protected override Decimal Calculate(int index)
{
var emaEma = new EmaIndicator(_ema, _timeFrame);
var emaEmaEma = new EmaIndicator(emaEma, _timeFrame);
return(Decimal.Three.MultipliedBy(_ema.GetValue(index).Minus(emaEma.GetValue(index))).Plus(emaEmaEma.GetValue(index)));
}
public void EmaUsingTimeFrame10UsingClosePrice()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 10);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(9), 63.6536);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(10), 63.2312);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(11), 62.9182);
}
public PpoIndicator(IIndicator <Decimal> indicator, int shortTimeFrame, int longTimeFrame) : base(indicator)
{
if (shortTimeFrame > longTimeFrame)
{
throw new ArgumentException("Long term period count must be greater than short term period count");
}
_shortTermEma = new EmaIndicator(indicator, shortTimeFrame);
_longTermEma = new EmaIndicator(indicator, longTimeFrame);
}
/// <summary>
/// Constructor. </summary>
/// <param name="series"> the time series </param>
/// <param name="emaTimeFrame"> the time frame for EMAs (usually 9) </param>
/// <param name="timeFrame"> the time frame </param>
public MassIndexIndicator(TimeSeries series, int emaTimeFrame, int timeFrame) : base(series)
{
IIndicator <Decimal> highLowDifferential = new DifferenceIndicator(new MaxPriceIndicator(series), new MinPriceIndicator(series)
);
_singleEma = new EmaIndicator(highLowDifferential, emaTimeFrame);
_doubleEma = new EmaIndicator(_singleEma, emaTimeFrame); // Not the same formula as DoubleEMAIndicator
_timeFrame = timeFrame;
}
public void ValuesLessThanTimeFrameMustBeEqualsToSmaValues()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 10);
var sma = new SmaIndicator(new ClosePriceIndicator(_data), 10);
for (var i = 0; i < 9; i++)
{
Assert.AreEqual(sma.GetValue(i), ema.GetValue(i));
}
}
public void StackOverflowError()
{
IList <Tick> bigListOfTicks = new List <Tick>();
for (var i = 0; i < 10000; i++)
{
bigListOfTicks.Add(GenerateTick.From(i));
}
var bigSeries = GenerateTimeSeries.From(bigListOfTicks);
var closePrice = new ClosePriceIndicator(bigSeries);
var ema = new EmaIndicator(closePrice, 10);
// If a StackOverflowError is thrown here, then the RecursiveCachedIndicator
// does not work as intended.
TaTestsUtils.AssertDecimalEquals(ema.GetValue(9999), 9994.5);
}
public TripleEmaIndicator(IIndicator <Decimal> indicator, int timeFrame) : base(indicator)
{
_timeFrame = timeFrame;
_ema = new EmaIndicator(indicator, timeFrame);
}
public void EmaFirstValueShouldBeEqualsToFirstDataValue()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 1);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(0), "64.75");
}
public KeltnerChannelMiddleIndicator(IIndicator <Decimal> indicator, int timeFrameEma) : base(indicator)
{
_emaIndicator = new EmaIndicator(indicator, timeFrameEma);
}
