namespace QuanTAlib; using System; using System.Linq; /* TRIMA: Triangular Moving Average A weighted moving average where the shape of the weights are triangular and the greatest weight is in the middle of the period, Sources: https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/ Remark: trima = sma(sma(signal, n/2), n/2) */ public class TRIMA_Series : Single_TSeries_Indicator { private readonly System.Collections.Generic.List _buffer1 = new(); private readonly System.Collections.Generic.List _buffer2 = new(); private readonly int _p1a, _p1b; public TRIMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) { _p1a = (int) Math.Floor((period * 0.5) + 1); _p1b = (int) Math.Ceiling(0.5 * period); if (base._data.Count > 0) { base.Add(base._data); } } public override void Add((System.DateTime t, double v) TValue, bool update) { if (update) { _buffer1[_buffer1.Count - 1] = TValue.v; } else { _buffer1.Add(TValue.v); } if (_buffer1.Count > this._p1b && this._p1b != 0) { _buffer1.RemoveAt(0); } double _sma1 = _buffer1.Average(); if (update) { _buffer2[_buffer2.Count - 1] = _sma1; } else { _buffer2.Add(_sma1); } if (_buffer2.Count > this._p1a && this._p1a != 0) { _buffer2.RemoveAt(0); } double _trima = _buffer2.Average(); base.Add((TValue.t, _trima), update, _NaN); } }