/// <summary>
/// Initializes a new instance of the
/// <see cref="T:ObjectiveTA.Objects.Output.MovingAverageConvergenceDivergence"/> class.
/// </summary>
/// <param name="macd">Macd.</param>
/// <param name="length">Length.</param>
public MovingAverageConvergenceDivergence(double[] macd, int length)
{
this.length = length;
MACD = macd;
macdSignalLine = MovingAverages.EMA(macd, length).MA;
macdHistogram = SubtractArray(MACD, MACDSignalLine);
}
private void SMAPeriod_ValueChanged(object sender, EventArgs e)
{
if (SMAPeriod.Value == 0)
{
chart.ClearSMA();
}
if (SMAPeriod.Value > 0)
{
if (selectedPair == null)
{
MessageBox.Show("Pair is not selected.");
}
else if (SMAPeriod.Value > selectedPair.DeltaValues.Count())
{
MessageBox.Show("maximum value = " + selectedPair.DeltaValues.Count());
}
else
{
chart.SetSMA(
MovingAverages.SMA(selectedPair.DeltaValues.ToArray(), (int)SMAPeriod.Value),
(int)SMAPeriod.Value);
}
}
}
public void WMATest()
{
decimal[] values = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 1, 2, 3, 4, 5 };
try
{
var smaResult = MovingAverages.WMA(values, 0);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period <= 0", ex.Message);
}
try
{
var result = MovingAverages.WMA(values, values.Length + 1);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period > values.Lenght", ex.Message);
}
var wma3Result = MovingAverages.WMA(values, 3);
double[] expectedValues = { 2.33, 3.33, 4.33, 5.33, 6.33, 7.33, 8.33, 4.83, 2.83, 2.33, 3.33, 4.33 };
Assert.AreEqual(expectedValues.Length, wma3Result.Length);
for (int i = 0; i < wma3Result.Length; i++)
{
Assert.AreEqual(expectedValues[i], (double)wma3Result[i], 0.01);
}
}
public void SMATest()
{
decimal[] values = { 1, 3, 5, 7, 9, 2, 4, 6, 8, 11, 13, 15, 24, 46, 68 };
try
{
var smaResult = MovingAverages.SMA(values, 0);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period <= 0", ex.Message);
}
try
{
var result = MovingAverages.SMA(values, values.Length + 1);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period > values.Lenght", ex.Message);
}
var sma5Result = MovingAverages.SMA(values, 5);
decimal[] expectedValues = { 5, 5.2M, 5.4M, 5.6M, 5.8M, 6.2M, 8.4M, 10.6M, 14.2M, 21.8M, 33.2M };
Assert.AreEqual(expectedValues.Length, sma5Result.Length);
for (int i = 0; i < expectedValues.Length; i++)
{
Assert.AreEqual(expectedValues[i], sma5Result[i]);
}
}
public void Update(double[] values, string title, int SMAPeriod = 0)
{
PlotModel.Title = title;
PlotModel.Series.Clear();
AddLineSerie("Δ", OxyColor.Parse("#3399ff"), values, 0);
if (SMAPeriod > 0 && SMAPeriod < values.Length)
{
var SMAValues = MovingAverages.SMA(values, SMAPeriod);
AddLineSerie("SMA", OxyColor.Parse("#FF0000"), SMAValues, SMAPeriod);
}
}
public void VMATest()
{
decimal[] values = { 11, 15, 19, 13, 14, 16, 23, 25, 29, 26, 35, 45 };
long[] volumes = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 };
Assert.AreEqual(true, values.Length == volumes.Length);
try
{
var smaResult = MovingAverages.VMA(values, volumes, 0);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period <= 0", ex.Message);
}
try
{
var smaResult = MovingAverages.VMA(values, new long[] { 1, 3, 5 }, -1);
}
catch (ArgumentException ex)
{
Assert.AreEqual("values.Length != volumes.Length", ex.Message);
}
try
{
var result = MovingAverages.VMA(values, volumes, values.Length + 1);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period > values.Lenght", ex.Message);
}
var sresult = MovingAverages.VMA(values, volumes, 4);
double[] expectedValues = { 15, 14.9285, 15.2777, 17.2272, 20.2692, 23.9333, 25.9411, 29.1052, 34.4285 };
Assert.AreEqual(expectedValues.Length, sresult.Length);
for (int i = 0; i < expectedValues.Length; i++)
{
Assert.AreEqual(expectedValues[i], (double)sresult[i], 0.0001);
}
}
public BollingerBands(CandleStickCollection candleSticks, int period = 20,
double multiplier = 2, PriceSource priceSource = PriceSource.Close)
{
int length = candleSticks.Count - period;
double[] prices = priceSource.GetArrayFromCandleStickCollection(candleSticks);
StandardDeviation standardDeviation;
LowerBand = UpperBand = new double[length];
MiddleBand = MovingAverages.SMA(candleSticks, period, priceSource).MA;
for (int i = 0; i < length; i++)
{
standardDeviation = new StandardDeviation(prices.GetSegment(i, i + period), MiddleBand.GetSegment(i, i + period));
UpperBand[i] = MiddleBand[i] + multiplier * standardDeviation.Value;
LowerBand[i] = MiddleBand[i] - multiplier * standardDeviation.Value;
}
}
public MovingAveragesFixture()
{
this.MovingAverages = new MovingAverages();
}
