From 4d2f579bcc216debc863c9cb9e70a5dcdeb077b9 Mon Sep 17 00:00:00 2001 From: Dave Skender <8432125+DaveSkender@users.noreply.github.com> Date: Sat, 28 Aug 2021 22:22:45 -0400 Subject: [PATCH] chore: update docs (#534) +semver: minor --- docs/INDICATORS.md | 4 +- indicators/DoubleEma/DoubleEma.Calc.xlsx | Bin 0 -> 72113 bytes indicators/DoubleEma/DoubleEma.Models.cs | 10 ++++ indicators/{Ema => DoubleEma}/DoubleEma.cs | 2 +- indicators/DoubleEma/README.md | 64 ++++++++++++++++++++ indicators/DoubleEma/chart.png | Bin 0 -> 41954 bytes indicators/DoubleEma/info.xml | 16 +++++ indicators/Ema/Ema.Calc.xlsx | Bin 81830 -> 38362 bytes indicators/Ema/Ema.Models.cs | 13 ----- indicators/Ema/Ema.cs | 2 +- indicators/Ema/README.md | 32 +++------- indicators/Ema/info.xml | 52 ++++------------- indicators/PivotPoints/README.md | 2 + indicators/Pivots/README.md | 4 +- indicators/Slope/README.md | 2 + indicators/StdDevChannels/README.md | 2 +- indicators/TripleEma/README.md | 65 +++++++++++++++++++++ indicators/TripleEma/TripleEma.Calc.xlsx | Bin 0 -> 75294 bytes indicators/TripleEma/TripleEma.Models.cs | 10 ++++ indicators/{Ema => TripleEma}/TripleEma.cs | 2 +- indicators/TripleEma/chart.png | Bin 0 -> 41954 bytes indicators/TripleEma/info.xml | 16 +++++ indicators/UlcerIndex/README.md | 4 +- 23 files changed, 215 insertions(+), 87 deletions(-) create mode 100644 indicators/DoubleEma/DoubleEma.Calc.xlsx create mode 100644 indicators/DoubleEma/DoubleEma.Models.cs rename indicators/{Ema => DoubleEma}/DoubleEma.cs (97%) create mode 100644 indicators/DoubleEma/README.md create mode 100644 indicators/DoubleEma/chart.png create mode 100644 indicators/DoubleEma/info.xml create mode 100644 indicators/TripleEma/README.md create mode 100644 indicators/TripleEma/TripleEma.Calc.xlsx create mode 100644 indicators/TripleEma/TripleEma.Models.cs rename indicators/{Ema => TripleEma}/TripleEma.cs (97%) create mode 100644 indicators/TripleEma/chart.png create mode 100644 indicators/TripleEma/info.xml diff --git a/docs/INDICATORS.md b/docs/INDICATORS.md index 7514b7ec5..c1a8fa00f 100644 --- a/docs/INDICATORS.md +++ b/docs/INDICATORS.md @@ -76,7 +76,7 @@ ## Moving averages - [Arnaud Legoux Moving Average (ALMA)](../indicators/Alma/README.md#content) -- [Double Exponential Moving Average (DEMA)](../indicators/Ema/README.md#content) +- [Double Exponential Moving Average (DEMA)](../indicators/DoubleEma/README.md#content) - [Endpoint Moving Average (EPMA)](../indicators/Epma/README.md#content) - [Exponential Moving Average (EMA)](../indicators/Ema/README.md#content) - [Hilbert Transform Instantaneous Trendline](../indicators/HtTrendline/README.md#content) @@ -88,7 +88,7 @@ - [Smoothed Moving Average (SMMA)](../indicators/Smma/README.md#content) - [Tillson T3 Moving Average](../indicators/T3/README.md#content) - [Triple EMA Oscillator (TRIX)](../indicators/Trix/README.md#content) -- [Triple Exponential Moving Average (TEMA)](../indicators/Ema/README.md#content) +- [Triple Exponential Moving Average (TEMA)](../indicators/TripleEma/README.md#content) - [Volume Weighted Average Price (VWAP)](../indicators/Vwap/README.md#content) - [Weighted Moving Average (WMA)](../indicators/Wma/README.md#content) diff --git a/indicators/DoubleEma/DoubleEma.Calc.xlsx b/indicators/DoubleEma/DoubleEma.Calc.xlsx new file mode 100644 index 0000000000000000000000000000000000000000..498f3f6ad456ce92045cdc10a67fb52630f4c0a5 GIT binary patch literal 72113 zcmeEtWmjBL(TjRk!xWioX%*-15 z2k-EqS*y96x>dFJu6<75R(}hRfDeNNg8~BsLj!