/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_TRIN(DataSeries ds, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries advancingVolume = market.AdvancingVolume;
DataSeries decliningVolume = market.DecliningVolume;
DataSeries result1 = advancingIssues / decliningIssues;
DataSeries result2 = advancingVolume / decliningVolume;
DataSeries result3 = result1 / result2;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
{
this[i] = result3[j];
}
}
public void SignalSeriesTest()
{
//application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day),"SSI");
application.MarketData stockData = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"));
DataSeries ds = null; // TODO: Initialize to an appropriate value
double fastPeriod = 12;
double slowPeriod = 26;
double signalPeriod = 9;
string name = string.Empty; // TODO: Initialize to an appropriate value
MACD target = new MACD(ds, fastPeriod, slowPeriod, signalPeriod, name); // TODO: Initialize to an appropriate value
DataSeries actual;
actual = target.SignalSeries;
Assert.Inconclusive("Verify the correctness of this test method.");
}
public void SignalSeriesTest()
{
//application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day),"SSI");
application.MarketData stockData = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"));
DataSeries ds = null; // TODO: Initialize to an appropriate value
double fastPeriod = 12;
double slowPeriod = 26;
double signalPeriod = 9;
string name = string.Empty; // TODO: Initialize to an appropriate value
MACD target = new MACD(ds, fastPeriod, slowPeriod, signalPeriod, name); // TODO: Initialize to an appropriate value
DataSeries actual;
actual = target.SignalSeries;
Assert.Inconclusive("Verify the correctness of this test method.");
}
/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_TRIN(DataSeries ds, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries advancingVolume = market.AdvancingVolume;
DataSeries decliningVolume = market.DecliningVolume;
DataSeries result1 = advancingIssues / decliningIssues;
DataSeries result2 = advancingVolume / decliningVolume;
DataSeries result3 = result1 / result2;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
this[i] = result3[j];
}
/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_BreadthTrust(DataSeries ds, double period, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries emaAdvancingIssues = Indicators.EMA.Series(advancingIssues, period, "emaAdvancingIssues");
DataSeries emaTotalIssues = Indicators.EMA.Series(advancingIssues + decliningIssues, period, "emaTotalIssues");
DataSeries result3 = emaAdvancingIssues / emaTotalIssues;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
{
this[i] = result3[j];
}
}
/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_BreadthTrust(DataSeries ds,double period, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries emaAdvancingIssues = Indicators.EMA.Series(advancingIssues, period, "emaAdvancingIssues");
DataSeries emaTotalIssues = Indicators.EMA.Series(advancingIssues + decliningIssues, period, "emaTotalIssues");
DataSeries result3 = emaAdvancingIssues /emaTotalIssues;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
this[i] = result3[j] * 100;
}