public void ComparesWithExternalDataLowerBand()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
TestHelper.TestIndicator(kch, "spy_with_keltner.csv", "Keltner Channels 20 Bottom",
(ind, expected) => Assert.AreEqual(expected, (double)((KeltnerChannels)ind).LowerBand.Current.Value, 1e-3));
}
public void ComparesWithExternalDataUpperBand()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
TestHelper.TestIndicator(kch, "spy_with_keltner.csv", "Keltner Channels 20 Top",
(ind, expected) => ((double)((KeltnerChannels)ind).UpperBand.Current.Price).Should()
.BeApproximately(expected, 1e-3));
}
protected override void Initialize()
{
MacD = Indicators.MacdHistogram(LngCycle, ShrtCycle, SigPeriod);
// Initialize keltner Channels
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods);
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods);
Klt = Indicators.KeltnerChannels(Klt_Periods, MovingAverageType.Exponential, Klt_ATR_Periods, MovingAverageType.Simple, Klt_stdDev);
bb = Indicators.BollingerBands(bb_Source, bb_Periods, bb_stdDev, MovingAverageType.Simple);
}
//public IndicatorDataSeries bb_main { get; set; }
//[Output("4", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)]
//public IndicatorDataSeries bb_top { get; set; }
//[Output("5", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)]
//public IndicatorDataSeries bb_bottom { get; set; }
//public IndicatorDataSeries bb_bottom;
//////////////////////////////////
protected override void Initialize()
{
MacD_Series = MarketData.GetSeries(MacD_TF);
// Initialize keltner Channels
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods);
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods);
MacD = Indicators.MacdHistogram(MacD_Series.Close, LngCycle, ShrtCycle, SigPeriod);
Klt = Indicators.KeltnerChannels(20, MovingAverageType.Exponential, 10, MovingAverageType.Simple, 1.5);
bb = Indicators.BollingerBands(bb_Source, 20, 2.0, MovingAverageType.Simple);
//form1 = new System.Windows.Forms.Form();
}
protected override void OnStart()
{
Positions.Closed += OnPositionClosed;
Positions.Opened += OnPositionOpened;
startingBalance = Account.Balance;
streakTrades = 0;
startTime = Server.Time;
avgTimes = new List <int>();
avgTrades = new List <int>();
keltner = Indicators.KeltnerChannels(maPeriod, MovingAverageType.Weighted, maPeriod, MovingAverageType.Weighted, bandDistance);
brokenTop = false;
brokenBottom = false;
}
//////////////////////////////////
protected override void Initialize()
{
Squeeze = theBullet[Draw_String];
ECO = CreateDataSeries();
CO_Series = CreateDataSeries();
HL_Series = CreateDataSeries();
EMA_CO = Indicators.ExponentialMovingAverage(CO_Series, Interval_1);
EMA_CO_S = Indicators.ExponentialMovingAverage(EMA_CO.Result, Interval_2);
EMA_HL = Indicators.ExponentialMovingAverage(HL_Series, Interval_1);
EMA_HL_S = Indicators.ExponentialMovingAverage(EMA_HL.Result, Interval_2);
Klt = Indicators.KeltnerChannels(Klt_Periods, MovingAverageType.Exponential, Klt_ATR_Periods, MovingAverageType.Simple, Klt_stdDev);
bb = Indicators.BollingerBands(bb_Source, bb_Periods, bb_stdDev, MovingAverageType.Simple);
}
public void ResetsProperly()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_keltner.csv", false))
{
kch.Update(data);
}
Assert.True(kch.IsReady);
Assert.True(kch.UpperBand.IsReady);
Assert.True(kch.LowerBand.IsReady);
Assert.True(kch.MiddleBand.IsReady);
Assert.True(kch.AverageTrueRange.IsReady);
kch.Reset();
TestHelper.AssertIndicatorIsInDefaultState(kch);
TestHelper.AssertIndicatorIsInDefaultState(kch.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.AverageTrueRange);
}
