public void ComputesCorrectly()
{
var mom = new Momentum(5);
foreach (var data in TestHelper.GetDataStream(5))
{
mom.Update(data);
Assert.AreEqual(data.Value, mom.Current.Value);
}
}
public void ComputesCorrectly()
{
var mom = new Momentum(5);
foreach (var data in TestHelper.GetDataStream(5))
{
mom.Update(data);
Assert.AreEqual(data.Value, mom.Current.Value);
}
}
public void WarmsUpProperly()
{
var mom = new Momentum(5);
var period = ((IIndicatorWarmUpPeriodProvider)mom).WarmUpPeriod;
var dataStream = TestHelper.GetDataStream(period).ToArray();
for (var i = 0; i < period; i++)
{
mom.Update(dataStream[i]);
Assert.AreEqual(i == period - 1, mom.IsReady);
}
}
public void ResetsProperly()
{
var mom = new Momentum(5);
foreach (var data in TestHelper.GetDataStream(6))
{
mom.Update(data);
}
Assert.IsTrue(mom.IsReady);
mom.Reset();
TestHelper.AssertIndicatorIsInDefaultState(mom);
}
public void ResetsProperly()
{
var mom = new Momentum(5);
foreach (var data in TestHelper.GetDataStream(6))
{
mom.Update(data);
}
Assert.IsTrue(mom.IsReady);
mom.Reset();
TestHelper.AssertIndicatorIsInDefaultState(mom);
}
private void DrawMomentum(Graphics graphics, DrawF draw)
{
ArrayList history = new ArrayList();
PointF2D point = new PointF2D(-4.0f, 2.0f);
Function2 fun = new Function2();
Momentum optimizer = new Momentum(0.07f, 0.9f);
for (int index = 0; index < 30; index++)
{
PointF2D xyPoint = draw.getBlockPoint(point.X, point.Y);
history.Add(xyPoint);
PointF2D diff = fun.DiffFormula(point.X, point.Y);
optimizer.Update(point, diff);
}
PointF2D prePoint = ((PointF2D)history[0]);
for (int index = 0; index < 30; index++)
{
draw.drawPoint(graphics, Brushes.Blue, ((PointF2D)history[index]));
draw.drawLine(graphics, prePoint, ((PointF2D)history[index]));
prePoint = ((PointF2D)history[index]);
}
}
public Sig10Strategy(SecurityHolding sym, Indicator priceIdentity, int trendPeriod, decimal lossThreshhold, decimal tolerance, decimal revertPct)
{
trendArray = new decimal[trendPeriod + 1]; // initialized to 0. Add a period for Deserialize to make IsReady true
symbol = sym.Symbol;
_holding = sym;
_price = priceIdentity;
_period = trendPeriod;
_lossThreshhold = lossThreshhold;
_tolerance = tolerance;
RevPct = revertPct;
Trend = new InstantaneousTrend(sym.Symbol.Value, 7, .24m).Of(priceIdentity);
TrendMomentum = new Momentum(2).Of(Trend);
MomentumWindow = new RollingWindow<decimal>(2);
ActualSignal = OrderSignal.doNothing;
Trend.Updated += (object sender, IndicatorDataPoint updated) =>
{
Barcount++;
UpdateTrendArray(Trend.Current.Value);
nTrig = Trend.Current.Value;
if (Trend.IsReady)
{
TrendMomentum.Update(Trend.Current);
}
if (TrendMomentum.IsReady)
MomentumWindow.Add(TrendMomentum.Current.Value);
if (MomentumWindow.IsReady)
CheckSignal();
};
}
