protected override void OnStart() { //ema = Indicators.ExponentialMovingAverage(MarketSeries.Close, period); ar = Indicators.Aroon(period); Positions.Opened += PositionsOnOpened; Positions.Closed += PositionsOnClosed; }
public async Task TestAroonAsync() { var equity = await ImportCandlesAsync(); var candles = new Aroon(equity, 25); var result = candles[equity.Count - 1]; Assert.IsTrue(96.0m.IsApproximatelyEquals(result.Up.Value)); Assert.IsTrue(8.0m.IsApproximatelyEquals(result.Down.Value)); }
public async Task TestAroonAsync() { var equity = await ImportEquityAsync(); var indicator = new Aroon(equity, 25); var result = indicator.ComputeByIndex(equity.Count - 1); Assert.IsTrue(96.0m.IsApproximatelyEquals(result.Up.Value)); Assert.IsTrue(8.0m.IsApproximatelyEquals(result.Down.Value)); }
public void Aroon() { Aroon aroon = new Aroon(5); aroon.Load(Directory.GetCurrentDirectory() + "\\table.csv"); AroonSerie serie = aroon.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.Down.Count > 0); Assert.IsTrue(serie.Up.Count > 0); }
public void Aroon() { Aroon aroon = new Aroon(5); aroon.Load(OhlcList); AroonSerie serie = aroon.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.Down.Count > 0); Assert.IsTrue(serie.Up.Count > 0); }
public void Aroon() { Aroon aroon = new Aroon(5); aroon.Load(csvPath); AroonSerie serie = aroon.Calculate(); Assert.NotNull(serie); Assert.True(serie.Down.Count > 0); Assert.True(serie.Up.Count > 0); }
protected override void OnStart() { ar = Indicators.Aroon(aroonPeriod); Positions.Opened += PositionsOnOpened; Positions.Closed += PositionsOnClosed; }
protected override void Initialize() { aroonhorn = Indicators.Aroon(Period); }
public static IObservable <double> Aroon(this IObservable <double> source, Aroon type, uint period) { return((type == rx.Aroon.Down) ? source.AroonDown_V2(period) : source.AroonUp_V2(period)); }
/// <summary> /// Initialize test /// </summary> public TestIndicatorAroon() { DataStream stream = new OHLCBarStream(new ForexSecurity("EURUSD"), BarInterval.FiveMin); _sut = new Quantler.Indicators.Aroon(Period, stream.DefaultInterval, stream); }