/// <summary>
/// DEMA = 2 * EMA - EMA of EMA
/// </summary>
/// <see cref="http://forex-indicators.net/trend-indicators/dema"/>
/// <returns></returns>
public override SingleDoubleSerie Calculate()
{
SingleDoubleSerie demaSerie = new SingleDoubleSerie();
EMA ema = new EMA(Period, false);
ema.Load(OhlcList);
List <double?> emaValues = ema.Calculate().Values;
// assign EMA values to Close price
for (int i = 0; i < OhlcList.Count; i++)
{
OhlcList[i].Close = emaValues[i].HasValue ? emaValues[i].Value : 0.0;
}
ema.Load(OhlcList.Skip(Period - 1).ToList());
// EMA(EMA(value))
List <double?> emaEmaValues = ema.Calculate().Values;
for (int i = 0; i < Period - 1; i++)
{
emaEmaValues.Insert(0, null);
}
// Calculate DEMA
for (int i = 0; i < OhlcList.Count; i++)
{
if (i >= 2 * Period - 2)
{
var dema = 2 * emaValues[i] - emaEmaValues[i];
demaSerie.Values.Add(dema);
}
else
{
demaSerie.Values.Add(null);
}
}
return(demaSerie);
}
public override SingleDoubleSerie Calculate()
{
SingleDoubleSerie zlemaSerie = new SingleDoubleSerie();
double ratio = 2.0 / (double)(Period + 1);
double lag = 1 / ratio;
double wt = lag - ((int)lag / 1.0) * 1.0; //DMOD( lag, 1.0D0 )
double meanOfFirstPeriod = 0.0;
switch (ColumnType)
{
case ColumnType.AdjClose:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.AdjClose).Sum() / Period;
break;
case ColumnType.Close:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.Close).Sum() / Period;
break;
case ColumnType.High:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.High).Sum() / Period;
break;
case ColumnType.Low:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.Low).Sum() / Period;
break;
case ColumnType.Open:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.Open).Sum() / Period;
break;
case ColumnType.Volume:
meanOfFirstPeriod = OhlcList.Take(Period).Select(x => x.Volume).Sum() / Period;
break;
default:
break;
}
for (int i = 0; i < OhlcList.Count; i++)
{
if (i > Period - 1)
{
int loc = (int)(i - lag);
double zlema = 0.0;
switch (ColumnType)
{
case ColumnType.AdjClose:
zlema = ratio * (2 * OhlcList[i].AdjClose - (OhlcList[loc].AdjClose * (1 - wt) + OhlcList[loc + 1].AdjClose * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
case ColumnType.Close:
zlema = ratio * (2 * OhlcList[i].Close - (OhlcList[loc].Close * (1 - wt) + OhlcList[loc + 1].Close * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
case ColumnType.High:
zlema = ratio * (2 * OhlcList[i].High - (OhlcList[loc].High * (1 - wt) + OhlcList[loc + 1].High * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
case ColumnType.Low:
zlema = ratio * (2 * OhlcList[i].Low - (OhlcList[loc].Low * (1 - wt) + OhlcList[loc + 1].Low * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
case ColumnType.Open:
zlema = ratio * (2 * OhlcList[i].Open - (OhlcList[loc].Open * (1 - wt) + OhlcList[loc + 1].Open * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
case ColumnType.Volume:
zlema = ratio * (2 * OhlcList[i].Volume - (OhlcList[loc].Volume * (1 - wt) + OhlcList[loc + 1].Volume * wt)) + (1 - ratio) * zlemaSerie.Values[i - 1].Value;
break;
default:
break;
}
zlemaSerie.Values.Add(zlema);
}
else if (i == Period - 1)
{
zlemaSerie.Values.Add(meanOfFirstPeriod);
}
else
{
zlemaSerie.Values.Add(null);
}
}
return(zlemaSerie);
}
/// <summary>
/// DEMA = 2 * EMA - EMA of EMA
/// </summary>
/// <see cref="http://forex-indicators.net/trend-indicators/dema"/>
/// <returns></returns>
public override SingleDoubleSerie Calculate()
{
SingleDoubleSerie demaSerie = new SingleDoubleSerie();
EMA ema = new EMA(Period, false, ColumnType);
ema.Load(OhlcList);
List <double?> emaValues = ema.Calculate().Values;
// assign EMA values to column
for (int i = 0; i < OhlcList.Count; i++)
{
switch (ColumnType)
{
case ColumnType.AdjClose:
OhlcList[i].AdjClose = emaValues[i] ?? 0.0;
break;
case ColumnType.Close:
OhlcList[i].Close = emaValues[i] ?? 0.0;
break;
case ColumnType.High:
OhlcList[i].High = emaValues[i] ?? 0.0;
break;
case ColumnType.Low:
OhlcList[i].Low = emaValues[i] ?? 0.0;
break;
case ColumnType.Open:
OhlcList[i].Open = emaValues[i] ?? 0.0;
break;
case ColumnType.Volume:
OhlcList[i].Volume = emaValues[i] ?? 0.0;
break;
default:
break;
}
}
ema.Load(OhlcList.Skip(Period - 1).ToList());
// EMA(EMA(value))
List <double?> emaEmaValues = ema.Calculate().Values;
for (int i = 0; i < Period - 1; i++)
{
emaEmaValues.Insert(0, null);
}
// Calculate DEMA
for (int i = 0; i < OhlcList.Count; i++)
{
if (i >= 2 * Period - 2)
{
var dema = 2 * emaValues[i] - emaEmaValues[i];
demaSerie.Values.Add(dema);
}
else
{
demaSerie.Values.Add(null);
}
}
return(demaSerie);
}
