public void ComparesAgainstExternalData()
{
var adx = new AverageDirectionalIndex("adx", 14);
const double epsilon = .0001;
TestHelper.TestIndicator(adx, "spy_with_adx.txt", "ADX 14",
(ind, expected) => Assert.AreEqual(expected, (double)((AverageDirectionalIndex)ind).Current.Value, epsilon)
);
adx.Reset();
TestHelper.TestIndicator(adx, "spy_with_adx.txt", "+DI14",
(ind, expected) => Assert.AreEqual(expected, (double)((AverageDirectionalIndex)ind).PositiveDirectionalIndex.Current.Value, epsilon)
);
adx.Reset();
TestHelper.TestIndicator(adx, "spy_with_adx.txt", "-DI14",
(ind, expected) => Assert.AreEqual(expected, (double)((AverageDirectionalIndex)ind).NegativeDirectionalIndex.Current.Value, epsilon)
);
}
public void ResetsProperly()
{
var adxIndicator = new AverageDirectionalIndex("ADX", 14);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_adx.txt", false))
{
adxIndicator.Update(data);
}
Assert.IsTrue(adxIndicator.IsReady);
adxIndicator.Reset();
}
public void ComparesAgainstExternalDataAfterReset()
{
var adx = new AverageDirectionalIndex("adx", 14);
const double epsilon = 1;
TestHelper.TestIndicator(adx, "spy_with_adx.txt", "ADX 14",
(ind, expected) => ((double)((AverageDirectionalIndex)ind).Current.Price).Should()
.BeApproximately(expected, epsilon));
adx.Reset();
TestHelper.TestIndicator(adx, "spy_with_adx.txt", "ADX 14",
(ind, expected) => ((double)((AverageDirectionalIndex)ind).Current.Price).Should()
.BeApproximately(expected, epsilon));
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_adx.Reset();
_adxHistory.Reset();
base.Reset();
}
