Files
QuanTAlib/lib/statistics/cma/Cma.Quantower.cs
T
Miha Kralj 16a21a5b65 feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
2025-12-29 09:34:37 -08:00

52 lines
1.7 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class CmaIndicator : Indicator, IWatchlistIndicator
{
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Cma? _cma;
private readonly LineSeries? _series;
private string? _sourceName;
private Func<IHistoryItem, double>? _priceSelector;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"CMA:{_sourceName}";
public CmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
Name = "CMA - Cumulative Moving Average";
Description = "Cumulative Moving Average (Running Average)";
_series = new(name: "CMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_priceSelector = Source.GetPriceSelector();
_sourceName = Source.ToString();
_cma = new Cma();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.IsNewBar();
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
double value = _cma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
_series!.SetValue(value, _cma.IsHot, ShowColdValues);
}
}