// ELDER-RAY
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <ElderRayResult> GetElderRay <TQuote>(
this IEnumerable <TQuote> quotes,
int lookbackPeriods = 13)
where TQuote : IQuote
{
// sort quotes
List <TQuote> quotesList = quotes.SortToList();
// check parameter arguments
ValidateElderRay(lookbackPeriods);
// initialize with EMA
List <ElderRayResult> results = GetEma(quotes, lookbackPeriods)
.Select(x => new ElderRayResult
{
Date = x.Date,
Ema = x.Ema
})
.ToList();
// roll through quotes
for (int i = lookbackPeriods - 1; i < quotesList.Count; i++)
{
TQuote q = quotesList[i];
ElderRayResult r = results[i];
r.BullPower = q.High - r.Ema;
r.BearPower = q.Low - r.Ema;
}
return(results);
}
public void Standard()
{
List <ElderRayResult> results = Indicator.GetElderRay(history, 13)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(490, results.Where(x => x.BullPower != null).Count());
Assert.AreEqual(490, results.Where(x => x.BearPower != null).Count());
// sample values
ElderRayResult r1 = results[11];
Assert.IsNull(r1.Ema);
Assert.IsNull(r1.BullPower);
Assert.IsNull(r1.BearPower);
ElderRayResult r2 = results[12];
Assert.AreEqual(214.0000m, Math.Round((decimal)r2.Ema, 4));
Assert.AreEqual(0.7500m, r2.BullPower);
Assert.AreEqual(-0.5100m, r2.BearPower);
ElderRayResult r3 = results[24];
Assert.AreEqual(215.5426m, Math.Round((decimal)r3.Ema, 4));
Assert.AreEqual(1.4274m, Math.Round((decimal)r3.BullPower, 4));
Assert.AreEqual(0.5474m, Math.Round((decimal)r3.BearPower, 4));
ElderRayResult r4 = results[149];
Assert.AreEqual(235.3970m, Math.Round((decimal)r4.Ema, 4));
Assert.AreEqual(0.9430m, Math.Round((decimal)r4.BullPower, 4));
Assert.AreEqual(0.4730m, Math.Round((decimal)r4.BearPower, 4));
ElderRayResult r5 = results[249];
Assert.AreEqual(256.5206m, Math.Round((decimal)r5.Ema, 4));
Assert.AreEqual(1.5194m, Math.Round((decimal)r5.BullPower, 4));
Assert.AreEqual(1.0694m, Math.Round((decimal)r5.BearPower, 4));
ElderRayResult r6 = results[501];
Assert.AreEqual(246.0129m, Math.Round((decimal)r6.Ema, 4));
Assert.AreEqual(-0.4729m, Math.Round((decimal)r6.BullPower, 4));
Assert.AreEqual(-3.1429m, Math.Round((decimal)r6.BearPower, 4));
}
public void Removed()
{
List <ElderRayResult> results = quotes.GetElderRay(13)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - (100 + 13), results.Count);
ElderRayResult last = results.LastOrDefault();
Assert.AreEqual(246.0129m, Math.Round((decimal)last.Ema, 4));
Assert.AreEqual(-0.4729m, Math.Round((decimal)last.BullPower, 4));
Assert.AreEqual(-3.1429m, Math.Round((decimal)last.BearPower, 4));
}