/// <summary>
/// The MAMA (MESA Adaptive Moving Average) was developed by John Ehlers. It adapts to price movement in a new and unique way. The adaptation is based on the Hilbert Transform Discriminator. The adavantage of this method features fast attack average and a slow decay average. The MAMA + the FAMA (Following Adaptive Moving Average) lines only cross at major market reversals.
/// </summary>
/// <returns></returns>
public MAMA MAMA(Data.IDataSeries input, double fastLimit, double slowLimit)
{
if (cacheMAMA != null)
{
for (int idx = 0; idx < cacheMAMA.Length; idx++)
{
if (Math.Abs(cacheMAMA[idx].FastLimit - fastLimit) <= double.Epsilon && Math.Abs(cacheMAMA[idx].SlowLimit - slowLimit) <= double.Epsilon && cacheMAMA[idx].EqualsInput(input))
{
return(cacheMAMA[idx]);
}
}
}
lock (checkMAMA)
{
checkMAMA.FastLimit = fastLimit;
fastLimit = checkMAMA.FastLimit;
checkMAMA.SlowLimit = slowLimit;
slowLimit = checkMAMA.SlowLimit;
if (cacheMAMA != null)
{
for (int idx = 0; idx < cacheMAMA.Length; idx++)
{
if (Math.Abs(cacheMAMA[idx].FastLimit - fastLimit) <= double.Epsilon && Math.Abs(cacheMAMA[idx].SlowLimit - slowLimit) <= double.Epsilon && cacheMAMA[idx].EqualsInput(input))
{
return(cacheMAMA[idx]);
}
}
}
MAMA indicator = new MAMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.FastLimit = fastLimit;
indicator.SlowLimit = slowLimit;
Indicators.Add(indicator);
indicator.SetUp();
MAMA[] tmp = new MAMA[cacheMAMA == null ? 1 : cacheMAMA.Length + 1];
if (cacheMAMA != null)
{
cacheMAMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheMAMA = tmp;
return(indicator);
}
}
/// <summary>
/// The MAMA (MESA Adaptive Moving Average) was developed by John Ehlers. It adapts to price movement in a new and unique way. The adaptation is based on the Hilbert Transform Discriminator. The adavantage of this method features fast attack average and a slow decay average. The MAMA + the FAMA (Following Adaptive Moving Average) lines only cross at major market reversals.
/// </summary>
/// <returns></returns>
public MAMA MAMA(Data.IDataSeries input, double fastLimit, double slowLimit)
{
if (cacheMAMA != null)
for (int idx = 0; idx < cacheMAMA.Length; idx++)
if (Math.Abs(cacheMAMA[idx].FastLimit - fastLimit) <= double.Epsilon && Math.Abs(cacheMAMA[idx].SlowLimit - slowLimit) <= double.Epsilon && cacheMAMA[idx].EqualsInput(input))
return cacheMAMA[idx];
lock (checkMAMA)
{
checkMAMA.FastLimit = fastLimit;
fastLimit = checkMAMA.FastLimit;
checkMAMA.SlowLimit = slowLimit;
slowLimit = checkMAMA.SlowLimit;
if (cacheMAMA != null)
for (int idx = 0; idx < cacheMAMA.Length; idx++)
if (Math.Abs(cacheMAMA[idx].FastLimit - fastLimit) <= double.Epsilon && Math.Abs(cacheMAMA[idx].SlowLimit - slowLimit) <= double.Epsilon && cacheMAMA[idx].EqualsInput(input))
return cacheMAMA[idx];
MAMA indicator = new MAMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.FastLimit = fastLimit;
indicator.SlowLimit = slowLimit;
Indicators.Add(indicator);
indicator.SetUp();
MAMA[] tmp = new MAMA[cacheMAMA == null ? 1 : cacheMAMA.Length + 1];
if (cacheMAMA != null)
cacheMAMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheMAMA = tmp;
return indicator;
}
}