Beispiel #1
0
        public void keltnerChannelUpperIndicatorTest()
        {
            var km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(_data), 14);
            var ku = new KeltnerChannelUpperIndicator(km, Decimal.ValueOf(2), 14);

            TaTestsUtils.AssertDecimalEquals(ku.GetValue(13), 11857.4642);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(14), 11896.8619);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(15), 11927.1486);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(16), 11950.6832);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(17), 11970.0729);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(18), 11991.4828);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(19), 12028.9281);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(20), 12045.3761);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(21), 12070.6204);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(22), 12092.044);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(23), 12124.1007);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(24), 12160.508);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(25), 12189.8451);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(26), 12216.1915);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(27), 12248.1771);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(28), 12266.181);
            TaTestsUtils.AssertDecimalEquals(ku.GetValue(29), 12280.8623);
        }
Beispiel #2
0
        public void keltnerChannelUpperIndicatorTest()
        {
            KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
            KeltnerChannelUpperIndicator  ku = new KeltnerChannelUpperIndicator(km, 2M, 14);

            Assert.AreEqual(ku.GetValue(13), 11971.913257254422225172757246M);
            Assert.AreEqual(ku.GetValue(14), 12002.340260044316534210405010M);
            Assert.AreEqual(ku.GetValue(15), 12024.403226479571320681555782M);
            Assert.AreEqual(ku.GetValue(16), 12040.393392549089969597086111M);
            Assert.AreEqual(ku.GetValue(17), 12052.857255790282692109135888M);
            Assert.AreEqual(ku.GetValue(18), 12067.905057581620809824936557M);
            Assert.AreEqual(ku.GetValue(19), 12099.502526093872715893129128M);
            Assert.AreEqual(ku.GetValue(20), 12110.572274314743319196644777M);
            Assert.AreEqual(ku.GetValue(21), 12130.867526222827344529505992M);
            Assert.AreEqual(ku.GetValue(22), 12147.734490603877561635194247M);
            Assert.AreEqual(ku.GetValue(23), 12175.593766790495331004674848M);
            Assert.AreEqual(ku.GetValue(24), 12208.132767466483008916259954M);
            Assert.AreEqual(ku.GetValue(25), 12233.903270225097063912571205M);
            Assert.AreEqual(ku.GetValue(26), 12256.959691300123640896149582M);
            Assert.AreEqual(ku.GetValue(27), 12285.909480724310518174399327M);
            Assert.AreEqual(ku.GetValue(28), 12301.110887634972238287139367M);
            Assert.AreEqual(ku.GetValue(29), 12313.204201885600267917990738M);
        }