QuanTAlib; using System; using System.Collections.Generic; /* HMA: Hull Moving Average Developed by Alan Hull, an extremely fast and smooth moving average; almost eliminates lag altogether and manages to improve smoothing at the same time. Sources: https://alanhull.com/hull-moving-average https://school.stockcharts.com/doku.php?id=technical_indicators:hull_moving_average WMA1 = WMA(n/2) of price WMA2 = WMA(n) of price Raw HMA = (2 * WMA1) - WMA2 HMA = WMA(sqrt(n)) of Raw HMA */ public class HMA_Series : TSeries { protected int _period, _period2, _psqrt; protected readonly bool _NaN; protected readonly TSeries _data; protected WMA_Series _wma1, _wma2, _wma3; //core constructors public HMA_Series(int period, bool useNaN) { _period = period; _period2 = period / 2; _psqrt = (int)Math.Sqrt(period); _NaN = useNaN; _wma1 = new(Math.Max(_period2, 1), false); _wma2 = new(Math.Max(_period, 1), false); _wma3 = new(Math.Max(_psqrt, 1), useNaN); Name = $"HMA({period})"; } public HMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) { _data = source; Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})"; _data.Pub += Sub; Add(_data); } public HMA_Series() : this(period: 0, useNaN: false) { } public HMA_Series(int period) : this(period: period, useNaN: false) { } public HMA_Series(TBars source) : this(source.Close, 0, false) { } public HMA_Series(TBars source, int period) : this(source.Close, period, false) { } public HMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { } public HMA_Series(TSeries source) : this(source, 0, false) { } public HMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { } ////////////////// // core Add() algo public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) { if (_period == 0) { _wma1.Len = this.Count / 2; _wma2.Len = this.Count; _wma1.Len = (int)Math.Sqrt(this.Count); } double _w1 = _wma1.Add(TValue, update).v; double _w2 = _wma2.Add(TValue, update).v; double _hma = _wma3.Add((2 * _w1) - _w2, update).v; var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _hma); return base.Add(res, update); } public override (DateTime t, double v) Add(TSeries data) { if (data == null) { return (DateTime.Today, Double.NaN); } foreach (var item in data) { Add(item, false); } return _data.Last; } public (DateTime t, double v) Add(bool update) { return this.Add(TValue: _data.Last, update: update); } public (DateTime t, double v) Add() { return Add(TValue: _data.Last, update: false); } private new void Sub(object source, TSeriesEventArgs e) { Add(TValue: _data.Last, update: e.update); } //reset calculation public override void Reset() { _wma1.Reset(); _wma2.Reset(); _wma3.Reset(); } }