public async Task TestFastStoAsync()
{
var equity = await ImportEquityAsync();
var indicator = new Stochastics.Fast(equity, 14, 3);
var result = indicator.ComputeByIndex(equity.Count - 1);
Assert.IsTrue(90.61m.IsApproximatelyEquals(result.K.Value));
Assert.IsTrue(92.31m.IsApproximatelyEquals(result.D.Value));
Assert.IsTrue(87.21m.IsApproximatelyEquals(result.J.Value));
}
public async Task TestFastStoAsync()
{
var candles = await ImportCandlesAsync();
var indicator = new Stochastics.Fast(candles, 14, 3);
var result = indicator[candles.Count - 1];
Assert.IsTrue(90.61m.IsApproximatelyEquals(result.K.Value));
Assert.IsTrue(92.31m.IsApproximatelyEquals(result.D.Value));
Assert.IsTrue(87.21m.IsApproximatelyEquals(result.J.Value));
}
public static List <double> Hesapla(List <IOhlcv> barListesi, int stochUzunlugu, int smoothingUzunlugu)
{
////@version=3
//// author: KIVANC @fr3762 on twitter
//// creator John EHLERS
////
//study("Inverse Fisher Transform on STOCHASTIC", shorttitle = "IFTSTOCH")
//stochlength = input(5, "STOCH Length")
//wmalength = input(9, title = "Smoothing length")
//v1 = 0.1 * (stoch(close, high, low, stochlength) - 50)
//v2 = wma(v1, wmalength)
//INV = (exp(2 * v2) - 1) / (exp(2 * v2) + 1)
//plot(INV, color = blue, linewidth = 2)
//hline(0.5, color = red)
//hline(-0.5, color = green)
if (barListesi.Count > 360)
{
//stoch(close, high, low, stochlength=5)
var calcStoch = new Stochastics.Fast(barListesi, stochUzunlugu, stochUzunlugu).Compute();
//v1 = 0.1 * (stoch(close, high, low, stochlength=5) - 50)
List <decimal> list = (from x in calcStoch where x.Tick.K != null select Convert.ToDecimal(0.1 * ((double)x.Tick.K - 50))).ToList();
List <decimal?> v1 = list.ConvertAll <decimal?>(x => x);
//v2 = wma(v1, wmalength=9)
var v2 = new WeightedMovingAverageByTuple(v1, smoothingUzunlugu).Compute();
//INV = (exp(2 * v2) - 1) / (exp(2 * v2) + 1)
List <double> inv = (from x in v2 select(Math.Exp((double)(2 * x ?? 1)) - 1) / (Math.Exp((double)(2 * x ?? 1)) + 1)).ToList();
inv.RemoveRange(0, 140);
return(inv);
}
return(null);
}
