public static IEnumerable <double> Make(IEnumerable <double> source, int period)
{
if (source.Count() >= period)
{
List <double> result = new List <double>();
result.Add(Math.Round(SMA.Make(source.Take(period)), 4));
double k = 2.0 / (period + 1);
for (int i = period; i < source.Count(); i++)
{
result.Add(Math.Round((source.ElementAt(i) * k + result.ElementAt(i - period) * (1 - k)), 4));
}
return(result);
}
return(new double[0]);
}
public static IEnumerable <double> Close(IEnumerable <Bar> collection, int period)
{
return(SMA.Make(collection.Select(i => i.Close).ToList(), period));
}