/// <summary>
/// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE.
/// </summary>
protected override void OnStart()
{
// TRADE MANAGER DECLERATION
//tm = new TradeManager(this);
// INSTANTIATE THE INDICATORS
VindIchi = Indicators.IchimokuKinkoHyo(9, KijunSen, 52);
VchaikinMF = Indicators.ChaikinMoneyFlow(ChaikinPeriod);
// CUSTOM INDICATORS
Vosma = Indicators.GetIndicator <OSMA>(OsMAShort, OsMALong, OsMASignal);
Vatr = Indicators.GetIndicator <AverageTrueRange>(ATRFast, ATRSlow);
}
public void TestDivByZero()
{
var cmf = new ChaikinMoneyFlow("CMF", 3);
foreach (var data in TestHelper.GetDataStream(4))
{
// Should handle High = Low case by returning 0m.
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = 1,
Low = 1,
Volume = 1
};
cmf.Update(tradeBar);
}
Assert.AreEqual(cmf.Current.Value, 0m);
}
public void TestTradeBarsWithNoVolume()
{
// As volume is a multiplier in numerator, should return default value 0m.
var cmf = new ChaikinMoneyFlow("CMF", 3);
foreach (var data in TestHelper.GetDataStream(4))
{
var tradeBar = new TradeBar
{
Open = data.Value,
Close = data.Value,
High = data.Value,
Low = data.Value,
Volume = 0
};
cmf.Update(tradeBar);
}
Assert.AreEqual(cmf.Current.Value, 0m);
}
