public MACD(int shortDay ,int longDay,int m)
{
this.shortDay = shortDay;
this.longDay = longDay;
this.m = m;
this.coefShort = 2 / (shortDay + 1);
this.coefLong = 2 / (longDay + 1);
emaS = new EMA(shortDay,10);
emaL = new EMA(longDay,10);
diffCache = new EMA(m,10);
}
public MACD()
{
this.shortDay = 12;
this.longDay = 26;
this.m = 9;
this.coefShort = 2 / (shortDay + 1);
this.coefLong = 2 / (longDay + 1);
emaS = new EMA(12,10);
emaL = new EMA(26,10);
diffCache = new EMA(m,10);
}
public static bool TryCreateInstance(int period,double tolerance,double[] initSamples,out EMA ema,out int initLength)
{
ema = null;
var multiplier = 2.0 / (period + 1.0);
var exp = (period - 1.0) / (period + 1.0); ;
initLength = initSamples.Length;
var isFitTolerance = Math.Round(Math.Log(tolerance / initSamples[0], exp)) <= initSamples.Length;
if (isFitTolerance)
{
ema = new EMA(period, tolerance);
int i = 0;
ema.Value = multiplier * initSamples.Aggregate(0.0, (seed, v) =>
{
seed += Math.Pow(exp, i) * initSamples[initSamples.Length - 1 - i];
i++;
return seed;
});
}
else
{
initLength = Convert.ToInt32(Math.Round(Math.Log(tolerance / initSamples[0], exp)));
}
return isFitTolerance;
}