namespace QuanTAlib; using System; /* SMA: Simple Moving Average The weights are equally distributed across the period, resulting in a mean() of the data within the period Sources: https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/ https://stats.stackexchange.com/a/24739 Remark: This calc doesn't use LINQ or SUM() or any of (slow) iterative methods. It is not as fast as TA-LIB implementation, but it does allow incremental additions of inputs and real-time calculations of SMA() */ public class SMA_Series : Single_TSeries_Indicator { private double _sum, _oldsum; private int _len, _oldlen; public SMA_Series(TSeries source, int period = 0, bool useNaN = false) : base(source, period, false) { Reset(); if (this._data.Count > 0) { base.Add(this._data); } } public override void Add((DateTime t, double v) TValue, bool update) { if (update) { _sum = _oldsum; } else { _oldsum = _sum; _len++; } _sum += TValue.v; if (_period != 0 && _len > _period) { _sum -= (_data[base.Count - _period - (update ? 1 : 0)].v); } double _div = (_period == 0) ? _len : Math.Min(_len, _period); base.Add((TValue.t, _sum / _div), update, _NaN); } public void Reset() { _sum = _oldsum = 0; _len = _oldlen = 0; } }