/// <summary>
/// Calculates Exponential Moving Average (EMA) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="period">Number of periods</param>
/// <param name="uisngavg">Start with Average or start with first element</param>
/// <returns>Object containing operation results</returns>
public static EMAResult EMA(IEnumerable <double> input, int period, bool usingavg = true)
{
var returnValues = new List <double>();
double multiplier = (2.0 / (period + 1));
int start = usingavg ? period : 1;
if (input.Count() >= start)
{
double initialEMA = usingavg ? input.Take(period).Average() : input.First();
returnValues.Add(initialEMA);
var copyInputValues = input.ToList();
for (int i = start; i < copyInputValues.Count; i++)
{
var resultValue = (copyInputValues[i] - returnValues.Last()) * multiplier + returnValues.Last();
returnValues.Add(resultValue);
}
}
var result = new EMAResult()
{
Values = returnValues,
StartIndexOffset = start - 1
};
return(result);
}
/// <summary>
/// Calculates Exponential Moving Average (EMA) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="period">Number of periods</param>
/// <param name="uisngavg">Start with Average or start with first element</param>
/// <returns>Object containing operation results</returns>
public static EMAResult EMA(IEnumerable<double> input, int period, bool usingavg=true)
{
var returnValues = new List<double>();
double multiplier = (2.0 / (period + 1));
int start = usingavg ? period : 1;
if ( input.Count() >= start)
{
double initialEMA = usingavg ? input.Take(period).Average() : input.First();
returnValues.Add(initialEMA);
var copyInputValues = input.ToList();
for (int i = start; i < copyInputValues.Count; i++)
{
var resultValue = (copyInputValues[i] - returnValues.Last()) * multiplier + returnValues.Last();
returnValues.Add(resultValue);
}
}
var result = new EMAResult()
{
Values = returnValues,
StartIndexOffset = start - 1
};
return result;
}