public static decimal Get(ISymbol symbol, int bar, int period, MaMethod method = MaMethod.Sma, AppliedPrice appliedPrice = AppliedPrice.Close)
{
decimal price = 0M;
for (int i = 0; i < period; ++i)
{
int idx = Math.Min(bar + i, symbol.Candles.Count - 1);
switch (appliedPrice)
{
case AppliedPrice.Close:
price += symbol.Candles[idx].Close;
break;
case AppliedPrice.Open:
price += symbol.Candles[idx].Open;
break;
case AppliedPrice.High:
price += symbol.Candles[idx].High;
break;
case AppliedPrice.Low:
price += symbol.Candles[idx].Low;
break;
}
}
return(price / ((decimal)period));
}
/// <summary>
/// 移動平均を取得します。
/// </summary>
/// <param name="data">対象データ</param>
/// <param name="method">移動平均の計算方法</param>
/// <param name="prev_ma">前回の移動平均</param>
/// <returns>移動平均</returns>
public static decimal GetMovingAverage(decimal[] data, MaMethod method, decimal?prev_ma)
{
switch (method)
{
case MaMethod.Sma:
{
return(data.Average());
}
case MaMethod.Ema:
case MaMethod.Smma:
{
// 係数
decimal a = 0;
if (method == MaMethod.Ema)
{
a = 2.0m / (decimal)(data.Length + 1);
}
else
{
a = 1.0m / (decimal)data.Length;
}
// 初回の移動平均
if (prev_ma == null)
{
prev_ma = data.Last();
}
return(a * data[0] + (1 - a) * prev_ma.Value);
}
case MaMethod.Lwma:
{
decimal sum1 = 0, sum2 = 0;
for (int i = 0; i < data.Length; i++)
{
sum1 += (data.Length - i) * data[i];
sum2 += i + 1;
}
return(sum1 / sum2);
}
}
return(0);
}
// todo: total, ma_shift and maMethod are not used atm...
public static decimal OnArray(decimal[] array, int total, int maPeriod, int ma_shift, MaMethod maMethod, int shift)
{
decimal price = 0M;
for (int i = 0; i < maPeriod; ++i)
{
price += array[shift + i];
}
return(price / ((decimal)maPeriod));
}