public void shouldBePreviousValueFromIndicator()
{
//test 1 with openPrice-indicator
prevValueIndicator = new PreviousValueIndicator(openPriceIndicator);
Assert.AreEqual(prevValueIndicator.GetValue(0), openPriceIndicator.GetValue(0));
for (int i = 1; i < this.series.GetBarCount(); i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), openPriceIndicator.GetValue(i - 1));
}
//test 2 with minPrice-indicator
prevValueIndicator = new PreviousValueIndicator(minPriceIndicator);
Assert.AreEqual(prevValueIndicator.GetValue(0), minPriceIndicator.GetValue(0));
for (int i = 1; i < this.series.GetBarCount(); i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), minPriceIndicator.GetValue(i - 1));
}
//test 3 with maxPrice-indicator
prevValueIndicator = new PreviousValueIndicator(maxPriceIndicator);
Assert.AreEqual(prevValueIndicator.GetValue(0), maxPriceIndicator.GetValue(0));
for (int i = 1; i < this.series.GetBarCount(); i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), maxPriceIndicator.GetValue(i - 1));
}
}
protected override decimal Calculate(int index)
{
if (index == TimeSeries.GetBeginIndex())
{
return(Decimals.Zero);
}
decimal doubleClosePrice = 2.MultipliedBy(_closePriceIndicator.GetValue(index));
decimal highmlow = _maxPriceIndicator.GetValue(index).Minus(_minPriceIndicator.GetValue(index));
decimal highplow = _maxPriceIndicator.GetValue(index).Plus(_minPriceIndicator.GetValue(index));
return((doubleClosePrice.Minus(highplow)).DividedBy(highmlow.MultipliedBy(_volumeIndicator.GetValue(index))));
}
public void indicatorShouldRetrieveBarMaxPrice()
{
for (int i = 0; i < 10; i++)
{
Assert.AreEqual(maxPriceIndicator.GetValue(i), timeSeries.GetBar(i).MaxPrice);
}
}
public void IndicatorShouldRetrieveTickMaxPrice()
{
for (var i = 0; i < 10; i++)
{
Assert.AreEqual(_maxPriceIndicator.GetValue(i), _timeSeries.GetTick(i).MaxPrice);
}
}
protected override decimal Calculate(int index)
{
decimal sar = Decimals.NaN;
if (index == _series.GetBeginIndex())
{
return(sar); // no trend detection possible for the first value
}
else if (index == _series.GetBeginIndex() + 1)
{// start trend detection
_currentTrend = _series.GetBar(_series.GetBeginIndex()).ClosePrice.IsLessThan(_series.GetBar(index).ClosePrice);
if (!_currentTrend)
{ // down trend
sar = _maxPriceIndicator.GetValue(index); // put sar on Max price of candlestick
_currentExtremePoint = sar;
_minMaxExtremePoint = _currentExtremePoint;
}
else
{ // up trend
sar = _minPriceIndicator.GetValue(index); // put sar on Min price of candlestick
_currentExtremePoint = sar;
_minMaxExtremePoint = _currentExtremePoint;
}
return(sar);
}
decimal priorSar = GetValue(index - 1);
if (_currentTrend)
{ // if up trend
sar = priorSar.Plus(_accelerationFactor.MultipliedBy((_currentExtremePoint.Minus(priorSar))));
_currentTrend = _minPriceIndicator.GetValue(index).IsGreaterThan(sar);
if (!_currentTrend)
{ // check if sar touches the Min price
sar = _minMaxExtremePoint; // sar starts at the highest extreme point of previous up trend
_currentTrend = false; // switch to down trend and reset values
_startTrendIndex = index;
_accelerationFactor = _accelarationStart;
_currentExtremePoint = _series.GetBar(index).MinPrice; // put point on Max
_minMaxExtremePoint = _currentExtremePoint;
}
else
{ // up trend is going on
_currentExtremePoint = new HighestValueIndicator(_maxPriceIndicator, index - _startTrendIndex).GetValue(index);
if (_currentExtremePoint.IsGreaterThan(_minMaxExtremePoint))
{
IncrementAcceleration();
_minMaxExtremePoint = _currentExtremePoint;
}
}
}
else
{ // downtrend
sar = priorSar.Minus(_accelerationFactor.MultipliedBy(((priorSar.Minus(_currentExtremePoint)))));
_currentTrend = _maxPriceIndicator.GetValue(index).IsGreaterThanOrEqual(sar);
if (_currentTrend)
{ // check if switch to up trend
sar = _minMaxExtremePoint; // sar starts at the lowest extreme point of previous down trend
_accelerationFactor = _accelarationStart;
_startTrendIndex = index;
_currentExtremePoint = _series.GetBar(index).MaxPrice;
_minMaxExtremePoint = _currentExtremePoint;
}
else
{ // down trend io going on
_currentExtremePoint = new LowestValueIndicator(_minPriceIndicator, index - _startTrendIndex).GetValue(index);
if (_currentExtremePoint.IsLessThan(_minMaxExtremePoint))
{
IncrementAcceleration();
_minMaxExtremePoint = _currentExtremePoint;
}
}
}
return(sar);
}
protected override Decimal Calculate(int index)
{
return(_maxPrice.GetValue(Math.Max(0, index - _timeFrame)).Minus(_minPrice.GetValue(index)).DividedBy(_averageTrueRange.GetValue(index).MultipliedBy(_sqrtTimeFrame)));
}