public RollingBB(string name) : base(name) { BB = new BollingerBands(20, 2, MovingAverageType.Exponential); WarmUpPeriod = 20 * 2; LB = new RollingWindow <decimal>(20); UB = new RollingWindow <decimal>(20); }
public void ResetsProperly() { var bb = new BollingerBands(2, 2m); bb.Update(DateTime.Today, 1m); Assert.IsFalse(bb.IsReady); bb.Update(DateTime.Today.AddSeconds(1), 2m); Assert.IsTrue(bb.IsReady); Assert.IsTrue(bb.StandardDeviation.IsReady); Assert.IsTrue(bb.LowerBand.IsReady); Assert.IsTrue(bb.MiddleBand.IsReady); Assert.IsTrue(bb.UpperBand.IsReady); bb.Reset(); TestHelper.AssertIndicatorIsInDefaultState(bb); TestHelper.AssertIndicatorIsInDefaultState(bb.StandardDeviation); TestHelper.AssertIndicatorIsInDefaultState(bb.LowerBand); TestHelper.AssertIndicatorIsInDefaultState(bb.MiddleBand); TestHelper.AssertIndicatorIsInDefaultState(bb.UpperBand); }
public void ComparesWithExternalDataLowerBand() { var bb = new BollingerBands(20, 2.0m, MovingAverageType.Simple); TestHelper.TestIndicator(bb, "spy_bollinger_bands.txt", "Bollinger BandsĀ® 20 2 Bottom", (BollingerBands ind) => (double)ind.LowerBand.Current.Value); }