public void ATR() { ATR atr = new ATR(); atr.Load(OhlcList); ATRSerie serie = atr.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.ATR.Count > 0); Assert.IsTrue(serie.TrueHigh.Count > 0); Assert.IsTrue(serie.TrueLow.Count > 0); Assert.IsTrue(serie.TrueRange.Count > 0); }
public void ATR() { ATR atr = new ATR(); atr.Load(Directory.GetCurrentDirectory() + "\\table.csv"); ATRSerie serie = atr.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.ATR.Count > 0); Assert.IsTrue(serie.TrueHigh.Count > 0); Assert.IsTrue(serie.TrueLow.Count > 0); Assert.IsTrue(serie.TrueRange.Count > 0); }
public void ATR() { ATR atr = new ATR(); List <Ohlc> ohlcList = new List <Ohlc> { new Ohlc { High = 48.70, Low = 47.79, Close = 48.16 }, new Ohlc { High = 48.72, Low = 48.14, Close = 48.61 }, new Ohlc { High = 48.90, Low = 48.39, Close = 48.75 }, new Ohlc { High = 48.87, Low = 48.37, Close = 48.63 }, new Ohlc { High = 48.82, Low = 48.24, Close = 48.74 }, new Ohlc { High = 49.05, Low = 48.64, Close = 49.03 }, new Ohlc { High = 49.20, Low = 48.94, Close = 49.07 }, new Ohlc { High = 49.35, Low = 48.86, Close = 49.32 }, new Ohlc { High = 49.92, Low = 49.50, Close = 49.91 }, new Ohlc { High = 50.19, Low = 49.87, Close = 50.13 }, new Ohlc { High = 50.12, Low = 49.20, Close = 49.53 }, new Ohlc { High = 49.66, Low = 48.90, Close = 49.50 }, new Ohlc { High = 49.88, Low = 49.43, Close = 49.75 }, new Ohlc { High = 50.19, Low = 49.73, Close = 50.03 }, new Ohlc { High = 50.36, Low = 49.26, Close = 50.31 }, new Ohlc { High = 50.57, Low = 50.09, Close = 50.52 }, new Ohlc { High = 50.65, Low = 50.30, Close = 50.41 }, new Ohlc { High = 50.43, Low = 49.21, Close = 49.34 }, new Ohlc { High = 49.63, Low = 48.98, Close = 49.37 }, new Ohlc { High = 50.33, Low = 49.61, Close = 50.23 } }; atr.Load(ohlcList); ATRSerie serie = atr.Calculate(); Assert.NotNull(serie); Assert.True(serie.ATR.Count > 0); Assert.True(serie.TrueRange.Count > 0); Assert.True(Math.Round(serie.TrueRange[13].Value, 2) == 0.46); Assert.True(Math.Round(serie.TrueRange[14].Value, 2) == 1.10); Assert.True(Math.Round(serie.TrueRange[15].Value, 2) == 0.48); Assert.True(Math.Round(serie.TrueRange[16].Value, 2) == 0.35); Assert.True(Math.Round(serie.TrueRange[17].Value, 2) == 1.22); Assert.True(Math.Round(serie.TrueRange[18].Value, 2) == 0.65); Assert.True(Math.Round(serie.TrueRange[19].Value, 2) == 0.96); Assert.True(Math.Round(serie.ATR[13].Value, 2) == 0.55); Assert.True(Math.Round(serie.ATR[14].Value, 2) == 0.59); Assert.True(Math.Round(serie.ATR[15].Value, 2) == 0.59); Assert.True(Math.Round(serie.ATR[16].Value, 2) == 0.57); Assert.True(Math.Round(serie.ATR[17].Value, 2) == 0.61); Assert.True(Math.Round(serie.ATR[18].Value, 2) == 0.62); Assert.True(Math.Round(serie.ATR[19].Value, 2) == 0.64); }