Changed all decimals to doubles which is a breaking change

Added Market Meanness Index
ooples · Dec 7, 2022 · 432d6bb · 432d6bb
1 parent a8a2beb
commit 432d6bb
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Showing 7 changed files with 77 additions and 5 deletions.
diff --git a/Calculations/Stochastic.cs b/Calculations/Stochastic.cs
@@ -309,7 +309,7 @@ public static StockData CalculateFisherTransformStochasticOscillator(this StockD
             double numSum = numList.TakeLastExt(smoothLength).Sum();
             double denomSum = denomList.TakeLastExt(smoothLength).Sum();
             double rbws = denomSum + 0.0001 != 0 ? MinOrMax(numSum / (denomSum + 0.0001) * 100, 100, 0) : 0;
-            double x = 0.1m * (rbws - 50);
+            double x = 0.1 * (rbws - 50);
 
             double ftso = MinOrMax((((Exp(2 * x) - 1) / (Exp(2 * x) + 1)) + 1) * 50, 100, 0);
             ftsoList.AddRounded(ftso);

diff --git a/Calculations/Trend.cs b/Calculations/Trend.cs
@@ -1123,10 +1123,10 @@ public static StockData CalculateGrandTrendForecasting(this StockData stockData,
             double prevFcast = i >= forecastLength ? fcastList[i - forecastLength] : 0;
             double prevChg = i >= length ? chgList[i - length] : currentValue;
 
-            double chg = 0.9m * prevT;
+            double chg = 0.9 * prevT;
             chgList.AddRounded(chg);
 
-            double t = (0.9m * prevT) + (0.1m * currentValue) + (chg - prevChg);
+            double t = (0.9 * prevT) + (0.1 * currentValue) + (chg - prevChg);
             tList.AddRounded(t);
 
             double trend = tList.TakeLastExt(length).Average();

diff --git a/Calculations/Volatility.cs b/Calculations/Volatility.cs
@@ -8,6 +8,8 @@
 //     so if you are going to re-use or modify my code then I just ask
 //     that you include my copyright info and my contact info in a comment
 
+using OoplesFinance.StockIndicators.Models;
+
 namespace OoplesFinance.StockIndicators;
 
 public static partial class Calculations
@@ -480,6 +482,73 @@ public static StockData CalculateMotionSmoothnessIndex(this StockData stockData,
         return stockData;
     }
 
+    /// <summary>
+    /// Calculates the Market Meanness Index
+    /// </summary>
+    /// <param name="stockData"></param>
+    /// <param name="maType"></param>
+    /// <param name="length"></param>
+    /// <returns></returns>
+    public static StockData CalculateMarketMeannessIndex(this StockData stockData, MovingAvgType maType = MovingAvgType.EhlersNoiseEliminationTechnology, int length = 100)
+    {
+        List<double> mmiList = new();
+        List<double> tempList = new();
+        List<Signal> signalsList = new();
+        var (inputList, _, _, _, _) = GetInputValuesList(stockData);
+
+        var maList = GetMovingAverageList(stockData, maType, length, inputList);
+
+        for (int i = 0; i < stockData.Count; i++)
+        {
+            double currentValue = inputList[i];
+            tempList.AddRounded(currentValue);
+
+            double median = tempList.TakeLastExt(length).Median();
+            int nl = 0, nh = 0;
+            for (int j = 1; j < length; j++)
+            {
+                var value1 = i >= j - 1 ? tempList[i - (j - 1)] : 0;
+                var value2 = i >= j ? tempList[i - j] : 0;
+
+                if (value1 > median && value1 > value2)
+                {
+                    nl++;
+                }
+                else if (value1 < median && value1 < value2)
+                {
+                    nh++;
+                }
+            }
+
+            double mmi = length != 1 ? 100 * (nl + nh) / (length - 1) : 0;
+            mmiList.AddRounded(mmi);
+        }
+
+        var mmiFilterList = GetMovingAverageList(stockData, maType, length, mmiList);
+        for (int i = 0; i < stockData.Count; i++)
+        {
+            var mmiFilt = mmiFilterList[i];
+            var prevMmiFilt1 = i >= 1 ? mmiFilterList[i - 1] : 0;
+            var prevMmiFilt2 = i >= 2 ? mmiFilterList[i - 2] : 0;
+            var currentValue = inputList[i];
+            var currentMa = maList[i];
+
+            Signal signal = GetConditionSignal(currentValue < currentMa && ((mmiFilt > prevMmiFilt1 && prevMmiFilt1 < prevMmiFilt2) || (mmiFilt < prevMmiFilt1 && prevMmiFilt1 > prevMmiFilt2)), currentValue < currentMa && ((mmiFilt > prevMmiFilt1 && prevMmiFilt1 < prevMmiFilt2) || (mmiFilt < prevMmiFilt1 && prevMmiFilt1 > prevMmiFilt2)));
+            signalsList.Add(signal);
+        }
+
+        stockData.OutputValues = new()
+        {
+            { "Mmi", mmiList },
+            { "MmiSmoothed", mmiFilterList }
+        };
+        stockData.SignalsList = signalsList;
+        stockData.CustomValuesList = mmiList;
+        stockData.IndicatorName = IndicatorName.MarketMeannessIndex;
+
+        return stockData;
+    }
+
     /// <summary>
     /// Calculates the choppiness index.
     /// </summary>

diff --git a/Enums/IndicatorName.cs b/Enums/IndicatorName.cs
@@ -878,6 +878,8 @@ public enum IndicatorName
     [Category(IndicatorType.Volume)]
     MarketFacilitationIndex,
     [Category(IndicatorType.Volatility)]
+    MarketMeannessIndex,
+    [Category(IndicatorType.Volatility)]
     MartinRatio,
     [Category(IndicatorType.Momentum)]
     MassIndex,

diff --git a/Enums/MovingAvgType.cs b/Enums/MovingAvgType.cs
@@ -63,6 +63,7 @@ public enum MovingAvgType
     EhlersMedianAverageAdaptiveFilter,
     EhlersMesaAdaptiveMovingAverage,
     EhlersModifiedOptimumEllipticFilter,
+    EhlersNoiseEliminationTechnology,
     EhlersOptimumEllipticFilter,
     EhlersRecursiveMedianFilter,
     EhlersSuperSmootherFilter,

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>1.0.47</Version>
+    <Version>1.0.48</Version>
     <Authors>ooples</Authors>
     <Company>Ooples Finance</Company>
     <RepositoryUrl>https://github.com/ooples/OoplesFinance.StockIndicators</RepositoryUrl>

diff --git a/README.md b/README.md
@@ -5,7 +5,7 @@
 
 ## .Net Stock Indicator Library
 
-This is a stock indicator library that is completely open source (Apache 2.0 license) and very easy to use. Current version contains [762 stock indicators](https://ooples.github.io/OoplesFinance.StockIndicators/indicators) and I will add more as I get requests for them!
+This is a stock indicator library that is completely open source (Apache 2.0 license) and very easy to use. Current version contains [763 stock indicators](https://ooples.github.io/OoplesFinance.StockIndicators/indicators) and I will add more as I get requests for them!
 
 
 ### How to use this library