public ChaikinMoneyFlowIndicator(TimeSeries series, int timeFrame) : base(series)
{
_series = series;
_timeFrame = timeFrame;
_clvIndicator = new CloseLocationValueIndicator(series);
_volumeIndicator = new VolumeIndicator(series, timeFrame);
}
public void setUp()
{
Random r = new Random();
List <IBar> bars = new List <IBar>();
for (int i = 0; i < 1000; i++)
{
double open = r.NextDouble();
double close = r.NextDouble();
double max = Math.Max(close + r.NextDouble(), open + r.NextDouble());
double min = Math.Min(0, Math.Min(close - r.NextDouble(), open - r.NextDouble()));
DateTime dateTime = DateTime.Now;
IBar bar = new BaseBar(dateTime, (decimal)open, (decimal)close, (decimal)max, (decimal)min, i);
bars.Add(bar);
}
this.series = new BaseTimeSeries("test", bars);
this.openPriceIndicator = new OpenPriceIndicator(this.series);
this.minPriceIndicator = new MinPriceIndicator(this.series);
this.maxPriceIndicator = new MaxPriceIndicator(this.series);
this.volumeIndicator = new VolumeIndicator(this.series);
ClosePriceIndicator closePriceIndicator = new ClosePriceIndicator(this.series);
this.emaIndicator = new EMAIndicator(closePriceIndicator, 20);
}
public void SetUp()
{
IList <Tick> ticks = new List <Tick>();
// close, volume
ticks.Add(GenerateTick.From(6, 100));
ticks.Add(GenerateTick.From(7, 105));
ticks.Add(GenerateTick.From(9, 130));
ticks.Add(GenerateTick.From(12, 160));
ticks.Add(GenerateTick.From(11, 150));
ticks.Add(GenerateTick.From(10, 130));
ticks.Add(GenerateTick.From(11, 95));
ticks.Add(GenerateTick.From(13, 120));
ticks.Add(GenerateTick.From(15, 180));
ticks.Add(GenerateTick.From(12, 160));
ticks.Add(GenerateTick.From(8, 150));
ticks.Add(GenerateTick.From(4, 200));
ticks.Add(GenerateTick.From(3, 150));
ticks.Add(GenerateTick.From(4, 85));
ticks.Add(GenerateTick.From(3, 70));
ticks.Add(GenerateTick.From(5, 90));
ticks.Add(GenerateTick.From(8, 100));
ticks.Add(GenerateTick.From(9, 95));
ticks.Add(GenerateTick.From(11, 110));
ticks.Add(GenerateTick.From(10, 95));
_data = new TimeSeries(ticks);
_close = new ClosePriceIndicator(_data);
_volume = new VolumeIndicator(_data, 2);
}
public void setUp()
{
List <IBar> bars = new List <IBar>();
// close, volume
bars.Add(new MockBar(6, 100));
bars.Add(new MockBar(7, 105));
bars.Add(new MockBar(9, 130));
bars.Add(new MockBar(12, 160));
bars.Add(new MockBar(11, 150));
bars.Add(new MockBar(10, 130));
bars.Add(new MockBar(11, 95));
bars.Add(new MockBar(13, 120));
bars.Add(new MockBar(15, 180));
bars.Add(new MockBar(12, 160));
bars.Add(new MockBar(8, 150));
bars.Add(new MockBar(4, 200));
bars.Add(new MockBar(3, 150));
bars.Add(new MockBar(4, 85));
bars.Add(new MockBar(3, 70));
bars.Add(new MockBar(5, 90));
bars.Add(new MockBar(8, 100));
bars.Add(new MockBar(9, 95));
bars.Add(new MockBar(11, 110));
bars.Add(new MockBar(10, 95));
ITimeSeries data = new BaseTimeSeries(bars);
close = new ClosePriceIndicator(data);
volume = new VolumeIndicator(data, 2);
}
public IIIIndicator(ITimeSeries series)
: base(series)
{
_closePriceIndicator = new ClosePriceIndicator(series);
_maxPriceIndicator = new MaxPriceIndicator(series);
_minPriceIndicator = new MinPriceIndicator(series);
_volumeIndicator = new VolumeIndicator(series);
}
public void indicatorShouldRetrieveBarVolume()
{
ITimeSeries series = new MockTimeSeries();
VolumeIndicator volumeIndicator = new VolumeIndicator(series);
for (int i = 0; i < 10; i++)
{
Assert.AreEqual(volumeIndicator.GetValue(i), series.GetBar(i).Volume);
}
}
protected override void Awake()
{
if (instance == null)
{
instance = this;
}
else if (instance != this)
{
Destroy(gameObject);
}
base.Awake();
}
public void Draw(CandleSeries series, IEnumerable <Candle> candles)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
if (candles == null)
{
throw new ArgumentNullException("candles");
}
Series = series;
_candles = candles;
_candlesCount = 0;
var ohlcArea = new ChartArea {
Height = 210
};
ChartPanel.AddArea(ohlcArea);
_candlesElem = new ChartCandleElement();
ChartPanel.AddElement(ohlcArea, _candlesElem, series);
var volumeArea = new ChartArea {
Height = 130
};
ChartPanel.AddArea(volumeArea);
_volumeElem = new ChartIndicatorElement
{
IndicatorPainter = new VolumePainter(),
};
var indicator = new VolumeIndicator();
_indicators.Add(_volumeElem, indicator);
ChartPanel.AddElement(volumeArea, _volumeElem, series, indicator);
CancelButton.Visibility = Visibility.Visible;
_drawTimer.Flush();
}
public void sumOfVolume()
{
List <IBar> bars = new List <IBar>();
bars.Add(new MockBar(0, 10));
bars.Add(new MockBar(0, 11));
bars.Add(new MockBar(0, 12));
bars.Add(new MockBar(0, 13));
bars.Add(new MockBar(0, 150));
bars.Add(new MockBar(0, 155));
bars.Add(new MockBar(0, 160));
VolumeIndicator volumeIndicator = new VolumeIndicator(new MockTimeSeries(bars), 3);
Assert.AreEqual(volumeIndicator.GetValue(0), 10);
Assert.AreEqual(volumeIndicator.GetValue(1), 21);
Assert.AreEqual(volumeIndicator.GetValue(2), 33);
Assert.AreEqual(volumeIndicator.GetValue(3), 36);
Assert.AreEqual(volumeIndicator.GetValue(4), 175);
Assert.AreEqual(volumeIndicator.GetValue(5), 318);
Assert.AreEqual(volumeIndicator.GetValue(6), 465);
}
