/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public SJCEMA SJCEMA(Data.IDataSeries input, double period)
{
if (cacheSJCEMA != null)
{
for (int idx = 0; idx < cacheSJCEMA.Length; idx++)
{
if (Math.Abs(cacheSJCEMA[idx].Period - period) <= double.Epsilon && cacheSJCEMA[idx].EqualsInput(input))
{
return(cacheSJCEMA[idx]);
}
}
}
lock (checkSJCEMA)
{
checkSJCEMA.Period = period;
period = checkSJCEMA.Period;
if (cacheSJCEMA != null)
{
for (int idx = 0; idx < cacheSJCEMA.Length; idx++)
{
if (Math.Abs(cacheSJCEMA[idx].Period - period) <= double.Epsilon && cacheSJCEMA[idx].EqualsInput(input))
{
return(cacheSJCEMA[idx]);
}
}
}
SJCEMA indicator = new SJCEMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
SJCEMA[] tmp = new SJCEMA[cacheSJCEMA == null ? 1 : cacheSJCEMA.Length + 1];
if (cacheSJCEMA != null)
{
cacheSJCEMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheSJCEMA = tmp;
return(indicator);
}
}
protected override void OnStartUp()
{
ema1 = SJCEMA(Input, period1);//SJCEMA(Close, period1);
ema2 = SJCEMA(ema1, period2);
ema3 = SJCEMA(ema2, period3);
}
