Sentinel Reference Docs GitHub

SentinelDSMA_v1_0_0.cs

bin/Custom/Indicators/SentinelDSMA_v1_0_0.cs

   
Family Indicators
Version 1.0.0
Size 225 lines
Scope public — ships in sentinel-suite
Class SentinelDSMA_v1_0_0
Namespace NinjaTrader.NinjaScript.Indicators.Sentinel.Smoothers
Documented by no doc tracks this artifact

Rendered from the published copy in sentinel-suite/src/, not the author’s private tree — so this page describes the file you actually have.

What the file says about itself

 Sentinel DSMA — de-lagged Double Simple Moving Average (smoother block)     |   Version v1.0.0
 File: SentinelDSMA_v1_0_0.cs  |  namespace …Indicators.Sentinel.Smoothers  |  display "Sentinel DSMA"

 ⚠ NO ORDERS · NO STATE SEAM — a read-only SMOOTHER building block, not a Council voter. It draws a
 smoothed line + a Sentinel glass card and publishes nothing.

 ⚠ PROVENANCE NOTE — IDENTITY OF THE SOURCE (load-bearing): the "AuDSMA" source is NOT the Ehlers
 Deviation-Scaled Moving Average (DSMA, 2018). Its own Description reads "DSMA (Double Simple Moving
 Average)" and its math is  y = 2·SMA(x,P) − SMA(SMA(x,P),P)  — a "twicing" / de-lagged double SMA
 (the SMA analogue of DEMA), which REMOVES lag rather than deviation-scaling the smoothing constant.
 This port reimplements THE METHOD THE SOURCE ACTUALLY IMPLEMENTS (the Double SMA), not the similarly
 named Ehlers DSMA. If the Ehlers Deviation-Scaled MA is wanted, that is a different (future) tool.

 PROVENANCE / LICENSE: CLEAN-ROOM. Reimplemented from the PUBLIC "twicing" de-lag formula
 (double_MA = 2·MA − MA∘MA) — a standard mathematical construction, not copyrightable. No third-party
 code, variable names, or structure were copied; the "Au" source was read ONLY to identify the method.

 MATH:  s1[t] = mean of last min(t+1,P) inputs
        Value = 2·s1[t] − (mean of last min(t+1,P) values of s1)

 ASSUMPTIONS:
   • Warm-up uses shrinking windows (min(CurrentBar+1, Period)) so the line is defined from bar 0.
   • Inner SMA series (s1) is kept in a private Series so the outer SMA smooths the actual running s1.

 CHANGELOG
   v1.0.0 (2026-07-12) — clean-room Double SMA (de-lag) + Sentinel plumbing (naming law, glass card, label remover).