public void coppockCurveWithRoc14Roc11Wma10() { // Example from http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve ITimeSeries data = new MockTimeSeries( 872.81M, 919.14M, 919.32M, 987.48M, 1020.62M, 1057.08M, 1036.19M, 1095.63M, 1115.1M, 1073.87M, 1104.49M, 1169.43M, 1186.69M, 1089.41M, 1030.71M, 1101.6M, 1049.33M, 1141.2M, 1183.26M, 1180.55M, 1257.64M, 1286.12M, 1327.22M, 1325.83M, 1363.61M, 1345.2M, 1320.64M, 1292.28M, 1218.89M, 1131.42M, 1253.3M, 1246.96M, 1257.6M, 1312.41M, 1365.68M, 1408.47M, 1397.91M, 1310.33M, 1362.16M, 1379.32M ); CoppockCurveIndicator cc = new CoppockCurveIndicator(new ClosePriceIndicator(data), 14, 11, 10); Assert.AreEqual(cc.GetValue(31), 23.892855086922197744287818351M); Assert.AreEqual(cc.GetValue(32), 19.318661466425348019588229135M); Assert.AreEqual(cc.GetValue(33), 16.350542803958196462308468202M); Assert.AreEqual(cc.GetValue(34), 14.119931234084269587181699349M); Assert.AreEqual(cc.GetValue(35), 12.782034421286169059841703773M); Assert.AreEqual(cc.GetValue(36), 11.39242630956381711118490345M); Assert.AreEqual(cc.GetValue(37), 8.366161426264314349758720221M); Assert.AreEqual(cc.GetValue(38), 7.4532394830272277872914349091M); Assert.AreEqual(cc.GetValue(39), 8.790068424954794622463894475M); }
public void CoppockCurveWithRoc14Roc11Wma10() { // Example from http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve TimeSeries data = GenerateTimeSeries.From(872.81, 919.14, 919.32, 987.48, 1020.62, 1057.08, 1036.19, 1095.63, 1115.1, 1073.87, 1104.49, 1169.43, 1186.69, 1089.41, 1030.71, 1101.6, 1049.33, 1141.2, 1183.26, 1180.55, 1257.64, 1286.12, 1327.22, 1325.83, 1363.61, 1345.2, 1320.64, 1292.28, 1218.89, 1131.42, 1253.3, 1246.96, 1257.6, 1312.41, 1365.68, 1408.47, 1397.91, 1310.33, 1362.16, 1379.32); var cc = new CoppockCurveIndicator(new ClosePriceIndicator(data), 14, 11, 10); TaTestsUtils.AssertDecimalEquals(cc.GetValue(31), 23.8929); TaTestsUtils.AssertDecimalEquals(cc.GetValue(32), 19.3187); TaTestsUtils.AssertDecimalEquals(cc.GetValue(33), 16.3505); TaTestsUtils.AssertDecimalEquals(cc.GetValue(34), 14.12); TaTestsUtils.AssertDecimalEquals(cc.GetValue(35), 12.782); TaTestsUtils.AssertDecimalEquals(cc.GetValue(36), 11.3924); TaTestsUtils.AssertDecimalEquals(cc.GetValue(37), 8.3662); TaTestsUtils.AssertDecimalEquals(cc.GetValue(38), 7.4532); TaTestsUtils.AssertDecimalEquals(cc.GetValue(39), 8.79); }