public void ResetsProperly()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = Decimal.ToInt64(data.Value)
};
mfi.Update(tradeBar);
}
Assert.IsTrue(mfi.IsReady);
Assert.IsTrue(mfi.PositiveMoneyFlow.IsReady);
Assert.IsTrue(mfi.NegativeMoneyFlow.IsReady);
Assert.AreNotEqual(mfi.PreviousTypicalPrice, 0.0m);
mfi.Reset();
Assert.AreEqual(mfi.PreviousTypicalPrice, 0.0m);
TestHelper.AssertIndicatorIsInDefaultState(mfi);
TestHelper.AssertIndicatorIsInDefaultState(mfi.PositiveMoneyFlow);
TestHelper.AssertIndicatorIsInDefaultState(mfi.NegativeMoneyFlow);
}
/// <summary>
/// Creates a new MoneyFlowIndex indicator. The indicator will be automatically
/// updated on the given resolution.
/// </summary>
/// <param name="symbol">The symbol whose MFI we want</param>
/// <param name="period">The period over which to compute the MFI</param>
/// <param name="resolution">The resolution</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
/// <returns>The MoneyFlowIndex indicator for the requested symbol over the specified period</returns>
public MoneyFlowIndex MFI(string symbol, int period, Resolution?resolution = null, Func <BaseData, TradeBar> selector = null)
{
var name = CreateIndicatorName(symbol, "MFI" + period, resolution);
var mfi = new MoneyFlowIndex(name, period);
RegisterIndicator(symbol, mfi, resolution, selector);
return(mfi);
}
protected override void OnStart()
{
label = "Colonel V1 " + Symbol.Code + " " + TimeFrame.ToString() + " / ";
_fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
_slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
_SSR = Indicators.GetIndicator <SinewaveSupportResistance>(MarketSeries, Alpha);
_moneyFlow = Indicators.MoneyFlowIndex(MFIPeriod);
_parabolic = Indicators.ParabolicSAR(minaf, maxaf);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
label = "TheMajorV2PSar" + Symbol.Code + " " + TimeFrame.ToString() + " / " + HighOrderTimeFrame.ToString();
tendency = Indicators.GetIndicator <CandlestickTendency>(HighOrderTimeFrame);
index = MarketSeries.Close.Count - 1;
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
_SSR = Indicators.GetIndicator <SinewaveSupportResistance>(MarketSeries, Alpha);
_moneyFlow = Indicators.MoneyFlowIndex(MFIPeriod);
_parabolic = Indicators.ParabolicSAR(minaf, maxaf);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
label = "The Major V3 " + Symbol.Code + " " + TimeFrame.ToString() + " / " + HighOrderTimeFrame.ToString();
tendency = Indicators.GetIndicator <CandlestickTendency>(HighOrderTimeFrame);
index = MarketSeries.Close.Count - 1;
_hmaslow = Indicators.GetIndicator <HMAslow>(SlowPeriods);
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
_SSR = Indicators.GetIndicator <SinewaveSupportResistance>(MarketSeries, Alpha);
_FPP = Indicators.GetIndicator <FiboPivotPointsIntraDay>(MarketSeries, NoPiv, DrawingWidth);
_moneyFlow = Indicators.MoneyFlowIndex(MFIPeriod);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
public void TestTradeBarsWithNoVolume()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBarValue {
Open = data.Value.Value,
Close = data.Value.Value,
High = data.Value.Value,
Low = data.Value.Value,
Volume = 0
};
mfi.Update(DateTime.Now, tradeBar);
}
Assert.AreEqual(mfi.Current.Value, 100.0d);
}
public void TestTradeBarsWithNoVolume()
{
var mfi = new MoneyFlowIndex(3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Price,
Close = data.Price,
High = data.Price,
Low = data.Price,
TimeZone = TimeZone.Utc,
Volume = 0
};
mfi.Update(tradeBar);
}
Assert.Equal(100.0m, mfi.Current.Price);
}
public void ComparesAgainstExternalData()
{
var mfi = new MoneyFlowIndex(20);
TestHelper.TestIndicator(mfi, "spy_mfi.txt", "Money Flow Index 20");
}
protected override void OnStart()
{
// Put your initialization logic here
rsi1 = Indicators.RelativeStrengthIndex(source, period);
mfi1 = Indicators.MoneyFlowIndex(period);
}
