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add Stochastic Momentum Index #644

Merged
merged 6 commits into from
Dec 3, 2021
Merged

add Stochastic Momentum Index #644

merged 6 commits into from
Dec 3, 2021

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DaveSkender
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@DaveSkender DaveSkender commented Nov 23, 2021

Description

Adds Stochastic Momentum Index indicator

Implements #626 and is based on the recipe depicted by William Blau in Technical Analysis of Stocks & Commodities magazine, edition 11-81 (January 1993).

Checklist

  • My code follows the existing style, code structure, and naming taxonomy
  • I have commented my code, particularly in hard-to-understand areas
  • I have performed a self-review of my own code and included any verifying manual calculations
  • I have added or updated unit tests that prove my fix is effective or that my feature works, and achieves sufficient code coverage. New and existing unit tests pass locally and in the build (below) with my changes
  • My changes generate no new warnings and running code analysis does not produce any issues
  • I have added or run the performance tests that depict optimal execution times
  • I have made corresponding changes to the documentation

@DaveSkender DaveSkender marked this pull request as ready for review November 24, 2021 00:36
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Current implementation profile:

// usage (standard)
IEnumerable<SmiResult> results =
  quotes.GetSmi(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

Parameters

name type notes
lookbackPeriods int Lookback period (N) for the stochastic. Must be greater than 0.
firstSmoothPeriods int First smoothing factor lookback. Must be greater than 0.
secondSmoothPeriods int Second smoothing factor lookback. Must be greater than 0.
signalPeriods int Optional. EMA of SMI lookback periods. Must be greater than 0. Default is 3.

Smi

@DaveSkender DaveSkender enabled auto-merge (squash) December 3, 2021 04:31
@DaveSkender DaveSkender merged commit 3a7803b into main Dec 3, 2021
@DaveSkender DaveSkender deleted the smi branch December 3, 2021 04:33
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This Pull Request has been automatically locked since there has not been any recent activity after it was closed. Please open a new Issue for related bugs.

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