|dkk1_p3j-5^1OtNyg92wLF92%?c;3eX3XL3U{C!60gfpL1`fFX|Ns0Ku0XlYkm^saSM9W?*l|_GE+eos(~0mS zIAA8KHRx1-skvbmbA7;AuW^XFO-b6@^4_e*sH2qi$6A*@M!NcLJu~$yIam{9^T%>r zs*RnM3MO!(z%U|q(mUA5`-!bS=eEc|L_NQ9Srz<~d|6|eylM;_(J^HiTl`bIw4ve) zqftqd>w5uBWVN*t1@7n?UDSbgh5cJxqW}6c6^7n9%wsp1(L0 zy;c|&{#l$fKgnri4TQQX7qg^dx#w7dd>F;s>wY6X^oq~A@~vZmY{M%X#lB>91uUP+ 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z^7xl7G3*DX=@vG~raVL}f>_bc`M~8Yc_r~7l?AEAv7kgA;Eig))=&fGFF>U}z|t7F zy8sEC0A>@&IwA1tAaso#U2PNEfSS5l85n?*?MUD)&@I5tfuQ9^N%{HN*leA|KIIJy z(AoAtJEV}bGB7OQ1Z##^jBEr}M=Xw7{G9C)14Duj3xfoTIZuF|fjR=Z<_WRd3EeB` zI~x%ODcr-l&k@}K^t~Af1Li*k8-UoUfvy#Oc^X3N^$!rO=!@0RO+a7ig)rgVNAxhj zy6y|zK=gG{2m?QU0vm|7Dhlf=DRe{8mp35{t^W)*6l1Xyx(VouHxMQ~{)S-!cqs?E z3FtHZ2orw%0Gog^?~kq + /// /// public static IEnumerable GetDoubleEma( this IEnumerable quotes, diff --git a/indicators/DoubleEma/README.md b/indicators/DoubleEma/README.md new file mode 100644 index 000000000..9afb0b135 --- /dev/null +++ b/indicators/DoubleEma/README.md @@ -0,0 +1,64 @@ +# Double Exponential Moving Average (DEMA) + +[Double exponential moving average](https://en.wikipedia.org/wiki/Double_exponential_moving_average) of the Close price over a lookback window. +[[Discuss] :speech_balloon:](https://github.com/DaveSkender/Stock.Indicators/discussions/256 "Community discussion about this indicator") + +![image](chart.png) + +DEMA is shown as the dashed line above. [EMA](../Ema/README.md#content) (solid line) and [Triple EMA](../TripleEma/README.md#content) (dotted line) are also shown here for comparison. + +```csharp +// usage +IEnumerable results = + quotes.GetDoubleEma(lookbackPeriods); +``` + +## Parameters + +| name | type | notes +| -- |-- |-- +| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 0. + +### Historical quotes requirements + +You must have at least `3×N` or `2×N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `2×N+250` data points prior to the intended usage date for better precision. + +`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide](../../docs/GUIDE.md#historical-quotes) for more information. + +## Response + +```csharp +IEnumerable +``` + +- This method returns a time series of all available indicator values for the `quotes` provided. +- It always returns the same number of elements as there are in the historical quotes. +- It does not return a single incremental indicator value. +- The first `2×N-1` periods will have `null` values since there's not enough data to calculate. + +:hourglass: **Convergence Warning**: The first `2×N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. + +### DemaResult + +| name | type | notes +| -- |-- |-- +| `Date` | DateTime | Date +| `Dema` | decimal | Double exponential moving average for `N` lookback period + +### Utilities + +- [.Find(lookupDate)](../../docs/UTILITIES.md#find-indicator-result-by-date) +- [.RemoveWarmupPeriods()](../../docs/UTILITIES.md#remove-warmup-periods) +- [.RemoveWarmupPeriods(qty)](../../docs/UTILITIES.md#remove-warmup-periods) + +See [Utilities and Helpers](../../docs/UTILITIES.md#utilities-for-indicator-results) for more information. + +## Example + +```csharp +// fetch historical quotes from your feed (your method) +IEnumerable quotes = GetHistoryFromFeed("SPY"); + +// calculate 20-period DEMA +IEnumerable results = quotes.GetDema(20); +``` diff --git a/indicators/DoubleEma/chart.png b/indicators/DoubleEma/chart.png new file mode 100644 index 0000000000000000000000000000000000000000..551203cc0c84f569cc314a19c7e11de63de15b2c GIT binary patch literal 41954 zcmb@u^$ItPxp z=iATsd*6S+{lgyHu5H)#I_Gujd7kH5jJD=e5<&(-3=9ks)o02tF)*+p7#Nsh_;~0e z&B#)E^b@B0%cqJMmE%mi=r=ev3K|L+7_da58*^OrdjgkduiY^)Na24Um;=sbRu~w? z-m1z9x=@pYcA_?;S3bzj9*MH%^620soOco*xiEF9L}S)Uury9-%Lv;DXnGsdd4dUd z>{HX`W`ltompxBXsT`<#ah{&z4O zXdH`^`1j**V3GY49m~Hj^nR?i93X9USyx1!