Files
QuanTAlib/Source/MovingAvg/SMA_Series.cs
T
2022-04-19 15:46:34 -07:00

39 lines
1.2 KiB
C#

namespace QuanTAlib;
/**
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 iterative methods.
**/
public class SMA_Series : Single_TSeries_Indicator
{
public SMA_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<double> _buffer = new();
public override void Add((System.DateTime t, double v) d, bool update)
{
if (update) { _buffer[_buffer.Count - 1] = d.v; }
else { _buffer.Add(d.v); }
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
double _sma = 0;
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
_sma /= this._buffer.Count;
var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sma);
base.Add(result, update);
}
}