protected override void OnStartUp()
{
smooth = zDexpSmooth(smoothAlpha, 1, false);
cycle = new DataSeries(this);
deltaphase = new DataSeries(this);
zsw = zSortedWindow(deltaphase, 5, true);
}
/// <summary>
/// Double Exponential Smoothing p146 in Bowerman book.
/// </summary>
/// <returns></returns>
public zDexpSmooth zDexpSmooth(Data.IDataSeries input, double alpha, int tau, bool trackStandardDeviations)
{
if (cachezDexpSmooth != null)
{
for (int idx = 0; idx < cachezDexpSmooth.Length; idx++)
{
if (Math.Abs(cachezDexpSmooth[idx].Alpha - alpha) <= double.Epsilon && cachezDexpSmooth[idx].Tau == tau && cachezDexpSmooth[idx].TrackStandardDeviations == trackStandardDeviations && cachezDexpSmooth[idx].EqualsInput(input))
{
return(cachezDexpSmooth[idx]);
}
}
}
lock (checkzDexpSmooth)
{
checkzDexpSmooth.Alpha = alpha;
alpha = checkzDexpSmooth.Alpha;
checkzDexpSmooth.Tau = tau;
tau = checkzDexpSmooth.Tau;
checkzDexpSmooth.TrackStandardDeviations = trackStandardDeviations;
trackStandardDeviations = checkzDexpSmooth.TrackStandardDeviations;
if (cachezDexpSmooth != null)
{
for (int idx = 0; idx < cachezDexpSmooth.Length; idx++)
{
if (Math.Abs(cachezDexpSmooth[idx].Alpha - alpha) <= double.Epsilon && cachezDexpSmooth[idx].Tau == tau && cachezDexpSmooth[idx].TrackStandardDeviations == trackStandardDeviations && cachezDexpSmooth[idx].EqualsInput(input))
{
return(cachezDexpSmooth[idx]);
}
}
}
zDexpSmooth indicator = new zDexpSmooth();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Alpha = alpha;
indicator.Tau = tau;
indicator.TrackStandardDeviations = trackStandardDeviations;
Indicators.Add(indicator);
indicator.SetUp();
zDexpSmooth[] tmp = new zDexpSmooth[cachezDexpSmooth == null ? 1 : cachezDexpSmooth.Length + 1];
if (cachezDexpSmooth != null)
{
cachezDexpSmooth.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cachezDexpSmooth = tmp;
return(indicator);
}
}
protected override void OnStartUp()
{
smooth = zDexpSmooth(smalpha, 1, false);
cycle = new DataSeries(this);
cycper = zzCyclePeriod(0.07, 0.3333);
}
protected override void OnStartUp()
{
mom = Momentum(Median, momo);
dexp = zDexpSmooth(mom, alpha, 1);
}
protected override void OnStartUp()
{
dexp = zDexpSmooth(alpha, 1, true);
}
protected override void OnStartUp()
{
fast = zDexpSmooth(alpha1, tau);
slow = zDexpSmooth(alpha2, tau);
}
protected override void OnStartUp()
{
smooth = zDexpSmooth(smalpha, 1, false);
}