&uF#kcbujlo{ork7e7t(LN2){wxSMO 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zilZ!_>elN1V%V!U{{&A#q#C7}yWGvK=)k3avES5R%2`TJf0>m!=X zjV=9Vv6WChX;jn~PKn_Z1NgzmwK?MzO_xwHbhkuOno=Jy$DvCc&!(Td5;o7!Dx9*N zK=LuA+`M=MK(H*78bzUUv|;#5TrQmrTzCCHI*~6>9=$>wkQ7G5GY;Y#%zfWI4b|K8 zP56iPTkuP_5fWL%{MXJ}*(S70{*`cnl6zMk z_iPO8h$;iW|3CN~!Av_KE2e!Do6HCRq!DlC*fNw8`*IW@1p#rv*)#y42Ym)0MBn)T zj4gKJU-olE7*Uq7=?~F{Cb8%p{6J|1YkI;a>#Me~%kH48-Sn0pbUu zEYOdafyhC!1rqoeh_kV9Vj_tf`oFP5|II1D&p>P=NkRVy$3T~xMn@R^Z`n@-8HnHM z6#qNi{ogVsg&ByNWEk{cB{HGQz|ePr=f4R6SWO0EI9VUKsLeopOolPn>e0yn{|ACd BcEkVx diff --git a/indicators/Ema/Ema.Models.cs b/indicators/Ema/Ema.Models.cs index bccab3a99..8474926bd 100644 --- a/indicators/Ema/Ema.Models.cs +++ b/indicators/Ema/Ema.Models.cs @@ -7,17 +7,4 @@ public class EmaResult : ResultBase { public decimal? Ema { get; set; } } - - [Serializable] - public class DemaResult : ResultBase - { - public decimal? Dema { get; set; } - } - - [Serializable] - public class TemaResult : ResultBase - { - public decimal? Tema { get; set; } - } - } diff --git a/indicators/Ema/Ema.cs b/indicators/Ema/Ema.cs index bf1db6335..de9ffd02b 100644 --- a/indicators/Ema/Ema.cs +++ b/indicators/Ema/Ema.cs @@ -7,7 +7,7 @@ namespace Skender.Stock.Indicators public static partial class Indicator { // EXPONENTIAL MOVING AVERAGE - /// + /// /// public static IEnumerable GetEma( this IEnumerable quotes, diff --git a/indicators/Ema/README.md b/indicators/Ema/README.md index f0e533f8c..7f63240a4 100644 --- a/indicators/Ema/README.md +++ b/indicators/Ema/README.md @@ -1,22 +1,16 @@ -# Exponential Moving Average (EMA), Double EMA (DEMA), and Triple EMA (TEMA) +# Exponential Moving Average (EMA) -[Exponentially weighted moving average](https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) of the Close price over a lookback window. Double and Triple variants are also available. Note: [TEMA](https://en.wikipedia.org/wiki/Triple_exponential_moving_average) is often confused with the alternative [TRIX](../Trix/README.md) oscillator. +[Exponentially weighted moving average](https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) of the Close price over a lookback window. [[Discuss] :speech_balloon:](https://github.com/DaveSkender/Stock.Indicators/discussions/256 "Community discussion about this indicator") ![image](chart.png) +EMA is shown as the solid line above. [Double EMA](../DoubleEma/README.md#content) (dashed line) and [Triple EMA](../TripleEma/README.md#content) (dotted line) are also shown here for comparison. + ```csharp -// usage for EMA (standard) +// usage IEnumerable results = quotes.GetEma(lookbackPeriods); - -// usage for Double EMA -IEnumerable results = - quotes.GetDoubleEma(lookbackPeriods); - -// usage for Triple EMA -IEnumerable results = - quotes.GetTripleEma(lookbackPeriods); ``` ## Parameters @@ -27,11 +21,7 @@ IEnumerable results = ### Historical quotes requirements -**EMA** (standard): You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. - -**Double