QuanTAlib/Source/Trends/DEMA_Series.cs

namespace QuanTAlib;
using System;
using System.Linq;

/* <summary>
DEMA: Double Exponential Moving Average
    DEMA uses EMA(EMA()) to calculate smoother Exponential moving average.

Sources:
    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/double-exponential-moving-average-dema/

Remark:
    ema1 = EMA(close, length)
    ema2 = EMA(ema1, length)
    DEMA = 2 * ema1 - ema2

</summary> */

public class DEMA_Series : Single_TSeries_Indicator
{
    private readonly System.Collections.Generic.List<double> _buffer = new();
    private readonly double _k, _k1m;
    private double _lastema1, _lastlastema1;
    private double _lastema2, _lastlastema2;

    public DEMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
    {
        this._k = 2.0 / (this._p + 1);
        this._k1m = 1.0 - this._k;
        if (_data.Count > 0) { base.Add(_data); }
    }

    public override void Add((DateTime t, double v) TValue, bool update)
    {
        if (update)
        {
            this._lastema1 = this._lastlastema1;
            this._lastema2 = this._lastlastema2;
        }

        double _ema1, _ema2;

        if (this.Count < this._p)
        {
            Add_Replace_Trim(_buffer, TValue.v, _p, update);
            double _sma = _buffer.Average();

            _ema1 = _ema2 = _sma;
        }
        else
        {
            _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
            _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
        }

        double _dema = (2 * _ema1) - _ema2;
        this._lastlastema1 = this._lastema1;
        this._lastlastema2 = this._lastema2;
        this._lastema1 = _ema1;
        this._lastema2 = _ema2;

        base.Add((TValue.t, _dema), update, _NaN);
    }
}