Files
QuanTAlib/Source/Trends/SMMA_Series.cs
T
Miha Kralj 73e3420379 COVAR
semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
2022-11-17 11:05:20 -08:00

51 lines
1.8 KiB
C#

namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
SMMA: Smoothed Moving Average
The Smoothed Moving Average (SMMA) is a combination of a SMA and an EMA. It gives the recent prices
an equal weighting as the historic prices as it takes all available price data into account.
The main advantage of a smoothed moving average is that it removes short-term fluctuations.
SMMA(i) = (SMMA-1*(N-1) + CLOSE (i)) / N
Sources:
https://blog.earn2trade.com/smoothed-moving-average
https://guide.traderevolution.com/traderevolution/mobile-applications/phone/android/technical-indicators/moving-averages/smma-smoothed-moving-average
https://www.chartmill.com/documentation/technical-analysis-indicators/217-MOVING-AVERAGES-%7C-The-Smoothed-Moving-Average-%28SMMA%29
</summary> */
public class SMMA_Series : Single_TSeries_Indicator
{
private readonly System.Collections.Generic.List<double> _buffer = new();
private double _lastsmma, _lastlastsmma;
public SMMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
{
this._lastsmma = this._lastlastsmma = double.NaN;
if (this._data.Count > 0) { base.Add(this._data); }
}
public override void Add((DateTime t, double v) TValue, bool update)
{
double _smma = 0;
if (update) { this._lastsmma = this._lastlastsmma; }
if (this.Count < this._p)
{
Add_Replace_Trim(_buffer, TValue.v, _p, update);
_smma = _buffer.Average();
}
else
{
_smma = ((_lastsmma * (_p-1)) + TValue.v) / _p ;
}
this._lastlastsmma = this._lastsmma;
this._lastsmma = _smma;
base.Add((TValue.t, _smma), update, _NaN);
}
}