public void PositiveDirectionalMovement()
{
var yesterdayTick = GenerateTick.From(0, 0, 6, 6);
var todayTick = GenerateTick.From(0, 0, 12, 4);
IList <Tick> ticks = new List <Tick>();
ticks.Add(yesterdayTick);
ticks.Add(todayTick);
var series = GenerateTimeSeries.From(ticks);
var dup = new DirectionalMovementUpIndicator(series);
TaTestsUtils.AssertDecimalEquals(dup.GetValue(1), 6);
}
protected override Decimal Calculate(int index)
{
if (index == 0)
{
return(Decimal.One);
}
var nbPeriods = Decimal.ValueOf(_timeFrame);
var nbPeriodsMinusOne = Decimal.ValueOf(_timeFrame - 1);
return(GetValue(index - 1).MultipliedBy(nbPeriodsMinusOne).DividedBy(nbPeriods).Plus(_dmup.GetValue(index).DividedBy(nbPeriods)));
}