public void ComputesCorrectly()
{
var momp = new MomentumPercent(50);
double epsilon = 1e-3;
TestHelper.TestIndicator(momp, "spy_with_roc50.txt", "Rate of Change 50", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, epsilon));
}
/// <summary>
/// Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
/// The indicator will be automatically updated on the given resolution.
/// </summary>
/// <param name="symbol">The symbol whose momentum we want</param>
/// <param name="period">The period over which to compute the momentum</param>
/// <param name="resolution">The resolution</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
/// <returns>The momentum indicator for the requested symbol over the specified period</returns>
public MomentumPercent MOMP(string symbol, int period, Resolution?resolution = null, Func <BaseData, decimal> selector = null)
{
string name = CreateIndicatorName(symbol, "MOMP" + period, resolution);
var momentum = new MomentumPercent(name, period);
RegisterIndicator(symbol, momentum, resolution, selector);
return(momentum);
}
/// <summary>
/// Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
/// The indicator will be automatically updated on the given resolution.
/// </summary>
/// <param name="symbol">The symbol whose momentum we want</param>
/// <param name="period">The period over which to compute the momentum</param>
/// <param name="resolution">The resolution</param>
/// <returns>The momentum indicator for the requested symbol over the specified period</returns>
public MomentumPercent MOMP(string symbol, int period, Resolution?resolution = null)
{
string name = CreateIndicatorName(symbol, "MOMP" + period, resolution);
var momentum = new MomentumPercent(name, period);
RegisterIndicator(symbol, momentum, resolution, x => x.Value);
return(momentum);
}
public void ComputesCorrectly()
{
var momp = new MomentumPercent(50);
double epsilon = 1e-3;
TestHelper.TestIndicator(momp, "spy_with_rocp50.txt", "Rate of Change % 50",
(ind, expected) => ((double)ind.Current.Price).Should().BeApproximately(expected, epsilon));
}
public void ResetsProperly()
{
var momp = new MomentumPercent(50);
foreach (var data in TestHelper.GetDataStream(51))
{
momp.Update(data);
}
Assert.IsTrue(momp.IsReady);
momp.Reset();
TestHelper.AssertIndicatorIsInDefaultState(momp);
}
public void ComputesCorrectly()
{
var delay = new Delay(3);
var sma = new SimpleMovingAverage(3);
var momp = new MomentumPercent(3);
foreach (var data in TestHelper.GetDataStream(4))
{
delay.Update(data);
sma.Update(data);
momp.Update(data);
if (sma == 0m)
{
Assert.AreEqual(0m, momp.Current.Value);
}
else
{
decimal abs = data - delay;
decimal perc = abs / sma;
Assert.AreEqual(perc, momp.Current.Value);
}
}
}
