/// <summary> /// Developed by Perry Kaufman, this indicator is an EMA using an Efficiency Ratio to modify the smoothing constant, which ranges from a minimum of Fast Length to a maximum of Slow Length. Since this moving average is adaptive it tends to follow prices more closely than other MA's. /// </summary> /// <returns></returns> public KAMA KAMA(Data.IDataSeries input, int fast, int period, int slow) { if (cacheKAMA != null) { for (int idx = 0; idx < cacheKAMA.Length; idx++) { if (cacheKAMA[idx].Fast == fast && cacheKAMA[idx].Period == period && cacheKAMA[idx].Slow == slow && cacheKAMA[idx].EqualsInput(input)) { return(cacheKAMA[idx]); } } } lock (checkKAMA) { checkKAMA.Fast = fast; fast = checkKAMA.Fast; checkKAMA.Period = period; period = checkKAMA.Period; checkKAMA.Slow = slow; slow = checkKAMA.Slow; if (cacheKAMA != null) { for (int idx = 0; idx < cacheKAMA.Length; idx++) { if (cacheKAMA[idx].Fast == fast && cacheKAMA[idx].Period == period && cacheKAMA[idx].Slow == slow && cacheKAMA[idx].EqualsInput(input)) { return(cacheKAMA[idx]); } } } KAMA indicator = new KAMA(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Fast = fast; indicator.Period = period; indicator.Slow = slow; Indicators.Add(indicator); indicator.SetUp(); KAMA[] tmp = new KAMA[cacheKAMA == null ? 1 : cacheKAMA.Length + 1]; if (cacheKAMA != null) { cacheKAMA.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheKAMA = tmp; return(indicator); } }
/// <summary> /// Developed by Perry Kaufman, this indicator is an EMA using an Efficiency Ratio to modify the smoothing constant, which ranges from a minimum of Fast Length to a maximum of Slow Length. Since this moving average is adaptive it tends to follow prices more closely than other MA's. /// </summary> /// <returns></returns> public KAMA KAMA(Data.IDataSeries input, int fast, int period, int slow) { if (cacheKAMA != null) for (int idx = 0; idx < cacheKAMA.Length; idx++) if (cacheKAMA[idx].Fast == fast && cacheKAMA[idx].Period == period && cacheKAMA[idx].Slow == slow && cacheKAMA[idx].EqualsInput(input)) return cacheKAMA[idx]; lock (checkKAMA) { checkKAMA.Fast = fast; fast = checkKAMA.Fast; checkKAMA.Period = period; period = checkKAMA.Period; checkKAMA.Slow = slow; slow = checkKAMA.Slow; if (cacheKAMA != null) for (int idx = 0; idx < cacheKAMA.Length; idx++) if (cacheKAMA[idx].Fast == fast && cacheKAMA[idx].Period == period && cacheKAMA[idx].Slow == slow && cacheKAMA[idx].EqualsInput(input)) return cacheKAMA[idx]; KAMA indicator = new KAMA(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Fast = fast; indicator.Period = period; indicator.Slow = slow; Indicators.Add(indicator); indicator.SetUp(); KAMA[] tmp = new KAMA[cacheKAMA == null ? 1 : cacheKAMA.Length + 1]; if (cacheKAMA != null) cacheKAMA.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheKAMA = tmp; return indicator; } }