public static object EMA(object[] Data, double DecayFactor, object FullSeriesOpt, object ReverseDataOpt)
{
bool fullSeries = Utils.GetOptionalParameter(FullSeriesOpt, false);
bool reverseData = Utils.GetOptionalParameter(ReverseDataOpt, false);
double[] data = Utils.GetVector <double>(Data);
if (reverseData)
{
data = data.Reverse().ToArray();
}
EMA em = new CommonTypes.EMA(DecayFactor);
double[,] ret = new double[data.Length, 1];
for (int i = 0; i < ret.Length; ++i)
{
int index = (reverseData ? ret.Length - i - 1 : i);
ret[index, 0] = em.Update(data[i]);
}
if (fullSeries)
{
return(ret);
}
else
{
return(reverseData ? ret[0, 0] : ret[data.Length - 1, 0]);
}
}
public MACD(double fastSmoothingFactor, double slowSmoothingFactor, double signalSmoothingFactor)
{
FastSmoothingFactor = fastSmoothingFactor;
Fast = new EMA(FastSmoothingFactor);
SlowSmoothingFactor = slowSmoothingFactor;
Slow = new EMA(SlowSmoothingFactor);
SignalSmoothingFactor = signalSmoothingFactor;
Signal = new EMA(SignalSmoothingFactor);
Signal.Update(0);
MACDCrossedSignal = false;
MACDCrossedZero = false;
MACDStockDivergence = false;
maxValue = 0;
maxMACDValue = 0;
}