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Fixed typo in supertrend indicator
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Added Ehlers Simple Decycler to moving averages
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ooples committed Dec 19, 2022
1 parent 432d6bb commit f11722e
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Showing 4 changed files with 13 additions and 11 deletions.
8 changes: 4 additions & 4 deletions Calculations/Trend.cs
Original file line number Diff line number Diff line change
Expand Up @@ -787,15 +787,15 @@ public static StockData CalculateTrendContinuationFactor(this StockData stockDat
double tempLongStop = currentValue - atrValue;
double tempShortStop = currentValue + atrValue;

double prevLongStop = longStopList.LastOrDefault();
double prevLongStop = i >= 1 ? longStopList.LastOrDefault() : tempLongStop;
double longStop = prevValue > prevLongStop ? Math.Max(tempLongStop, prevLongStop) : tempLongStop;
longStopList.AddRounded(longStop);

double prevShortStop = shortStopList.LastOrDefault();
double shortStop = prevValue < prevShortStop ? Math.Max(tempShortStop, prevShortStop) : tempShortStop;
double prevShortStop = i >= 1 ? shortStopList.LastOrDefault() : tempShortStop;
double shortStop = prevValue < prevShortStop ? Math.Min(tempShortStop, prevShortStop) : tempShortStop;
shortStopList.AddRounded(shortStop);

double prevDir = dirList.LastOrDefault();
double prevDir = i >= 1 ? dirList.LastOrDefault() : 1;
double dir = prevDir == -1 && currentValue > prevShortStop ? 1 : prevDir == 1 && currentValue < prevLongStop ? -1 : prevDir;
dirList.AddRounded(dir);

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12 changes: 6 additions & 6 deletions Calculations/Wilder.cs
Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,7 @@ public static partial class Calculations
List<Signal> signalsList = new();

var (inputList, highList, lowList, _, _) = GetInputValuesList(stockData);
var emaList = GetMovingAverageList(stockData, maType, length, inputList);
var maList = GetMovingAverageList(stockData, maType, length, inputList);

for (int i = 0; i < stockData.Count; i++)
{
Expand All @@ -39,17 +39,17 @@ public static partial class Calculations
}

var atrList = GetMovingAverageList(stockData, maType, length, trList);
var atrMaList = GetMovingAverageList(stockData, maType, length, atrList);
for (int i = 0; i < stockData.Count; i++)
{
double currentValue = inputList[i];
double atr = atrList[i];
double currentEma = emaList[i];
double currentMa = maList[i];
double prevValue = i >= 1 ? inputList[i - 1] : 0;
double prevEma = i >= 1 ? emaList[i - 1] : 0;
double prevAtr = i >= 1 ? atrList[i - 1] : 0;
double atrEma = CalculateEMA(atr, prevAtr, length);
double prevMa = i >= 1 ? maList[i - 1] : 0;
double atrMa = atrMaList[i];

var signal = GetVolatilitySignal(currentValue - currentEma, prevValue - prevEma, atr, atrEma);
var signal = GetVolatilitySignal(currentValue - currentMa, prevValue - prevMa, atr, atrMa);
signalsList.Add(signal);
}

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2 changes: 2 additions & 0 deletions Enums/MovingAvgType.cs
Original file line number Diff line number Diff line change
Expand Up @@ -66,6 +66,7 @@ public enum MovingAvgType
EhlersNoiseEliminationTechnology,
EhlersOptimumEllipticFilter,
EhlersRecursiveMedianFilter,
EhlersSimpleDecycler,
EhlersSuperSmootherFilter,
EhlersTriangleMovingAverage,
EhlersVariableIndexDynamicAverage,
Expand Down Expand Up @@ -153,6 +154,7 @@ public enum MovingAvgType
TriangularMovingAverage,
Trimean,
TripleExponentialMovingAverage,
TrueRangeAdjustedExponentialMovingAverage,
UltimateMovingAverage,
VariableAdaptiveMovingAverage,
VariableIndexDynamicAverage,
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2 changes: 1 addition & 1 deletion OoplesFinance.StockIndicators.csproj
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Expand Up @@ -8,7 +8,7 @@
<GeneratePackageOnBuild>True</GeneratePackageOnBuild>
<NeutralLanguage>en-US</NeutralLanguage>
<Description>Largest C# stock indicator library with over 750 to choose from and easiest to use with abilities such as making an indicator out of any other indicator or using any moving average with any indicator. </Description>
<Version>1.0.48</Version>
<Version>1.0.49</Version>
<Authors>ooples</Authors>
<Company>Ooples Finance</Company>
<RepositoryUrl>https://github.com/ooples/OoplesFinance.StockIndicators</RepositoryUrl>
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