ModifiedMovingAverage.cs

//==============================================================================
// Copyright (c) 2012-2023 Fiats Inc. All rights reserved.
// Licensed under the MIT license. See LICENSE.txt in the solution folder for
// full license information.
// https://www.fiats.asia/
// Fiats Inc. Nakano, Tokyo, Japan
//

namespace Financier;

public static partial class IndicatorExtensions
{
    /// <summary>
    /// Modified moving average (MMA)
    /// </summary>
    /// <param name="source"></param>
    /// <param name="period"></param>
    /// <returns></returns>
    public static IObservable<double> ModifiedMovingAverage(this IObservable<double> source, int period)
    {
        return source.Publish(s => s.Take(period).Average().Concat(s)
        .Scan(
            (last, value) => (last * (period - 1) + value) / period
        ));
    }

    public static IObservable<decimal> ModifiedMovingAverage(this IObservable<decimal> source, int period)
    {
        return source.Publish(s => s.Take(period).Average().Concat(s)
        .Scan(
            (last, value) => (last * (period - 1) + value) / period
        ));
    }

    public static IObservable<float> ModifiedMovingAverage(this IObservable<float> source, int period)
    {
        return source.Publish(s => s.Take(period).Average().Concat(s)
        .Scan(
            (last, value) => (last * (period - 1) + value) / period
        ));
    }
}