public void GetValue()
{
IList <Tick> ticks = new List <Tick>();
ticks.Add(GenerateTick.From(0, 0, 10, 2));
ticks.Add(GenerateTick.From(0, 0, 12, 2));
ticks.Add(GenerateTick.From(0, 0, 15, 2));
var series = GenerateTimeSeries.From(ticks);
var dm = new DirectionalMovementIndicator(series, 3);
TaTestsUtils.AssertDecimalEquals(dm.GetValue(0), 0);
var dup = (2d / 3 + 2d / 3) / (2d / 3 + 12d / 3);
var ddown = (2d / 3) / (2d / 3 + 12d / 3);
TaTestsUtils.AssertDecimalEquals(dm.GetValue(1), (dup - ddown) / (dup + ddown) * 100d);
dup = ((2d / 3 + 2d / 3) * 2d / 3 + 1) / ((2d / 3 + 12d / 3) * 2d / 3 + 15d / 3);
ddown = (4d / 9) / ((2d / 3 + 12d / 3) * 2d / 3 + 15d / 3);
TaTestsUtils.AssertDecimalEquals(dm.GetValue(2), (dup - ddown) / (dup + ddown) * 100d);
}
public AverageDirectionalMovementIndicator(TimeSeries series, int timeFrame) : base(series)
{
_timeFrame = timeFrame;
_dm = new DirectionalMovementIndicator(series, timeFrame);
}
