public void Removed()
{
IEnumerable <AlligatorResult> r = quotes.GetAlligator(13, 8)
.RemoveWarmupPeriods();
Assert.AreEqual(502 - 21 - 250, r.Count());
AlligatorResult last = r.LastOrDefault();
Assert.AreEqual(260.98953m, Math.Round((decimal)last.Jaw, 5));
Assert.AreEqual(253.53576m, Math.Round((decimal)last.Teeth, 5));
Assert.AreEqual(244.29591m, Math.Round((decimal)last.Lips, 5));
}
// WILLIAMS ALLIGATOR
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <AlligatorResult> GetAlligator <TQuote>(
this IEnumerable <TQuote> quotes,
int jawPeriods = 13,
int jawOffset = 8,
int teethPeriods = 8,
int teethOffset = 5,
int lipsPeriods = 5,
int lipsOffset = 3)
where TQuote : IQuote
{
// convert quotes
List <BasicD> bdList = quotes.ConvertToBasic(CandlePart.HL2);
// check parameter arguments
ValidateAlligator(
jawPeriods,
jawOffset,
teethPeriods,
teethOffset,
lipsPeriods,
lipsOffset);
// initialize
int length = bdList.Count;
double[] pr = new double[length]; // median price
List <AlligatorResult> results =
bdList
.Select(x => new AlligatorResult
{
Date = x.Date
})
.ToList();
// roll through quotes
for (int i = 0; i < length; i++)
{
BasicD q = bdList[i];
int index = i + 1;
pr[i] = q.Value;
// only calculate jaw if the array index + offset is still in valid range
if (i + jawOffset < length)
{
AlligatorResult jawResult = results[i + jawOffset];
// calculate alligator's jaw
// first value: calculate SMA
if (index == jawPeriods)
{
double sumMedianPrice = 0;
for (int p = index - jawPeriods; p < index; p++)
{
sumMedianPrice += pr[p];
}
jawResult.Jaw = (decimal)sumMedianPrice / jawPeriods;
}
// remaining values: SMMA
else if (index > jawPeriods)
{
double?prevValue = (double?)results[i + jawOffset - 1].Jaw;
jawResult.Jaw = (decimal?)((prevValue * (jawPeriods - 1)) + pr[i]) / jawPeriods;
}
}
// only calculate teeth if the array index + offset is still in valid range
if (i + teethOffset < length)
{
AlligatorResult teethResult = results[i + teethOffset];
// calculate alligator's teeth
// first value: calculate SMA
if (index == teethPeriods)
{
double sumMedianPrice = 0;
for (int p = index - teethPeriods; p < index; p++)
{
sumMedianPrice += pr[p];
}
teethResult.Teeth = (decimal?)sumMedianPrice / teethPeriods;
}
// remaining values: SMMA
else if (index > teethPeriods)
{
double?prevValue = (double?)results[i + teethOffset - 1].Teeth;
teethResult.Teeth = (decimal?)((prevValue * (teethPeriods - 1)) + pr[i]) / teethPeriods;
}
}
// only calculate lips if the array index + offset is still in valid range
if (i + lipsOffset < length)
{
AlligatorResult lipsResult = results[i + lipsOffset];
// calculate alligator's lips
// first value: calculate SMA
if (index == lipsPeriods)
{
double sumMedianPrice = 0;
for (int p = index - lipsPeriods; p < index; p++)
{
sumMedianPrice += pr[p];
}
lipsResult.Lips = (decimal)sumMedianPrice / lipsPeriods;
}
// remaining values: SMMA
else if (index > lipsPeriods)
{
double?prevValue = (double?)results[i + lipsOffset - 1].Lips;
lipsResult.Lips = (decimal?)((prevValue * (lipsPeriods - 1)) + pr[i]) / lipsPeriods;
}
}
}
return(results);
}
