public RollingBB(string name)
: base(name)
{
BB = new BollingerBands(20, 2, MovingAverageType.Exponential);
WarmUpPeriod = 20 * 2;
LB = new RollingWindow <decimal>(20);
UB = new RollingWindow <decimal>(20);
}
public void ResetsProperly()
{
var bb = new BollingerBands(2, 2m);
bb.Update(DateTime.Today, 1m);
Assert.IsFalse(bb.IsReady);
bb.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsTrue(bb.IsReady);
Assert.IsTrue(bb.StandardDeviation.IsReady);
Assert.IsTrue(bb.LowerBand.IsReady);
Assert.IsTrue(bb.MiddleBand.IsReady);
Assert.IsTrue(bb.UpperBand.IsReady);
bb.Reset();
TestHelper.AssertIndicatorIsInDefaultState(bb);
TestHelper.AssertIndicatorIsInDefaultState(bb.StandardDeviation);
TestHelper.AssertIndicatorIsInDefaultState(bb.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.MiddleBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.UpperBand);
}
public void ComparesWithExternalDataLowerBand()
{
var bb = new BollingerBands(20, 2.0m, MovingAverageType.Simple);
TestHelper.TestIndicator(bb, "spy_bollinger_bands.txt", "Bollinger Bands® 20 2 Bottom", (BollingerBands ind) => (double)ind.LowerBand.Current.Value);
}