/// <summary>
/// Adaptive Moving Average
/// </summary>
/// <param name="FastLimit">defualt = 0.5</param>
/// <param name="SlowLimit">defualt=0.05</param>
/// <param name="Var"></param>
/// <returns></returns>
public static List <MAMA> createAdaptiveMA_MAMA(double FastLimit, double SlowLimit, List <Price> Price)
{
List <MAMA> mama = new List <MAMA>();
double[] _price = new double[Price.Count];
for (int x = 0; x < Price.Count; x++)
{
_price[x] = Price[x].Close;
}
double[] _mama = new double[Price.Count];
double[] _fama = new double[Price.Count];
int a, b;
Core.Mama(0, Price.Count - 1, _price, FastLimit, SlowLimit, out a, out b, _mama, _fama);
for (int x = 0; x < Price.Count - a; x++)
{
MAMA e = new MAMA
{
TimeStamp = Price[x + a].TimeStamp,
Price_Close = Price[x + a].Close,
Price_High = Price[x + a].High,
Price_Low = Price[x + a].Low,
Price_Open = Price[x + a].Open,
Mama = _mama[x],
Fama = _fama[x],
};
mama.Add(e);
}
return(mama);
}
/// <summary>
/// Adaptive Moving Average
/// </summary>
/// <param name="FastLimit">MAMA defualt = 0.05</param>
/// <param name="SlowLimit">FAMA(Following Adaptive Moving Average) defualt=0.5</param>
/// <param name="Var"></param>
/// <returns></returns>
public static List <MAMA> createAdaptiveMA_MAMA(double FastLimit, double SlowLimit, List <VariableIndicator> Var)
{
List <MAMA> mama = new List <MAMA>();
double[] _price = new double[Var.Count];
for (int x = 0; x < Var.Count; x++)
{
_price[x] = Var[x].Value;
}
double[] _mama = new double[Var.Count];
double[] _fama = new double[Var.Count];
int a, b;
Core.Mama(0, Var.Count - 1, _price, FastLimit, SlowLimit, out a, out b, _mama, _fama);
for (int x = 0; x < Var.Count - a; x++)
{
MAMA e = new MAMA
{
TimeStamp = Var[x + a].TimeStamp,
Price_Close = Var[x + a].Price_Close,
Price_High = Var[x + a].Price_High,
Price_Low = Var[x + a].Price_Low,
Price_Open = Var[x + a].Price_Open,
Mama = _mama[x],
Fama = _fama[x],
};
mama.Add(e);
}
return(mama);
}
/// <summary>
/// Adaptive Moving Average
/// </summary>
/// <param name="FastLimit">defualt = 0.5</param>
/// <param name="SlowLimit">defualt=0.05</param>
/// <param name="Var"></param>
/// <returns></returns>
public static List<MAMA> createAdaptiveMA_MAMA(double FastLimit, double SlowLimit, List<Price> Price)
{
List<MAMA> mama = new List<MAMA>();
double[] _price = new double[Price.Count];
for (int x = 0; x < Price.Count; x++) _price[x] = Price[x].Close;
double[] _mama = new double[Price.Count];
double[] _fama = new double[Price.Count];
int a, b;
Core.Mama(0, Price.Count - 1, _price, FastLimit, SlowLimit, out a, out b, _mama, _fama);
for (int x = 0; x < Price.Count - a; x++)
{
MAMA e = new MAMA
{
TimeStamp = Price[x + a].TimeStamp,
Price_Close = Price[x + a].Close,
Price_High = Price[x + a].High,
Price_Low = Price[x + a].Low,
Price_Open = Price[x + a].Open,
Mama = _mama[x],
Fama = _fama[x],
};
mama.Add(e);
}
return mama;
}
/// <summary>
/// Adaptive Moving Average
/// </summary>
/// <param name="FastLimit">MAMA defualt = 0.05</param>
/// <param name="SlowLimit">FAMA(Following Adaptive Moving Average) defualt=0.5</param>
/// <param name="Var"></param>
/// <returns></returns>
public static List<MAMA> createAdaptiveMA_MAMA(double FastLimit, double SlowLimit, List<VariableIndicator> Var)
{
List<MAMA> mama = new List<MAMA>();
double[] _price = new double[Var.Count];
for (int x = 0; x < Var.Count; x++) _price[x] = Var[x].Value;
double[] _mama = new double[Var.Count];
double[] _fama = new double[Var.Count];
int a, b;
Core.Mama(0, Var.Count - 1, _price, FastLimit, SlowLimit, out a, out b, _mama, _fama);
for (int x = 0; x < Var.Count - a; x++)
{
MAMA e = new MAMA
{
TimeStamp = Var[x + a].TimeStamp,
Price_Close = Var[x + a].Price_Close,
Price_High = Var[x + a].Price_High,
Price_Low = Var[x + a].Price_Low,
Price_Open = Var[x + a].Price_Open,
Mama = _mama[x],
Fama = _fama[x],
};
mama.Add(e);
}
return mama;
}
