예제 #1
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 protected override void OnStart()
 {
     //ema = Indicators.ExponentialMovingAverage(MarketSeries.Close, period);
     ar = Indicators.Aroon(period);
     Positions.Opened += PositionsOnOpened;
     Positions.Closed += PositionsOnClosed;
 }
예제 #2
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        public async Task TestAroonAsync()
        {
            var equity = await ImportCandlesAsync();

            var candles = new Aroon(equity, 25);
            var result  = candles[equity.Count - 1];

            Assert.IsTrue(96.0m.IsApproximatelyEquals(result.Up.Value));
            Assert.IsTrue(8.0m.IsApproximatelyEquals(result.Down.Value));
        }
예제 #3
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        public async Task TestAroonAsync()
        {
            var equity = await ImportEquityAsync();

            var indicator = new Aroon(equity, 25);
            var result    = indicator.ComputeByIndex(equity.Count - 1);

            Assert.IsTrue(96.0m.IsApproximatelyEquals(result.Up.Value));
            Assert.IsTrue(8.0m.IsApproximatelyEquals(result.Down.Value));
        }
예제 #4
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        public void Aroon()
        {
            Aroon aroon = new Aroon(5);

            aroon.Load(Directory.GetCurrentDirectory() + "\\table.csv");
            AroonSerie serie = aroon.Calculate();

            Assert.IsNotNull(serie);
            Assert.IsTrue(serie.Down.Count > 0);
            Assert.IsTrue(serie.Up.Count > 0);
        }
예제 #5
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        public void Aroon()
        {
            Aroon aroon = new Aroon(5);

            aroon.Load(OhlcList);
            AroonSerie serie = aroon.Calculate();

            Assert.IsNotNull(serie);
            Assert.IsTrue(serie.Down.Count > 0);
            Assert.IsTrue(serie.Up.Count > 0);
        }
예제 #6
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        public void Aroon()
        {
            Aroon aroon = new Aroon(5);

            aroon.Load(csvPath);
            AroonSerie serie = aroon.Calculate();

            Assert.NotNull(serie);
            Assert.True(serie.Down.Count > 0);
            Assert.True(serie.Up.Count > 0);
        }
 protected override void OnStart()
 {
     ar = Indicators.Aroon(aroonPeriod);
     Positions.Opened += PositionsOnOpened;
     Positions.Closed += PositionsOnClosed;
 }
예제 #8
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 protected override void Initialize()
 {
     aroonhorn = Indicators.Aroon(Period);
 }
예제 #9
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 protected override void Initialize()
 {
     aroonhorn = Indicators.Aroon(Period);
 }
예제 #10
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파일: Aroon.cs 프로젝트: lulzzz/Quant
 public static IObservable <double> Aroon(this IObservable <double> source, Aroon type, uint period)
 {
     return((type == rx.Aroon.Down) ? source.AroonDown_V2(period) : source.AroonUp_V2(period));
 }
예제 #11
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        /// <summary>
        /// Initialize test
        /// </summary>
        public TestIndicatorAroon()
        {
            DataStream stream = new OHLCBarStream(new ForexSecurity("EURUSD"), BarInterval.FiveMin);

            _sut = new Quantler.Indicators.Aroon(Period, stream.DefaultInterval, stream);
        }