Fixed typo in supertrend indicator

Added Ehlers Simple Decycler to moving averages
ooples · Dec 19, 2022 · f11722e · f11722e
1 parent 432d6bb
commit f11722e
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Showing 4 changed files with 13 additions and 11 deletions.
diff --git a/Calculations/Trend.cs b/Calculations/Trend.cs
@@ -787,15 +787,15 @@ public static StockData CalculateSuperTrend(this StockData stockData, MovingAvgT
             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);
 

diff --git a/Calculations/Wilder.cs b/Calculations/Wilder.cs
@@ -26,7 +26,7 @@ public static StockData CalculateAverageTrueRange(this StockData stockData, Movi
         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++)
         {
@@ -39,17 +39,17 @@ public static StockData CalculateAverageTrueRange(this StockData stockData, Movi
         }
 
         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);
         }
 

diff --git a/Enums/MovingAvgType.cs b/Enums/MovingAvgType.cs
@@ -66,6 +66,7 @@ public enum MovingAvgType
     EhlersNoiseEliminationTechnology,
     EhlersOptimumEllipticFilter,
     EhlersRecursiveMedianFilter,
+    EhlersSimpleDecycler,
     EhlersSuperSmootherFilter,
     EhlersTriangleMovingAverage,
     EhlersVariableIndexDynamicAverage,
@@ -153,6 +154,7 @@ public enum MovingAvgType
     TriangularMovingAverage,
     Trimean,
     TripleExponentialMovingAverage,
+    TrueRangeAdjustedExponentialMovingAverage,
     UltimateMovingAverage,
     VariableAdaptiveMovingAverage,
     VariableIndexDynamicAverage,

diff --git a/OoplesFinance.StockIndicators.csproj b/OoplesFinance.StockIndicators.csproj
@@ -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>