Esempio n. 1
0
        /// <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);
            }
        }
Esempio n. 2
0
        /// <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;
            }
        }