public void IndicatorsCalculatorChangeIndicatorTest()
{
List <double> changeInd = IndicatorsCalculator.CalcChangeIndicator(smallTestData);
Assert.AreEqual(smallTestData.Count, changeInd.Count);
double delta = 0.0001d;
Assert.AreEqual(double.NaN, changeInd[0]);
Assert.AreEqual(1.0d, changeInd[1], delta); // 100% change (1.0 -> 2.0)
Assert.AreEqual(0.5d, changeInd[2], delta); // 50% change (2.0 -> 3.0)
}
public void IndicatorsCalculatorCalculateWilliamsAccumulationDistributionIndicator()
{
List <double> willamsAccDistInd = IndicatorsCalculator.CalcWilliamsAccumulationDistributionIndicator(high, low, close);
double delta = 0.0001;
Assert.AreEqual(5, willamsAccDistInd.Count);
Assert.AreEqual(0.0d, willamsAccDistInd[0], delta);
Assert.AreEqual(0.2d, willamsAccDistInd[1], delta);
Assert.AreEqual(0.5d, willamsAccDistInd[2], delta);
Assert.AreEqual(1.4d, willamsAccDistInd[3], delta);
Assert.AreEqual(0.8d, willamsAccDistInd[4], delta);
}
public void IndicatorsCalculatorMovingMeanTest()
{
List <double> movingMeanInd = IndicatorsCalculator.CalcMovingMean(smallTestData, 3);
Assert.AreEqual(smallTestData.Count, movingMeanInd.Count);
double delta = 0.0001d;
Assert.AreEqual(double.NaN, movingMeanInd[0]);
Assert.AreEqual(double.NaN, movingMeanInd[1]);
Assert.AreEqual(2.0d, movingMeanInd[2], delta); // (1+2+3)/3 = 2;
Assert.AreEqual(3.0d, movingMeanInd[3], delta); // (2+3+4)/3 = 2;
}
public void IndicatorsCalcChaikinsVolatilityIndex()
{
List <double> ChalkinsVolatility = IndicatorsCalculator.CalcChaikinsVolatilityIndex(high, low, 2);
Assert.AreEqual(ChalkinsVolatility.Count, high.Count);
double delta = 0.0001;
Assert.AreEqual(double.NaN, ChalkinsVolatility[0]);
Assert.AreEqual(double.NaN, ChalkinsVolatility[1]);
Assert.AreEqual(-0.325d, ChalkinsVolatility[2], delta);
Assert.AreEqual(0.10294d, ChalkinsVolatility[3], delta);
Assert.AreEqual(0.36111d, ChalkinsVolatility[4], delta);
}
public void IndicatorsCalculatorCalcAMinusB()
{
List <double> c = IndicatorsCalculator.CalcAMinusB(high, low);
Assert.AreEqual(high.Count, c.Count);
double delta = 0.0001;
Assert.AreEqual(1.0d, c[0], delta);
Assert.AreEqual(0.7d, c[1], delta);
Assert.AreEqual(0.5d, c[2], delta);
Assert.AreEqual(1.2d, c[3], delta);
Assert.AreEqual(0.9d, c[4], delta);
}
public void IndicatorsCalculatorCalcaulatePercentRIndicator()
{
int n = 5;
List <double> percRInd = IndicatorsCalculator.CalcPercentRIndicator(high, low, close, n);
Assert.AreEqual(high.Count, percRInd.Count);
for (int i = 0; i < n - 1; i++)
{
Assert.AreEqual(double.NaN, percRInd[i]);
}
// %R = (MAX(H,n) - C)/(MAX(H,n) - MIN(L,n))
Assert.AreEqual((4.4d - 3.8d) / (4.4d - 3.0d), percRInd[4]);
}
public void IndicatorsCalculatorCalcExponentalMovingAverageModified()
{
List <double> EMA = IndicatorsCalculator.CalcExponentalMovingAverageModified(smallTestData, 2);
Assert.AreEqual(smallTestData.Count, EMA.Count);
double delta = 0.0001;
Assert.AreEqual(1.0d, EMA[0], delta);
Assert.AreEqual(1.5d, EMA[1], delta);
Assert.AreEqual(2.25d, EMA[2], delta);
Assert.AreEqual(3.125d, EMA[3], delta);
Assert.AreEqual(4.0625d, EMA[4], delta);
Assert.AreEqual(5.03125d, EMA[5], delta);
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.WriteLine("Usage: turtles-buy symbols.txt");
return;
}
var headers = new string[] {
"Valor", "Riesgo", "Precio de compra", "ATR", "Precio de salida", "# de acciones", "Cash necesario"
};
Console.WriteLine(string.Join("\t", headers));
var symbols = File.ReadAllLines(args[0]).Where(line => !string.IsNullOrEmpty(line)).Select(line => line.Trim());
var i = 2;
foreach (var symbol in symbols)
{
var dataProvider = new YahooFinanceProvider();
var indicators = new IndicatorsCalculator(dataProvider);
var max = indicators.MaxLast10YearsAsync(symbol);
Thread.Sleep(1000);
var atr = indicators.CalculateAtrAsync(symbol);
Thread.Sleep(1000);
var tr = indicators.CalculateTrAsync(symbol);
Thread.Sleep(1000);
var maxRounded = Math.Round(max.Result, 2);
var atrRounded = Math.Round(atr.Result.Last(), 2);
var maxWithCommas = maxRounded.ToString().Replace('.', ',');
var atrWithCommas = atrRounded.ToString().Replace('.', ',');
Console.Write(symbol); Console.Write("\t");
Console.Write(200); Console.Write("\t");
Console.Write(maxWithCommas); Console.Write("\t");
Console.Write(atrWithCommas); Console.Write("\t");
Console.Write($"=C{i}-D{i}"); Console.Write("\t");
Console.Write($"=FLOOR(B{i}/D{i})"); Console.Write("\t");
Console.Write($"=C{i}*F{i}"); Console.WriteLine("");
i++;
}
}
static void Main(string[] args)
{
if (args.Length < 1)
{
Console.WriteLine("Usage: turtles-add symbol1");
return;
}
var symbol = args[0];
var dataProvider = new YahooFinanceProvider();
var indicators = new IndicatorsCalculator(dataProvider);
var min = indicators.MinLast20DaysAsync(symbol).Result;
Console.WriteLine($"The minimum for the last 4 weeks for {symbol} is {min}");
}
public void IndicatorsCalculatorCalcaulatePercentRIndicatorModified()
{
int n = 5;
List <double> percRIndMod = IndicatorsCalculator.CalcPercentRIndicatorModified(high, low, close, n);
Assert.AreEqual(high.Count, percRIndMod.Count);
for (int i = 0; i < n - 1; i++)
{
Assert.AreEqual(double.NaN, percRIndMod[i]);
}
double delta = 0.0001;
// %R = (C - MIN(L,n))/(MAX(H,n) - MIN(L,n))
Assert.AreEqual((3.8d - 3.0d) / (4.4d - 3.0d), percRIndMod[4], delta);
}
