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 Decimal Calculate(int index)
{
var startIndex = Math.Max(0, index - _timeFrame + 1);
var sumOfMoneyFlowVolume = Decimal.Zero;
for (var i = startIndex; i <= index; i++)
{
sumOfMoneyFlowVolume = sumOfMoneyFlowVolume.Plus(GetMoneyFlowVolume(i));
}
var sumOfVolume = _volumeIndicator.GetValue(index);
return(sumOfMoneyFlowVolume.DividedBy(sumOfVolume));
}
private void testWithN(int n)
{
// test 1 with volume-indicator
prevValueIndicator = new PreviousValueIndicator(volumeIndicator, n);
for (int i = 0; i < n; i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), volumeIndicator.GetValue(0));
}
for (int i = n; i < this.series.GetBarCount(); i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), volumeIndicator.GetValue(i - n));
}
// test 2 with ema-indicator
prevValueIndicator = new PreviousValueIndicator(emaIndicator, n);
for (int i = 0; i < n; i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), emaIndicator.GetValue(0));
}
for (int i = n; i < this.series.GetBarCount(); i++)
{
Assert.AreEqual(prevValueIndicator.GetValue(i), emaIndicator.GetValue(i - n));
}
}
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);
}
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))));
}
