public CrossOverIndicator(int movingAvgSmall, int movingAvgLarge)
{
if (movingAvgSmall >= movingAvgLarge)
{
throw new ArgumentException("Small must be smaller than large");
}
averageSmall = new MovingAverageCalculator(movingAvgSmall);
averageLarge = new MovingAverageCalculator(movingAvgLarge);
}
private static void TestMovingAverageCalculator()
{
// no change
const int len1 = 10;
var ma1 = new MovingAverageCalculator(len1);
for (int i = 0; i < len1 * 2; i++)
{
ma1.NextValue(5.0);
Assert((i < len1 - 1) != ma1.IsMature);
Assert(ma1.MovingAverage == 5.0);
}
Assert(ma1.IsMature);
Assert(ma1.MovingAverage == 5.0);
Assert(ma1.Slope == 0);
Assert(ma1.ExponentialMovingAverage == 5.0);
Assert(ma1.ExponentialSlope == 0);
// constant rise
const int len2 = 10;
var ma2 = new MovingAverageCalculator(len2);
for (int i = 0; i < len2; i++)
{
ma2.NextValue(i);
Assert(ma2.MovingAverage == i / 2.0);
Assert((i < len2 - 1) != ma2.IsMature);
}
Assert(ma2.IsMature);
Assert(ma2.MovingAverage == 4.5);
Assert(ma2.Slope == 0.5);
Assert(ma2.ExponentialMovingAverage == 5.2393684801212155);
Assert(ma2.ExponentialSlope == 0.83569589330639626);
for (int i = len2; i < len2 * 2; i++)
{
ma2.NextValue(i);
Assert(ma2.MovingAverage == i - 4.5);
}
// step function
const int len3 = 10;
var ma3 = new MovingAverageCalculator(len3);
for (int i = 0; i < len3; i++)
{
ma3.NextValue(i < 5 ? 0 : 1.0);
}
Assert(ma3.MovingAverage == 0.5);
Assert(ma3.Slope == 0.05555555555555558);
Assert(ma3.ExponentialMovingAverage == 0.63335216794679949);
Assert(ma3.ExponentialSlope == 0.081477296011822409);
// inverse step function
const int len4 = 10;
var ma4 = new MovingAverageCalculator(len4);
for (int i = 0; i < len4; i++)
{
ma4.NextValue(i < 5 ? 1.0 : 0);
}
Assert(ma4.MovingAverage == 0.5);
Assert(ma4.Slope == -0.05555555555555558);
Assert(ma4.ExponentialMovingAverage == 0.36664783205320051);
Assert(ma4.ExponentialSlope == -0.081477296011822353);
Console.WriteLine("TestMovingAverageCalculator OK");
}
public void MovingAverageCalculator()
{
// no change
const int len1 = 10;
var ma1 = new MovingAverageCalculator(len1);
for (int i = 0; i < len1 * 2; i++)
{
ma1.NextValue(5.0);
Assert.AreNotEqual((i < len1 - 1), ma1.IsMature);
Assert.AreEqual(ma1.MovingAverage, 5.0);
}
Assert.IsTrue(ma1.IsMature);
Assert.AreEqual(ma1.MovingAverage, 5.0);
Assert.AreEqual(ma1.Slope, 0.0);
Assert.AreEqual(ma1.ExponentialMovingAverage, 5.0);
Assert.AreEqual(ma1.ExponentialSlope, 0.0);
// constant rise
const int len2 = 10;
var ma2 = new MovingAverageCalculator(len2);
for (int i = 0; i < len2; i++)
{
ma2.NextValue(i);
Assert.AreEqual(ma2.MovingAverage, i / 2.0);
Assert.AreNotEqual((i < len2 - 1), ma2.IsMature);
}
Assert.IsTrue(ma2.IsMature);
Assert.AreEqual(ma2.MovingAverage, 4.5);
Assert.AreEqual(ma2.Slope, 0.5);
Assert.AreEqual(ma2.ExponentialMovingAverage, 5.2393684801212155);
Assert.AreEqual(ma2.ExponentialSlope, 0.83569589330639626);
for (int i = len2; i < len2 * 2; i++)
{
ma2.NextValue(i);
Assert.AreEqual(ma2.MovingAverage, i - 4.5);
}
// step function
const int len3 = 10;
var ma3 = new MovingAverageCalculator(len3);
for (int i = 0; i < len3; i++)
{
ma3.NextValue(i < 5 ? 0 : 1.0);
}
Assert.AreEqual(ma3.MovingAverage, 0.5);
Assert.AreEqual(ma3.Slope, 0.05555555555555558);
Assert.AreEqual(ma3.ExponentialMovingAverage, 0.63335216794679949);
Assert.AreEqual(ma3.ExponentialSlope, 0.081477296011822409);
// inverse step function
const int len4 = 10;
var ma4 = new MovingAverageCalculator(len4);
for (int i = 0; i < len4; i++)
{
ma4.NextValue(i < 5 ? 1.0 : 0);
}
Assert.AreEqual(ma4.MovingAverage, 0.5);
Assert.AreEqual(ma4.Slope, -0.05555555555555558);
Assert.AreEqual(ma4.ExponentialMovingAverage, 0.36664783205320051);
Assert.AreEqual(ma4.ExponentialSlope, -0.081477296011822353);
}
