QuanTAlib/notebooks/ema.dib

#!meta

{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}

#!csharp

#r "../lib/obj/Debug/QuanTAlib.dll"
using QuanTAlib;
QuanTAlib.Formatters.Initialize();

#!csharp

public class Ema {
    double lastema;
    double k, extra;
    int i, p;
    public Ema(int p) {
        k = 1/((double) p+1);
        extra = 1;
        lastema = 0;
    }
    public double Calc(double value) {
        extra = (1 - k) * extra;
        double ema = k * (value - lastema) + lastema;
        lastema = ema;
        return ema / (1 - extra);
    }
}

#!csharp

public class Ema {
    private double smooth, k;
    private double extra;
    private int i, p;

    public Ema(int period) {
        p = period;
        k = 1.0 / (p + 1);
        extra = 1;
        smooth = 0;
        i = 0;
    }

    public double Calc(double value) {
        i++;
        k = 1/((double)Math.Min(p,i)+1);

        extra *= (1-k);
        smooth = k * (value - smooth) + smooth;
        return extra < 1e-10 ? smooth : smooth / (1 - extra);

    }
}

#!csharp

Ema ma = new(3);
double[] input = new[]{1.0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0};
for (int i=0; i<input.Length; i++) {
    double output = ma.Calc(input[i]);
    Console.WriteLine($" {output:F3}");
}