Ejemplo n.º 1
0
        /// <summary>
        /// Calculate Triple Exponential Moving Average, as described here:
        /// <see href="https://en.wikipedia.org/wiki/Triple_exponential_moving_average"/>
        /// </summary>
        /// <param name="series">input time series</param>
        /// <param name="n">averaging length</param>
        /// <param name="parentId">caller cache id, optional</param>
        /// <param name="memberName">caller's member name, optional</param>
        /// <param name="lineNumber">caller line number, optional</param>
        /// <returns>TEMA time series</returns>
        public static ITimeSeries <double> TEMA(this ITimeSeries <double> series, int n,
                                                CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
        {
            var cacheId = new CacheId(parentId, memberName, lineNumber,
                                      series.GetHashCode(), n);

            return(series
                   .Multiply(3.0, cacheId)
                   .EMA(n, cacheId)
                   .Subtract(
                       series
                       .Multiply(3.0, cacheId)
                       .EMA(n, cacheId)
                       .EMA(n, cacheId),
                       cacheId)
                   .Add(
                       series
                       .EMA(n, cacheId)
                       .EMA(n, cacheId)
                       .EMA(n, cacheId),
                       cacheId));
        }