public void GetValue()
{
IList <Tick> ticks = new List <Tick>();
ticks.Add(GenerateTick.From(0, 12, 15, 8));
ticks.Add(GenerateTick.From(0, 8, 11, 6));
ticks.Add(GenerateTick.From(0, 15, 17, 14));
ticks.Add(GenerateTick.From(0, 15, 17, 14));
ticks.Add(GenerateTick.From(0, 0, 0, 2));
var tr = new TrueRangeIndicator(GenerateTimeSeries.From(ticks));
TaTestsUtils.AssertDecimalEquals(tr.GetValue(0), 7);
TaTestsUtils.AssertDecimalEquals(tr.GetValue(1), 6);
TaTestsUtils.AssertDecimalEquals(tr.GetValue(2), 9);
TaTestsUtils.AssertDecimalEquals(tr.GetValue(3), 3);
TaTestsUtils.AssertDecimalEquals(tr.GetValue(4), 15);
}
protected override Decimal Calculate(int index)
{
if (index == 0)
{
return(Decimal.One);
}
var nbPeriods = Decimal.ValueOf(_timeFrame);
var nbPeriodsMinusOne = Decimal.ValueOf(_timeFrame - 1);
return(GetValue(index - 1).MultipliedBy(nbPeriodsMinusOne).Plus(_tr.GetValue(index)).DividedBy(nbPeriods));
}
