public void PrimaryOutputIsFastStochProperty()
{
var stochastics = new Stochastic("sto", 12, 3, 5);
TestHelper.TestIndicator(stochastics, "spy_with_stoch12k3.txt", "Stochastics 12 %K 3",
(ind, expected) => Assert.AreEqual((double) ((Stochastic) ind).FastStoch.Current.Value, ind.Current.Value)
);
}
public void ComparesAgainstExternalDataOnStochasticsD()
{
var stochastics = new Stochastic("sto", 12, 3, 5);
const double epsilon = 1e-3;
TestHelper.TestIndicator(stochastics, "spy_with_stoch12k3.txt", "%D 5",
(ind, expected) => Assert.AreEqual(expected, (double) ((Stochastic) ind).StochD.Current.Value, epsilon)
);
}
public SchaffTrendCycle(string name, int fastPeriod, int slowPeriod, int signalPeriod, decimal factor = 0.5m, MovingAverageType movingAverageType = MovingAverageType.Exponential) : base(name)
{
_macd = new MovingAverageConvergenceDivergence(name + "_MACD", fastPeriod, slowPeriod, signalPeriod, movingAverageType);
_frac1 = new Stochastic(name + "Frac1", 10, 10, 10);
_frac2 = new Stochastic(name + "Frac2", 10, 10, 10);
_pf = new Identity(name + "_PF");
_pff = new Identity(name + "_PFF");
_factor = factor;
}
public void HandlesEqualMinAndMax()
{
var reference = new DateTime(2015, 09, 01);
var stochastics = new Stochastic("sto", 2, 2, 2);
for (int i = 0; i < 4; i++)
{
var bar = new TradeBar{Time = reference.AddSeconds(i)};
bar.Open = bar.Close = bar.High = bar.Low = bar.Volume = 1;
stochastics.Update(bar);
Assert.AreEqual(0m, stochastics.Current.Value);
}
}
public void ResetsProperly()
{
var stochastics = new Stochastic("sto", 12, 3, 5);
foreach (var bar in TestHelper.GetTradeBarStream("spy_with_stoch12k3.txt", false))
{
stochastics.Update(bar);
}
Assert.IsTrue(stochastics.IsReady);
Assert.IsTrue(stochastics.FastStoch.IsReady);
Assert.IsTrue(stochastics.StochK.IsReady);
Assert.IsTrue(stochastics.StochD.IsReady);
stochastics.Reset();
TestHelper.AssertIndicatorIsInDefaultState(stochastics);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.FastStoch);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochK);
TestHelper.AssertIndicatorIsInDefaultState(stochastics.StochD);
}
public SchaffTrendCycle(string name, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType movingAverageType) : base(name)
{
_macd = new MovingAverageConvergenceDivergence(name + "_MACD", fastPeriod, slowPeriod, signalPeriod, movingAverageType);
_frac1 = new Stochastic(name + "Frac1", 10, 10, 10);
_frac2 = new Stochastic(name + "Frac2", 10, 10, 10);
}