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EMACalculator.cs
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namespace PA.Trading.UAPI
{
public static class EMACalculator
{
/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period)
{
var ema = new double[price.Length];
double sum = SMACalculator.Calculate(price,period)[0];
ema[0] = sum;
double alpha = 2.0 / (1.0 + period);
for (int i = 1; i < price.Length; i++)
{
sum += alpha * (price[i] - sum);
ema[i] = sum;
}
return ema;
}
public static double[] Calculate(UCandle[] candlesticks, int period)
{
var ema = new double[candlesticks.Length];
double[] src = new double[candlesticks.Length];
for (int i = 0; i < candlesticks.Length; i++)
src[i] = candlesticks[i].ClosePrice;
return Calculate(src, period);
}
}
public static class RMACalculator
{
/// <summary>
/// Calculates indicator.
/// </summary>
/// <param name="price">Price series.</param>
/// <param name="period">Indicator period.</param>
/// <returns>Calculated indicator series.</returns>
public static double[] Calculate(double[] price, int period)
{
var ema = new double[price.Length];
double sum = price[0];
double alpha = 1.0 / period;
for (int i = 0; i < price.Length; i++)
{
sum += alpha * (price[i] - sum);
ema[i] = sum;
}
return ema;
}
public static double[] Calculate(UCandle[] candlesticks, int period)
{
var ema = new double[candlesticks.Length];
double[] src = new double[candlesticks.Length];
for (int i = 0; i < candlesticks.Length; i++)
src[i] = candlesticks[i].ClosePrice;
return Calculate(src, period);
}
}
}