namespace QuanTAlib; using System; /* BIAS: Rate of change between the source and a moving average. Bias is a statistical term which means a systematic deviation from the actual value. BIAS = (close - SMA) / SMA = (close / SMA) - 1 Sources: https://en.wikipedia.org/wiki/Bias_of_an_estimator */ public class BIAS_Series : Single_TSeries_Indicator { public BIAS_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) { if (base._data.Count > 0) { base.Add(base._data); } } private readonly System.Collections.Generic.List _buffer = new(); public override void Add((System.DateTime t, double v) TValue, bool update) { if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; } else { this._buffer.Add(TValue.v); } if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); } double _sma = 0; for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; } _sma /= this._buffer.Count; double _bias = (this._buffer[this._buffer.Count - 1] / ((_sma != 0) ? _sma : 1)) - 1; var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _bias); base.Add(result, update); } }