EMA**: You must have at least `3×N` or `2×N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `2×N+250` data points prior to the intended usage date for better precision. - -**Triple EMA**: You must have at least `4×N` or `3×N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `3×N+250` data points prior to the intended usage date for better precision. +You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide](../../docs/GUIDE.md#historical-quotes) for more information. @@ -39,25 +29,21 @@ IEnumerable results = ```csharp IEnumerable -IEnumerable -IEnumerable ``` - This method returns a time series of all available indicator values for the `quotes` provided. - It always returns the same number of elements as there are in the historical quotes. - It does not return a single incremental indicator value. -- Standard EMA: The first `N-1` periods will have `null` values since there's not enough data to calculate. -- Double EMA: The first `2×N-1` periods will have `null` values since there's not enough data to calculate. -- Triple EMA: The first `3×N-2` periods will have `null` values since there's not enough data to calculate. Also note that we are using the proper [weighted variant](https://en.wikipedia.org/wiki/Triple_exponential_moving_average) for TEMA. If you prefer the unweighted raw 3 EMAs value, please use the `Ema3` output from the [TRIX](../Trix/README.md) oscillator instead. +- The first `N-1` periods will have `null` values since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first respective `N+100`, `2×N+100`, and `3×N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. -### EmaResult / DemaResult / TemaResult +### EmaResult | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Ema`/`Dema`/`Tema` | decimal | Exponential moving average for `N` lookback period +| `Ema` | decimal | Exponential moving average for `N` lookback period ### Utilities diff --git a/indicators/Ema/info.xml b/indicators/Ema/info.xml index 550dbc537..fa462d76a 100644 --- a/indicators/Ema/info.xml +++ b/indicators/Ema/info.xml @@ -1,46 +1,16 @@ - -

- Exponential Moving Average (EMA) of the Close price. + + Exponential Moving Average (EMA) of the Close price. See - documentation - for more information. - - Configurable Quote type. See Guide for more information. - Historical price quotes. - Number of periods in the lookback window. - Time series of EMA values. - Invalid parameter value provided. - Insufficient quotes provided. - - - - Double Exponential Moving Average (DEMA) of the Close price. - See - documentation - for more information. - - Configurable Quote type. See Guide for more information. - Historical price quotes. - Number of periods in the lookback window. - Time series of Double EMA values. - Invalid parameter value provided. - Insufficient quotes provided. - - - - Triple Exponential Moving Average (TEMA) of the Close price. Note: TEMA is often confused with the alternative TRIX oscillator. - See - documentation - for more information. - - Configurable Quote type. See Guide for more information. - Historical price quotes. - Number of periods in the lookback window. - Time series of Triple EMA values. - Invalid parameter value provided. - Insufficient quotes provided. - + documentation + for more information. + + Configurable Quote type. See Guide for more information. + Historical price quotes. + Number of periods in the lookback window. + Time