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42 lines
1.4 KiB
C#
42 lines
1.4 KiB
C#
namespace QuanTAlib;
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using System;
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/* <summary>
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SMA: Simple Moving Average
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The weights are equally distributed across the period, resulting in a mean() of
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the data within the period/
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Sources:
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https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/
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https://stats.stackexchange.com/a/24739
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Remark:
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This calc doesn't use LINQ or SUM() or any of (slow) iterative methods. It is not as fast as TA-LIB
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implementation, but it does allow incremental additions of inputs and real-time calculations of SMA()
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</summary> */
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public class SMA_Series : Single_TSeries_Indicator
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{
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public SMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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{
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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private readonly System.Collections.Generic.List<double> _buffer = new();
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
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else { _buffer.Add(TValue.v); }
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if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
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double _sma = 0;
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for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
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_sma /= this._buffer.Count;
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var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _sma);
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base.Add(result, update);
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}
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}
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