public void Indicators_KAMA_Make_returns_proper_amount_of_results() { List <Bar> bars = new List <Bar>(); bars.Add(new Bar(DateTime.Now, 140000, 144000, 139000, 143000, 100)); bars.Add(new Bar(DateTime.Now, 140100, 144100, 139100, 143100, 100)); bars.Add(new Bar(DateTime.Now, 140200, 144200, 139200, 143200, 100)); bars.Add(new Bar(DateTime.Now, 140300, 144300, 139300, 143300, 100)); bars.Add(new Bar(DateTime.Now, 140400, 144400, 139400, 143400, 100)); bars.Add(new Bar(DateTime.Now, 140500, 144500, 139500, 143500, 100)); IEnumerable <double> result = KAMA.Make(bars, 5, 2, 30); Assert.AreEqual(1, result.Count()); }
protected override void OnStart() { _botName = ToString(); _instanceLabel = string.Format("{0}-{1}-{2}-{3}-{4}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString(), GlobalTimeFrame.ToString()); tendency = Indicators.GetIndicator <CandlestickTendencyII>(GlobalTimeFrame, MinimumGlobalCandleSize); tendency2 = Indicators.GetIndicator <CandlestickTendencyII_2>(GlobalTimeFrame2, MinimumGlobalCandleSize2); //_emaFast = Indicators.ExponentialMovingAverage(Price, FastPeriods); _adx = Indicators.GetIndicator <ADXR>(Source, interval); _heiken = Indicators.GetIndicator <HeikenAshi2>(1); _kama = Indicators.GetIndicator <KAMA>(Source, Fast, Slow, Period); Fischer = Indicators.GetIndicator <FisherTransform>(Len); //COG = Indicators.GetIndicator<CenterOfGravityOscillator>(Length); pipsATR = Indicators.GetIndicator <PipsATRIndicator>(TimeFrame, AtrPeriod, AtrMaType); _onBalanceVolume = Indicators.OnBalanceVolume(Source); minPipsATR = pipsATR.Result.Minimum(pipsATR.Result.Count); maxPipsATR = pipsATR.Result.Maximum(pipsATR.Result.Count); }
public void Indicators_KAMA_Make_returns_empty_result_if_period_equals_to_amount_of_source_bars() { List <Bar> bars = new List <Bar>(); bars.Add(new Bar(DateTime.Now, 140000, 144000, 139000, 143000, 100)); bars.Add(new Bar(DateTime.Now, 140100, 144100, 139100, 143100, 100)); bars.Add(new Bar(DateTime.Now, 140200, 144200, 139200, 143200, 100)); bars.Add(new Bar(DateTime.Now, 140300, 144300, 139300, 143300, 100)); bars.Add(new Bar(DateTime.Now, 140400, 144400, 139400, 143400, 100)); bars.Add(new Bar(DateTime.Now, 140500, 144500, 139500, 143500, 100)); int period = 6; Assert.AreEqual(period, bars.Count); IEnumerable <double> result = KAMA.Make(bars, period, 2, 30); Assert.AreEqual(0, result.Count()); }