series of EMA values. + Invalid parameter value provided. + Insufficient quotes provided. diff --git a/indicators/PivotPoints/README.md b/indicators/PivotPoints/README.md index 0f9bb0651..32a9d92f0 100644 --- a/indicators/PivotPoints/README.md +++ b/indicators/PivotPoints/README.md @@ -57,6 +57,8 @@ IEnumerable :warning: **Warning**: The second window may be innaccurate if the first window contains incomplete data. For example, this can occur if you specify a `Month` window size and only provide 45 calendar days (1.5 months) of `quotes`. +:paintbrush: **Repaint Warning**: the last window will be repainted if it does not contain a full window of data. + ### PivotPointsResult | name | type | notes diff --git a/indicators/Pivots/README.md b/indicators/Pivots/README.md index d12e3aa88..4f482bc7c 100644 --- a/indicators/Pivots/README.md +++ b/indicators/Pivots/README.md @@ -1,6 +1,6 @@ # Pivots -Pivots is an extended version of [Williams Fractal](../Fractal#content) that includes identification of Higher High, Lower Low, Higher Low, and Lower Low trends between pivots in a lookback window. +Pivots is an extended version of [Williams Fractal](../Fractal/README.md#content) that includes identification of Higher High, Lower Low, Higher Low, and Lower Low trends between pivots in a lookback window. [[Discuss] :speech_balloon:](https://github.com/DaveSkender/Stock.Indicators/discussions/436 "Community discussion about this indicator") ![image](chart.png) @@ -20,7 +20,7 @@ IEnumerable results = | `maxTrendPeriods` | int | Number of periods (`N`) in evaluation window. Must be greater than `leftSpan`. Default is 20. | `endType` | EndType | Determines whether `Close` or `High/Low` are used to find end points. See [EndType options](#endtype-options) below. Default is `EndType.HighLow`. -The total evaluation window size is `L×R+1`. +The total evaluation window size is `L+R+1`. ### Historical quotes requirements diff --git a/indicators/Slope/README.md b/indicators/Slope/README.md index cb6593781..d8acd2415 100644 --- a/indicators/Slope/README.md +++ b/indicators/Slope/README.md @@ -34,6 +34,8 @@ IEnumerable - It does not return a single incremental indicator value. - The first `N-1` periods will have `null` values for `Slope` since there's not enough data to calculate. +:paintbrush: **Repaint Warning**: the `Line` will be continuously repainted since it is based on the last quote and lookback period. + ### SlopeResult | name | type | notes diff --git a/indicators/StdDevChannels/README.md b/indicators/StdDevChannels/README.md index 991f39c5f..9768792e5 100644 --- a/indicators/StdDevChannels/README.md +++ b/indicators/StdDevChannels/README.md @@ -35,7 +35,7 @@ IEnumerable - It does not return a single incremental indicator value. - Up to `N-1` periods will have `null` values since there's not enough data to calculate. -:warning: **Warning**: Historical results are a function of the current period window position and will fluctuate over time. Recommended for visualization; not recommended for backtesting. +:paintbrush: **Repaint Warning**: Historical results are a function of the current period window position and will fluctuate over time. Recommended for visualization; not recommended for backtesting. ### StdDevChannelsResult diff --git a/indicators/TripleEma/README.md b/indicators/TripleEma/README.md new file mode 100644 index 000000000..c4df2ee0d --- /dev/null +++ b/indicators/TripleEma/README.md @@ -0,0 +1,65 @@ +# Triple Exponential Moving Average (TEMA) + +[Triple exponential moving average](https://en.wikipedia.org/wiki/Triple_exponential_moving_average) of the Close price over a lookback window. +Note: TEMA is often confused with the alternative [TRIX](../Trix/README.md#content) oscillator. +[[Discuss] :speech_balloon:](https://github.com/DaveSkender/Stock.Indicators/discussions/256 "Community discussion about this indicator") + +![image](chart.png) + +TEMA is shown as the dotted line above. [EMA](../Ema/README.md#content) (solid line) and [Double EMA](../DoubleEma/README.md#content) (dashed line) are also shown here for comparison. + +```csharp +// usage +IEnumerable results = + quotes.GetTripleEma(lookbackPeriods); +``` + +## Parameters + +| name | type | notes +| -- |-- |-- +| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 0. + +### Historical quotes requirements + +You must have at least `4×N` or `3×N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `3×N+250` data points prior to the intended usage date for better precision. + +`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide](../../docs/GUIDE.md#historical-quotes) for more information. + +## Response + +```csharp +IEnumerable +``` + +- This method returns a time series of all available indicator values for the `quotes` provided. +- It always returns the same number of elements as there are in the historical quotes. +- It does not return a single incremental indicator value. +- The first `3×N-2` periods will have `null` values since there's not enough data to calculate. Also note that we are using the proper [weighted variant](https://en.wikipedia.org/wiki/Triple_exponential_moving_average) for TEMA. If you prefer the unweighted raw 3 EMAs value, please use the `Ema3` output from the [TRIX](../Trix/README.md) oscillator instead. + +:hourglass: **Convergence Warning**: The first `3×N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. + +### TemaResult + +| name | type | notes +| -- |-- |-- +| `Date` | DateTime | Date +| `Tema` | decimal | Triple exponential moving average for `N` lookback period + +### Utilities + +- [.Find(lookupDate)](../../docs/UTILITIES.md#find-indicator-result-by-date) +- [.RemoveWarmupPeriods()](../../docs/UTILITIES.md#remove-warmup-periods) +- [.RemoveWarmupPeriods(qty)](../../docs/UTILITIES.md#remove-warmup-periods) + +See [Utilities and Helpers](../../docs/UTILITIES.md#utilities-for-indicator-results) for more information. + +## Example + +```csharp +// fetch historical quotes from your feed (your method) +IEnumerable quotes = GetHistoryFromFeed("SPY"); + +// calculate 20-period TEMA +IEnumerable results = quotes.GetTripleEma(20); +``` diff --git a/indicators/TripleEma/TripleEma.Calc.xlsx b/indicators/TripleEma/TripleEma.Calc.xlsx new file mode 100644 index 0000000000000000000000000000000000000000..f34fb787f63358a2f8750544b172ecc664abae34 GIT binary patch literal 75294 zcmeFX^;euxvn31!cXxNUkl?P3y9Eg@A!zX6?he77#+{&n;2wgzySv*w z+i!;I?)GL*`mAnWZOHSWq3ClUpn%W+zt{i887S8nRP1I)|3!6<7FSj5FbqjCmH2KL zBbJ_QZDF#n)Z|kZL%q*fkA9%CRY{s$c~4ej23*Mc#_~DHGZ0fvoV3G{`y`=r_=wFZ@BO+bWw1%QP0Dhu6AwycEMC|PaWv)j=wcEvxS=!RqI{$2;pN8$%z&a9aR6qd4@sK zV}WeyoyA7cO-v!7%lo@>F-tUtW0uj+olfXi-5;2z9-$e>59_Eh)*+RRf&p2-eU{Iq zoTVG$_K`8%!c-)}DPIU!88IHrBWI|Ht3|i%I)GLNAY3 zQ0it!4nCE63K_VaUXDcXU2E3E@`Q`mIw74t~ zbud72v%ys!fr-se_0zQ?IOV~?8IFJ<>w7{CHA`NrYU3$%Q{Gu?Z*5xUC;&IbJ>$ck6~k0h!11GWtU2oeDU0f7c&#?6M!)z0yY zv7OzQw?uA;Qaj_#dZ|GK8r7TjY+WI2UBj$1ElA|B95#TmV*&EvAg^Odp3XO-7V zwzZucm*(f6-S4-{%N8-L2YPup+=YJ`JGZ!ghcXqZ9LbW$1kBX*aBm+^rXwhS6Hnu}n}yD$;o{GvZMgj&w?w6GrwQ z7%Ne3k_;V{X1_9~z|XeQ+}4}N?Xd^3{AGKul1QTaM+hoK?NSwobkZFXeM}6o)k=h8 zNJqes@#|h)VEq?Pkp@3*{}^cYKz(X^lAs}&_bpRMo``?FcwZ-7t_(5~$J6>+~4JBqb_?