public KaufmanAdaptiveMovingAverage(Equity equity, int periodCount, int emaFastPeriodCount, int emaSlowPeriodCount)
: base(equity, periodCount, emaFastPeriodCount, emaSlowPeriodCount)
{
_erIndicator = new EfficiencyRatio(equity, periodCount);
Func <int, decimal> sc = i =>
{
double erValue = Convert.ToDouble(_erIndicator.ComputeByIndex(i).Er);
return(Convert.ToDecimal(Math.Pow(erValue * (2.0 / (emaFastPeriodCount + 1) - 2.0 / (emaSlowPeriodCount + 1)) + 2.0 / (emaSlowPeriodCount + 1), 2)));
};
_gemaIndicator = new GenericExponentialMovingAverage(
equity,
periodCount - 1,
i => Equity[i].Close,
i => Equity[i].Close,
i => sc(i));
}
public KaufmanAdaptiveMovingAverage(IList <decimal> closes, int periodCount, int emaFastPeriodCount, int emaSlowPeriodCount)
: base(closes)
{
_er = new EfficiencyRatio(closes, periodCount);
Func <int, decimal> sc = i =>
{
double erValue = Convert.ToDouble(_er[i]);
return(Convert.ToDecimal(Math.Pow(erValue * (2.0 / (emaFastPeriodCount + 1) - 2.0 / (emaSlowPeriodCount + 1)) + 2.0 / (emaSlowPeriodCount + 1), 2)));
};
_gema = new GenericExponentialMovingAverage <decimal>(
closes,
periodCount - 1,
i => Inputs[i],
i => Inputs[i],
i => sc(i));
PeriodCount = periodCount;
EmaFastPeriodCount = emaFastPeriodCount;
EmaSlowPeriodCount = emaSlowPeriodCount;
}
