public void ATR()
{
ATR atr = new ATR();
atr.Load(OhlcList);
ATRSerie serie = atr.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.ATR.Count > 0);
Assert.IsTrue(serie.TrueHigh.Count > 0);
Assert.IsTrue(serie.TrueLow.Count > 0);
Assert.IsTrue(serie.TrueRange.Count > 0);
}
public void ATR()
{
ATR atr = new ATR();
atr.Load(Directory.GetCurrentDirectory() + "\\table.csv");
ATRSerie serie = atr.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.ATR.Count > 0);
Assert.IsTrue(serie.TrueHigh.Count > 0);
Assert.IsTrue(serie.TrueLow.Count > 0);
Assert.IsTrue(serie.TrueRange.Count > 0);
}
public void ATR()
{
ATR atr = new ATR();
List <Ohlc> ohlcList = new List <Ohlc>
{
new Ohlc {
High = 48.70, Low = 47.79, Close = 48.16
},
new Ohlc {
High = 48.72, Low = 48.14, Close = 48.61
},
new Ohlc {
High = 48.90, Low = 48.39, Close = 48.75
},
new Ohlc {
High = 48.87, Low = 48.37, Close = 48.63
},
new Ohlc {
High = 48.82, Low = 48.24, Close = 48.74
},
new Ohlc {
High = 49.05, Low = 48.64, Close = 49.03
},
new Ohlc {
High = 49.20, Low = 48.94, Close = 49.07
},
new Ohlc {
High = 49.35, Low = 48.86, Close = 49.32
},
new Ohlc {
High = 49.92, Low = 49.50, Close = 49.91
},
new Ohlc {
High = 50.19, Low = 49.87, Close = 50.13
},
new Ohlc {
High = 50.12, Low = 49.20, Close = 49.53
},
new Ohlc {
High = 49.66, Low = 48.90, Close = 49.50
},
new Ohlc {
High = 49.88, Low = 49.43, Close = 49.75
},
new Ohlc {
High = 50.19, Low = 49.73, Close = 50.03
},
new Ohlc {
High = 50.36, Low = 49.26, Close = 50.31
},
new Ohlc {
High = 50.57, Low = 50.09, Close = 50.52
},
new Ohlc {
High = 50.65, Low = 50.30, Close = 50.41
},
new Ohlc {
High = 50.43, Low = 49.21, Close = 49.34
},
new Ohlc {
High = 49.63, Low = 48.98, Close = 49.37
},
new Ohlc {
High = 50.33, Low = 49.61, Close = 50.23
}
};
atr.Load(ohlcList);
ATRSerie serie = atr.Calculate();
Assert.NotNull(serie);
Assert.True(serie.ATR.Count > 0);
Assert.True(serie.TrueRange.Count > 0);
Assert.True(Math.Round(serie.TrueRange[13].Value, 2) == 0.46);
Assert.True(Math.Round(serie.TrueRange[14].Value, 2) == 1.10);
Assert.True(Math.Round(serie.TrueRange[15].Value, 2) == 0.48);
Assert.True(Math.Round(serie.TrueRange[16].Value, 2) == 0.35);
Assert.True(Math.Round(serie.TrueRange[17].Value, 2) == 1.22);
Assert.True(Math.Round(serie.TrueRange[18].Value, 2) == 0.65);
Assert.True(Math.Round(serie.TrueRange[19].Value, 2) == 0.96);
Assert.True(Math.Round(serie.ATR[13].Value, 2) == 0.55);
Assert.True(Math.Round(serie.ATR[14].Value, 2) == 0.59);
Assert.True(Math.Round(serie.ATR[15].Value, 2) == 0.59);
Assert.True(Math.Round(serie.ATR[16].Value, 2) == 0.57);
Assert.True(Math.Round(serie.ATR[17].Value, 2) == 0.61);
Assert.True(Math.Round(serie.ATR[18].Value, 2) == 0.62);
Assert.True(Math.Round(serie.ATR[19].Value, 2) == 0.64);
}
