public void ComparesAgainstExternalDataAfterReset() { var dema = new DoubleExponentialMovingAverage("DEMA", 5); RunTestIndicator(dema); dema.Reset(); RunTestIndicator(dema); }
/// <summary> /// Initializes a new instance of the <see cref="T3MovingAverage"/> class using the specified name and period. /// </summary> /// <param name="name">The name of this indicator</param> /// <param name="period">The period of the T3MovingAverage</param> /// <param name="volumeFactor">The volume factor of the T3MovingAverage (value must be in the [0,1] range, defaults to 0.7)</param> public T3MovingAverage(string name, int period, double volumeFactor = 0.7d) : base(name) { _period = period; _gd1 = new DoubleExponentialMovingAverage(name + "_1", period, volumeFactor); _gd2 = new DoubleExponentialMovingAverage(name + "_2", period, volumeFactor); _gd3 = new DoubleExponentialMovingAverage(name + "_3", period, volumeFactor); }
public void ResetsProperly() { var date = DateTime.Today; var dema = new DoubleExponentialMovingAverage("DEMA", 5); foreach (var data in TestHelper.GetTradeBarStream("spy_dema.txt")) { dema.Update(date, data.Close); } Assert.IsTrue(dema.IsReady); dema.Reset(); TestHelper.AssertIndicatorIsInDefaultState(dema); }
public void ComparesAgainstExternalData() { var dema = new DoubleExponentialMovingAverage("DEMA", 5); TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2)); }
private static void RunTestIndicator(DoubleExponentialMovingAverage dema) { TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => ((double)ind.Current.Price).Should().BeApproximately(expected, 1e-2)); }
public void ResetsProperly() { var dema = new DoubleExponentialMovingAverage("DEMA", 5); TestHelper.TestIndicatorReset(dema, "spy_dema.txt"); }
public void ComparesAgainstExternalData() { var dema = new DoubleExponentialMovingAverage("DEMA", 5); RunTestIndicator(dema); }
private static void RunTestIndicator(DoubleExponentialMovingAverage dema) { TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2)); }
private static void RunTestIndicator(DoubleExponentialMovingAverage dema) { TestHelper.TestIndicator(dema, "spy_dema.txt", "DEMA_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-2)); }
public void ResetsProperly() { var dema = new DoubleExponentialMovingAverage("DEMA", 5); TestHelper.TestIndicatorReset(dema, "spy_dema.txt"); }