public ExponentialMovingAverage(IEnumerable <TInput> inputs, Func <TInput, decimal?> inputMapper, int periodCount) : base(inputs, inputMapper)
{
_ema = new GenericMovingAverage(
i => inputs.Select(inputMapper).ElementAt(i),
Smoothing.Ema(periodCount),
inputs.Count());
PeriodCount = periodCount;
}
public KaufmanAdaptiveMovingAverage(IEnumerable <TInput> inputs, Func <TInput, decimal> inputMapper, int periodCount, int emaFastPeriodCount, int emaSlowPeriodCount) : base(inputs, inputMapper)
{
_er = new EfficiencyRatioByTuple(inputs.Select(inputMapper), periodCount);
Func <int, decimal> smoothingFactor = i =>
{
var s = Smoothing.Ema(emaSlowPeriodCount)(i) + _er[i].Value * (Smoothing.Ema(emaFastPeriodCount)(i) - Smoothing.Ema(emaSlowPeriodCount)(i));
return(s * s);
};
_gma = new GenericMovingAverage(
periodCount - 1,
i => inputs.Select(inputMapper).ElementAt(i),
i => inputs.Select(inputMapper).ElementAt(i),
smoothingFactor,
inputs.Count());
PeriodCount = periodCount;
EmaFastPeriodCount = emaFastPeriodCount;
EmaSlowPeriodCount = emaSlowPeriodCount;
}