fix: stoch SMMA init bug (#1108)

DaveSkender · Nov 4, 2023 · aba673c · aba673c
1 parent c4f020d
commit aba673c
Show file tree

Hide file tree

Showing 2 changed files with 16 additions and 2 deletions.
diff --git a/src/s-z/Stoch/Stoch.Series.cs b/src/s-z/Stoch/Stoch.Series.cs
@@ -73,7 +73,7 @@ internal static List<StochResult> CalcStoch(
 
         // signal (%D) and %J
         int signalIndex = lookbackPeriods + smoothPeriods + signalPeriods - 2;
-        double? s = results[lookbackPeriods - 1].Oscillator;
+        double? s = null;
 
         for (int i = lookbackPeriods - 1; i < length; i++)
         {
@@ -102,7 +102,7 @@ internal static List<StochResult> CalcStoch(
             // SMMA case
             else if (i >= lookbackPeriods - 1 && movingAverageType is MaType.SMMA)
             {
-                s ??= results[i].Oscillator; // reset if null
+                s ??= results[i].Oscillator; // set initial or reset if null
 
                 s = ((s * (signalPeriods - 1)) + results[i].Oscillator) / signalPeriods;
                 r.Signal = s;

diff --git a/tests/indicators/s-z/Stc/Stc.Tests.cs b/tests/indicators/s-z/Stc/Stc.Tests.cs
@@ -118,6 +118,20 @@ public void NoQuotes()
         Assert.AreEqual(1, r1.Count);
     }
 
+    [TestMethod]
+    public void Issue1107()
+    {
+        // stochastic SMMA variant initialization bug
+
+        RandomGbm quotes = new(58);
+
+        List<StcResult> results = quotes
+            .GetStc(10, 23, 50)
+            .ToList();
+
+        Assert.AreEqual(58, results.Count);
+    }
+
     [TestMethod]
     public void Removed()
     {