public void Indicators_Make_ATR_values()
{
List <Bar> bars = new List <Bar>();
bars.Add(new Bar(new DateTime(2013, 10, 11, 0, 0, 0), 148630, 149220, 148600, 149140, 35));
bars.Add(new Bar(new DateTime(2013, 10, 11, 11, 0, 0), 149170, 149310, 148380, 148800, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 12, 0, 0), 148800, 148810, 147470, 147900, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 13, 0, 0), 147910, 148370, 147800, 148250, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 14, 0, 0), 148240, 148340, 147920, 148130, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 15, 0, 0), 148110, 148290, 148000, 148260, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 16, 0, 0), 148260, 148260, 147940, 147980, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 17, 0, 0), 147990, 148110, 147670, 147680, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 18, 0, 0), 147680, 147940, 147110, 147920, 38));
bars.Add(new Bar(new DateTime(2013, 10, 11, 19, 0, 0), 147920, 148030, 147550, 147810, 38));
IEnumerable <double> result = ATR.Values(bars, 5);
Assert.AreEqual(0, result.ElementAt(0));
Assert.AreEqual(0, result.ElementAt(1));
Assert.AreEqual(0, result.ElementAt(2));
Assert.AreEqual(0, result.ElementAt(3));
Assert.AreEqual(776, result.ElementAt(4));
Assert.AreEqual(710, result.ElementAt(5));
Assert.AreEqual(588, result.ElementAt(6));
Assert.AreEqual(408, result.ElementAt(7));
Assert.AreEqual(460, result.ElementAt(8));
Assert.AreEqual(472, result.ElementAt(9));
}
