public double[] SimpleMovingAverage()
{
int m = DataString.GetLength(1);
double[] data = new double[m];
for (int i = 0; i < m; i++)
{
data[i] = Convert.ToDouble(DataString[1, i]);
}
double[] sma = new double[m - NDays + 1];
if (m > NDays)
{
double sum = 0.0;
for (int i = 0; i < NDays; i++)
{
sum += data[i];
}
sma[0] = sum / NDays;
for (int i = 1; i <= m - NDays; i++)
{
sma[i] = sma[i - 1] + (data[NDays + i - 1] - data[i - 1]) / NDays;
}
}
return(sma);
}
public double[] ExponentialMovingAverage()
{
int m = DataString.GetLength(1);
double[] data = new double[m];
for (int i = 0; i < m; i++)
{
data[i] = Convert.ToDouble(DataString[1, i]);
}
double[] ema = new double[m - NDays + 1];
double psum = 0.0;
double alpha = 2.0 / NDays;
if (m > NDays)
{
for (int i = 0; i < NDays; i++)
{
psum += data[i];
}
ema[0] = psum / NDays + alpha * (data[NDays - 1] - psum / NDays);
for (int i = 1; i <= m - NDays; i++)
{
ema[i] = ema[i - 1] + alpha * (data[i + NDays - 1] - ema[i - 1]);
}
}
return(ema);
}
public double[] WeightedMovingAverage()
{
int m = DataString.GetLength(1);
double[] data = new double[m];
for (int i = 0; i < m; i++)
{
data[i] = Convert.ToDouble(DataString[1, i]);
}
double[] wma = new double[m - NDays + 1];
double psum = 0.0;
double numerator = 0.0;
double[] numerator1 = new double[m - NDays + 1];
double[] psum1 = new double[m - NDays + 1];
if (m > NDays)
{
for (int i = 0; i < NDays; i++)
{
psum += data[i];
numerator += (i + 1) * data[i];
}
psum1[0] = psum;
numerator1[0] = numerator;
wma[0] = 2 * numerator / NDays / (NDays + 1);
for (int i = 1; i <= m - NDays; i++)
{
numerator1[i] =
numerator1[i - 1] + NDays * data[i + NDays - 1] - psum1[i - 1];
psum1[i] = psum1[i - 1] + data[i + NDays - 1] - data[i - 1];
wma[i] = 2 * numerator1[i] / NDays / (NDays + 1);
}
}
return(wma);
}