public void ComparesAgainstExternalDataAfterReset()
{
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
RunTestIndicator(dema);
dema.Reset();
RunTestIndicator(dema);
}
/// <summary>
/// Initializes a new instance of the <see cref="T3MovingAverage"/> class using the specified name and period.
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the T3MovingAverage</param>
/// <param name="volumeFactor">The volume factor of the T3MovingAverage (value must be in the [0,1] range, defaults to 0.7)</param>
public T3MovingAverage(string name, int period, double volumeFactor = 0.7d)
: base(name)
{
_period = period;
_gd1 = new DoubleExponentialMovingAverage(name + "_1", period, volumeFactor);
_gd2 = new DoubleExponentialMovingAverage(name + "_2", period, volumeFactor);
_gd3 = new DoubleExponentialMovingAverage(name + "_3", period, volumeFactor);
}
public void ResetsProperly()
{
var date = DateTime.Today;
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
foreach (var data in TestHelper.GetTradeBarStream("spy_dema.txt"))
{
dema.Update(date, data.Close);
}
Assert.IsTrue(dema.IsReady);
dema.Reset();
TestHelper.AssertIndicatorIsInDefaultState(dema);
}
public void ComparesAgainstExternalData()
{
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2));
}
private static void RunTestIndicator(DoubleExponentialMovingAverage dema)
{
TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5",
(ind, expected) => ((double)ind.Current.Price).Should().BeApproximately(expected, 1e-2));
}
public void ResetsProperly()
{
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
TestHelper.TestIndicatorReset(dema, "spy_dema.txt");
}
public void ComparesAgainstExternalData()
{
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
RunTestIndicator(dema);
}
private static void RunTestIndicator(DoubleExponentialMovingAverage dema)
{
TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2));
}
private static void RunTestIndicator(DoubleExponentialMovingAverage dema)
{
TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2));
}
public void ResetsProperly()
{
var dema = new DoubleExponentialMovingAverage("DEMA", 5);
TestHelper.TestIndicatorReset(dema, "spy_dema.txt");
}