public KAMA(Spud <double> values, double maFastLength, double maSlowLength, int calcBars) : base(values.manager) { this.values = dependsOn(values); decayFast = 2 / (maFastLength + 1); decaySlow = 2 / (maSlowLength + 1); this.calcBars = calcBars; noise = new RootSpud <double>(values.manager); noiseSum = new AggregatorSpud <double>(noise, sum, calcBars); }
public ZScoreSpud(Spud <double> value, int windowSize, bool isBiased) : base(value.manager) { this.value = dependsOn(value); mean = dependsOn(new Average(value, windowSize)); sd = dependsOn(StdDeviation.maybeBiased(value, windowSize, isBiased)); }