public void testCalcTwice()
{
indicator = new EWMA(values, 1);
addPoint(0, 0);
values.set(0);
AreEqual(0, indicator[0]);
}
public RSI(Spud <double> values, int halfLife) : base(values.manager)
{
this.values = dependsOn(values);
upChanges = new RootSpud <double>(manager);
dnChanges = new RootSpud <double>(manager);
upAverage = new EWMA(upChanges, halfLife);
dnAverage = new EWMA(dnChanges, halfLife);
}
public void testEWMA()
{
indicator = new EWMA(values, 1);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(0, 0);
addPoint(1, 0.5);
addPoint(0, 0.25);
addPoint(1, 0.625);
}
public void testEWMAJeff()
{
indicator = new EWMA(values, 3);
Bombs(() => O.info(indicator[0] + ""), "uninitialized");
addPoint(1, 1);
addPoint(0, 0.79370052598409979);
addPoint(0, 0.62996052494743671);
addPoint(0, 0.50000000000000011);
}
public EWAcf(Spud <double> values, double halfLife, int lag) : base(values.manager)
{
variance = dependsOn(new EWMA(new Product(values, values), halfLife));
covariance = dependsOn(new EWMA(new Product(values, values.lagged(lag)), halfLife));
}
