Table of Contents

Class DoubleExponentialMovingAverage

Namespace
FinanceSharp.Indicators
Assembly
FinanceSharp.dll

This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2

public class DoubleExponentialMovingAverage : IndicatorBase, IIndicator, IUpdatable
Inheritance
DoubleExponentialMovingAverage
Implements
Inherited Members
Extension Methods

Constructors

DoubleExponentialMovingAverage(int, double)

Initializes a new instance of the DoubleExponentialMovingAverage class using the specified period.

public DoubleExponentialMovingAverage(int period, double volumeFactor = 1)

Parameters

period int

The period of the DEMA

volumeFactor double

The volume factor of the DEMA (value must be in the [0,1] range, set to 1 for standard DEMA)

DoubleExponentialMovingAverage(string, int, double)

Initializes a new instance of the DoubleExponentialMovingAverage class using the specified name and period.

public DoubleExponentialMovingAverage(string name, int period, double volumeFactor = 1)

Parameters

name string

The name of this indicator

period int

The period of the DEMA

volumeFactor double

The volume factor of the DEMA (value must be in the [0,1] range, set to 1 for standard DEMA)

Properties

IsReady

Gets a flag indicating when this indicator is ready and fully initialized

public override bool IsReady { get; }

Property Value

bool

WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

public override int WarmUpPeriod { get; }

Property Value

int

Methods

Forward(long, DoubleArray)

Computes the next value of this indicator from the given state

protected override DoubleArray Forward(long time, DoubleArray input)

Parameters

time long
input DoubleArray

The input given to the indicator

Returns

DoubleArray

A new value for this indicator

Reset()

Resets this indicator to its initial state

public override void Reset()
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