// SIMPLE MOVING AVERAGE of VOLUME
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <VolSmaResult> GetVolSma <TQuote>(
IEnumerable <TQuote> history,
int lookbackPeriod)
where TQuote : IQuote
{
// sort history and initialize results
List <VolSmaResult> results = history.Sort()
.Select(x => new VolSmaResult
{
Date = x.Date,
Volume = x.Volume
})
.ToList();
// check parameter arguments
ValidateVolSma(history, lookbackPeriod);
// roll through history
for (int i = lookbackPeriod - 1; i < results.Count; i++)
{
VolSmaResult h = results[i];
int index = i + 1;
decimal sumVolSma = 0m;
for (int p = index - lookbackPeriod; p < index; p++)
{
VolSmaResult q = results[p];
sumVolSma += q.Volume;
}
h.VolSma = sumVolSma / lookbackPeriod;
}
return(results);
}
// SIMPLE MOVING AVERAGE of VOLUME
public static IEnumerable <VolSmaResult> GetVolSma(IEnumerable <Quote> history, int lookbackPeriod)
{
// clean quotes and initialize results
List <VolSmaResult> results = Cleaners.PrepareHistory(history)
.Select(x => new VolSmaResult
{
Index = (int)x.Index,
Date = x.Date,
Volume = x.Volume
})
.ToList();
// check parameters
ValidateVolSma(history, lookbackPeriod);
// roll through history
for (int i = lookbackPeriod - 1; i < results.Count; i++)
{
VolSmaResult h = results[i];
decimal sumVolSma = 0m;
for (int p = (int)h.Index - lookbackPeriod; p < h.Index; p++)
{
VolSmaResult q = results[p];
sumVolSma += q.Volume;
}
h.VolSma = sumVolSma / lookbackPeriod;
}
return(results);
}