/// <summary>
/// Calculates Simple Moving Average (SMA) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="periods">Number of periods</param>
/// <param name="returnImmatureValues">Determines whether immature values should be taken into account</param>
/// <returns>Object containing operation results</returns>
public static SMAResult SMA(IEnumerable<double> input, int periods, bool returnImmatureValues)
{
var returnValues = new List<double>();
if (returnImmatureValues)
{
for (int i = 0; i < input.Count(); i++)
{
var resultValue = input
.Skip(i + 1 > periods ? i + 1 - periods : 0)
.Take(i >= periods ? periods : i + 1)
.Average();
returnValues.Add(resultValue);
}
}
else
{
var copyInputValues = input.ToList();
for (int i = 0; i < input.Count() - periods + 1; i++)
{
var resultValue = copyInputValues.GetRange(i, periods).Average();
returnValues.Add(resultValue);
}
}
var result = new SMAResult()
{
Values = returnValues,
StartIndexOffset = periods - 1
};
return result;
}
/// <summary>
/// Calculates Simple Moving Average (SMA) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="periods">Number of periods</param>
/// <param name="returnImmatureValues">Determines whether immature values should be taken into account</param>
/// <returns>Object containing operation results</returns>
public static SMAResult SMA(IEnumerable <double> input, int periods, bool returnImmatureValues)
{
var returnValues = new List <double>();
if (returnImmatureValues)
{
for (int i = 0; i < input.Count(); i++)
{
var resultValue = input
.Skip(i + 1 > periods ? i + 1 - periods : 0)
.Take(i >= periods ? periods : i + 1)
.Average();
returnValues.Add(resultValue);
}
}
else
{
var copyInputValues = input.ToList();
for (int i = 0; i < input.Count() - periods + 1; i++)
{
var resultValue = copyInputValues.GetRange(i, periods).Average();
returnValues.Add(resultValue);
}
}
var result = new SMAResult()
{
Values = returnValues,
StartIndexOffset = periods - 1
};
return(result);
}