^@XY2i*Xr1fZ| zdVb_%S-M=)$kOv&k7;c$J~83{uB6cmmq5V~@i@>fCDPk8?)S&xTHJc0(WEc^}vf)D~85L9= z_PN-Uht{jJG>*dMO7xn2)Re_?qtRYoEv?Zw&XzYwPrj zD&OGmSle0-nXX&Xu+~K%*NQu8GC~U+QxKwmxr>>}7nsxD;Zds4-Uc=L;DtI3^UKO^kgY7oNlp zQS}o}Y$OlQjrsHXrM1+WOOXG0JZ>8am-FmzAB==wJFVu~C%QO{Ewjhbv>W0vv4ltM zq4UvX{Mru$?HR(b;yqaXB{*9=I)TlGSW+fs*~lMV{COLaSsfd#>5)AcSLgai#_Bli zUONZs=5~dF(*N();5NCvHgg36g0&SI0w4Iqf2p36rJ30`C$@h-INszhBT+79ksQ7M zH0gl^{T7lO1HpNQ6U;8khTCC2?3SeX{kG2aK~Ug{yb&1~f4IHL53 z43g~FA?Yke7xkcLY?%8LON*5eVtmq(bwyB?O_VWkP5Su#lkxJdTOSNBQ5)@DwhQO_ zeP(=omt~m~w-o0W$96WK!Q{w@tZ#;|UEEFoM_xX(?NOu~C zso_!!uau@fzqgJp5&N7al`tx={W5eY5=qe0DCg+Jk@D@oA1fD`K_5`poIn$K1jW!g$d? 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Tema { get; set; } + } +} diff --git a/indicators/Ema/TripleEma.cs b/indicators/TripleEma/TripleEma.cs similarity index 97% rename from indicators/Ema/TripleEma.cs rename to indicators/TripleEma/TripleEma.cs index 76807c1b7..978565251 100644 --- a/indicators/Ema/TripleEma.cs +++ b/indicators/TripleEma/TripleEma.cs @@ -7,7 +7,7 @@ namespace Skender.Stock.Indicators public static partial class Indicator { // TRIPLE EXPONENTIAL MOVING AVERAGE - /// + /// /// public static IEnumerable GetTripleEma( this IEnumerable quotes, diff --git a/indicators/TripleEma/chart.png b/indicators/TripleEma/chart.png new file mode 100644 index 0000000000000000000000000000000000000000..551203cc0c84f569cc314a19c7e11de63de15b2c GIT binary patch literal 41954 zcmb@u^$ItPxp z=iATsd*6S+{lgyHu5H)#I_Gujd7kH5jJD=e5<&(-3=9ks)o02tF)*+p7#Nsh_;~0e z&B#)E^b@B0%cqJMmE%mi=r=ev3K|L+7_da58*^OrdjgkduiY^)Na24Um;=sbRu~w? z-m1z9x=@pYcA_?;S3bzj9*MH%^620soOco*xiEF9L}S)Uury9-%Lv;DXnGsdd4dUd z>{HX`W`ltompxBXsT`<#ah{&z4O 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Note: TEMA is often confused with the alternative TRIX oscillator. + See + documentation + for more information. + + Configurable Quote type. See Guide for more information. + Historical price quotes. + Number of periods in the lookback window. + Time series of Triple EMA values. + Invalid parameter value provided. + Insufficient quotes provided. + diff --git a/indicators/UlcerIndex/README.md b/indicators/UlcerIndex/README.md index 25c7b4fbe..19a0d57fb 100644 --- a/indicators/UlcerIndex/README.md +++ b/indicators/UlcerIndex/README.md @@ -1,4 +1,4 @@ -# Ulcer Index (UI) +# Ulcer Index (UI) Created by Peter Martin, the [Ulcer Index](https://en.wikipedia.org/wiki/Ulcer_index) is a measure of downside Close price volatility over a lookback window. [[Discuss] :speech_balloon:](https://github.com/DaveSkender/Stock.Indicators/discussions/232 "Community discussion about this indicator") @@ -32,7 +32,7 @@ IEnumerable - This method returns a time series of all available indicator values for the `quotes` provided. - It always returns the same number of elements as there are in the historical quotes. - It does not return a single incremental indicator value. -- The first `N-1` slow periods + signal periods will have `null` values since there's not enough data to calculate. +- The first `N-1` periods will have `null` values since there's not enough data to calculate. ### UlcerIndexResult