protected override decimal ComputeNextValue(TradeBar input)
{
_macd.Update(input.EndTime, input.Close);
if (!IsReady)
{
return(0m);
}
var macdBar = new TradeBar
{
EndTime = input.EndTime,
Close = _macd
};
_frac1.Update(macdBar);
var pfBar = new TradeBar
{
EndTime = input.EndTime,
Close = _frac1
};
_frac2.Update(pfBar);
return(_frac2.StochD);
}
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);
}
}
protected override decimal ComputeNextValue(IBaseDataBar input)
{
_macd.Update(input.EndTime, input.Close);
if (!_macd.IsReady)
{
return(0m);
}
var macdBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = _macd,
High = _macd,
Low = _macd,
Close = _macd
};
_frac1.Update(macdBar);
if (!_frac1.IsReady)
{
return(0m);
}
var pf = _pf.IsReady ? _pf + (_factor * (_frac1.FastStoch - _pf)) : _frac1.FastStoch;
_pf.Update(input.Time, pf);
var pfBar = new TradeBar
{
Time = input.Time,
EndTime = input.EndTime,
Open = pf,
High = pf,
Low = pf,
Close = pf
};
_frac2.Update(pfBar);
if (!_frac2.IsReady)
{
return(0m);
}
var pff = _pff.IsReady ? _pff + (_factor * (_frac2.FastStoch - _pff)) : _frac2.FastStoch;
_pff.Update(input.Time, pff);
return(pff);
}
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);
}