// STARC BANDS
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <StarcBandsResult> GetStarcBands <TQuote>(
this IEnumerable <TQuote> quotes,
int smaPeriods = 20,
decimal multiplier = 2,
int atrPeriods = 10)
where TQuote : IQuote
{
// check parameter arguments
ValidateStarcBands(smaPeriods, multiplier, atrPeriods);
// initialize
List <AtrResult> atrResults = GetAtr(quotes, atrPeriods).ToList();
List <StarcBandsResult> results = GetSma(quotes, smaPeriods)
.Select(x => new StarcBandsResult
{
Date = x.Date,
Centerline = x.Sma
})
.ToList();
int lookbackPeriods = Math.Max(smaPeriods, atrPeriods);
// roll through quotes
for (int i = lookbackPeriods - 1; i < results.Count; i++)
{
StarcBandsResult r = results[i];
AtrResult a = atrResults[i];
r.UpperBand = r.Centerline + (multiplier * a.Atr);
r.LowerBand = r.Centerline - (multiplier * a.Atr);
}
return(results);
}
public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = History.GetHistoryLong(200 + qty);
IEnumerable <StarcBandsResult> r = Indicator.GetStarcBands(h, 100);
StarcBandsResult l = r.LastOrDefault();
Console.WriteLine("STARC UPPER on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.UpperBand);
}
}
public void StarcBands()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(10 + qty);
IEnumerable <StarcBandsResult> r = quotes.GetStarcBands(20);
StarcBandsResult l = r.LastOrDefault();
Console.WriteLine(
"STARC UPPER on {0:d} with {1,4} periods: {2:N8}",
l.Date, quotes.Count(), l.UpperBand);
}
}
public void Standard()
{
int smaPeriods = 20;
int multiplier = 2;
int atrPeriods = 14;
int lookbackPeriods = Math.Max(smaPeriods, atrPeriods);
List <StarcBandsResult> results =
quotes.GetStarcBands(smaPeriods, multiplier, atrPeriods)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(483, results.Where(x => x.Centerline != null).Count());
Assert.AreEqual(483, results.Where(x => x.UpperBand != null).Count());
Assert.AreEqual(483, results.Where(x => x.LowerBand != null).Count());
// sample value
StarcBandsResult r1 = results[18];
Assert.AreEqual(null, r1.Centerline);
Assert.AreEqual(null, r1.UpperBand);
Assert.AreEqual(null, r1.LowerBand);
StarcBandsResult r2 = results[19];
Assert.AreEqual(214.5250m, Math.Round((decimal)r2.Centerline, 4));
Assert.AreEqual(217.2831m, Math.Round((decimal)r2.UpperBand, 4));
Assert.AreEqual(211.7669m, Math.Round((decimal)r2.LowerBand, 4));
StarcBandsResult r3 = results[249];
Assert.AreEqual(255.5500m, Math.Round((decimal)r3.Centerline, 4));
Assert.AreEqual(258.2261m, Math.Round((decimal)r3.UpperBand, 4));
Assert.AreEqual(252.8739m, Math.Round((decimal)r3.LowerBand, 4));
StarcBandsResult r4 = results[485];
Assert.AreEqual(265.4855m, Math.Round((decimal)r4.Centerline, 4));
Assert.AreEqual(275.1161m, Math.Round((decimal)r4.UpperBand, 4));
Assert.AreEqual(255.8549m, Math.Round((decimal)r4.LowerBand, 4));
StarcBandsResult r5 = results[501];
Assert.AreEqual(251.8600m, Math.Round((decimal)r5.Centerline, 4));
Assert.AreEqual(264.1595m, Math.Round((decimal)r5.UpperBand, 4));
Assert.AreEqual(239.5605m, Math.Round((decimal)r5.LowerBand, 4));
}
public void Removed()
{
int smaPeriods = 20;
int multiplier = 2;
int atrPeriods = 14;
int lookbackPeriods = Math.Max(smaPeriods, atrPeriods);
List <StarcBandsResult> results =
quotes.GetStarcBands(smaPeriods, multiplier, atrPeriods)
.RemoveWarmupPeriods()
.ToList();
// assertions
Assert.AreEqual(502 - (lookbackPeriods + 150), results.Count);
StarcBandsResult last = results.LastOrDefault();
Assert.AreEqual(251.8600m, Math.Round((decimal)last.Centerline, 4));
Assert.AreEqual(264.1595m, Math.Round((decimal)last.UpperBand, 4));
Assert.AreEqual(239.5605m, Math.Round((decimal)last.LowerBand, 4));
}
