public void BollingerBandsUpperUsingSmaAndStandardDeviation()
{
var bbmSma = new BollingerBandsMiddleIndicator(_sma);
var standardDeviation = new StandardDeviationIndicator(_closePrice, _timeFrame);
var bbuSma = new BollingerBandsUpperIndicator(bbmSma, standardDeviation);
TaTestsUtils.AssertDecimalEquals(bbuSma.K, 2);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(1), 2.5);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(2), 3.633);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(3), 4.633);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(4), 4.2761);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(5), 4.6094);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(6), 5.633);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(7), 5.2761);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(8), 5.633);
TaTestsUtils.AssertDecimalEquals(bbuSma.GetValue(9), 4.2761);
var bbuSmAwithK = new BollingerBandsUpperIndicator(bbmSma, standardDeviation, Decimal.ValueOf("1.5"));
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.K, 1.5);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(1), 2.25);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(2), 3.2247);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(3), 4.2247);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(4), 4.0404);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(5), 4.3737);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(6), 5.2247);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(7), 5.0404);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(8), 5.2247);
TaTestsUtils.AssertDecimalEquals(bbuSmAwithK.GetValue(9), 4.0404);
}
public void bollingerBandsLowerUsingSMAAndStandardDeviation()
{
BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);
Assert.AreEqual(bblSMA.getK(), 2);
Assert.AreEqual(bblSMA.GetValue(0), 1);
Assert.AreEqual(bblSMA.GetValue(1), 0.5M);
Assert.AreEqual(bblSMA.GetValue(2), 0.3670068381445479345351439502M);
Assert.AreEqual(bblSMA.GetValue(3), 1.3670068381445479345351439502M);
Assert.AreEqual(bblSMA.GetValue(4), 2.3905242917512699674655408505M);
Assert.AreEqual(bblSMA.GetValue(5), 2.7238576250846033007988741839M);
Assert.AreEqual(bblSMA.GetValue(6), 2.3670068381445479345351439502M);
BollingerBandsLowerIndicator bblSMAwithK = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation, 1.5M);
Assert.AreEqual(bblSMAwithK.getK(), 1.5M);
Assert.AreEqual(bblSMAwithK.GetValue(0), 1);
Assert.AreEqual(bblSMAwithK.GetValue(1), 0.75M);
Assert.AreEqual(bblSMAwithK.GetValue(2), 0.7752551286084109509013579626M);
Assert.AreEqual(bblSMAwithK.GetValue(3), 1.7752551286084109509013579626M);
Assert.AreEqual(bblSMAwithK.GetValue(4), 2.6262265521467858089324889712M);
Assert.AreEqual(bblSMAwithK.GetValue(5), 2.9595598854801191422658223046M);
Assert.AreEqual(bblSMAwithK.GetValue(6), 2.7752551286084109509013579626M);
}
public void BollingerBandWidthUsingSMAAndStandardDeviation()
{
SMAIndicator sma = new SMAIndicator(closePrice, 5);
StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, 5);
BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);
BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator(bbmSMA, standardDeviation);
BollingerBandWidthIndicator bandwidth = new BollingerBandWidthIndicator(bbuSMA, bbmSMA, bblSMA);
Assert.AreEqual(bandwidth.GetValue(0), 0.0M);
Assert.AreEqual(bandwidth.GetValue(1), 36.363636363636363636363636360M);
Assert.AreEqual(bandwidth.GetValue(2), 66.642313545610556218920998730M);
Assert.AreEqual(bandwidth.GetValue(3), 60.244280375440064123683819780M);
Assert.AreEqual(bandwidth.GetValue(4), 71.076741021144541578134348630M);
Assert.AreEqual(bandwidth.GetValue(5), 69.939393317876184065428705400M);
Assert.AreEqual(bandwidth.GetValue(6), 62.704283664302785713832632430M);
Assert.AreEqual(bandwidth.GetValue(7), 56.017820550978806498453596730M);
Assert.AreEqual(bandwidth.GetValue(8), 27.682979522960278118630842150M);
Assert.AreEqual(bandwidth.GetValue(9), 12.649110640673517327995574180M);
Assert.AreEqual(bandwidth.GetValue(10), 12.649110640673517327995574180M);
Assert.AreEqual(bandwidth.GetValue(11), 24.295632895188751961975636990M);
Assert.AreEqual(bandwidth.GetValue(12), 68.333165356240492140358775280M);
Assert.AreEqual(bandwidth.GetValue(13), 85.14693182963200583066660912M);
Assert.AreEqual(bandwidth.GetValue(14), 112.84810090360856581393406310M);
Assert.AreEqual(bandwidth.GetValue(15), 108.16818718178015127023901017M);
Assert.AreEqual(bandwidth.GetValue(16), 66.932802122726043838253762060M);
Assert.AreEqual(bandwidth.GetValue(17), 56.519416526043901158871302720M);
Assert.AreEqual(bandwidth.GetValue(18), 28.109134757052260728879053730M);
Assert.AreEqual(bandwidth.GetValue(19), 32.536151189338620744206510720M);
}
public void BollingerBandsUpperUsingSMAAndStandardDeviation()
{
BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, timeFrame);
BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation);
Assert.AreEqual(bbuSMA.getK(), 2);
Assert.AreEqual(bbuSMA.GetValue(0), 1);
Assert.AreEqual(bbuSMA.GetValue(1), 2.5M);
Assert.AreEqual(bbuSMA.GetValue(2), 3.6329931618554520654648560498M);
Assert.AreEqual(bbuSMA.GetValue(3), 4.6329931618554520654648560498M);
Assert.AreEqual(bbuSMA.GetValue(4), 4.2761423749153966992011258161M);
Assert.AreEqual(bbuSMA.GetValue(5), 4.6094757082487300325344591495M);
Assert.AreEqual(bbuSMA.GetValue(6), 5.6329931618554520654648560498M);
Assert.AreEqual(bbuSMA.GetValue(7), 5.2761423749153966992011258161M);
Assert.AreEqual(bbuSMA.GetValue(8), 5.6329931618554520654648560498M);
Assert.AreEqual(bbuSMA.GetValue(9), 4.2761423749153966992011258161M);
BollingerBandsUpperIndicator bbuSMAwithK = new BollingerBandsUpperIndicator(bbmSMA, standardDeviation, 1.5M);
Assert.AreEqual(bbuSMAwithK.getK(), 1.5M);
Assert.AreEqual(bbuSMAwithK.GetValue(0), 1);
Assert.AreEqual(bbuSMAwithK.GetValue(1), 2.25M);
Assert.AreEqual(bbuSMAwithK.GetValue(2), 3.2247448713915890490986420374M);
Assert.AreEqual(bbuSMAwithK.GetValue(3), 4.2247448713915890490986420374M);
Assert.AreEqual(bbuSMAwithK.GetValue(4), 4.0404401145198808577341776954M);
Assert.AreEqual(bbuSMAwithK.GetValue(5), 4.3737734478532141910675110288M);
Assert.AreEqual(bbuSMAwithK.GetValue(6), 5.2247448713915890490986420374M);
Assert.AreEqual(bbuSMAwithK.GetValue(7), 5.0404401145198808577341776954M);
Assert.AreEqual(bbuSMAwithK.GetValue(8), 5.2247448713915890490986420374M);
Assert.AreEqual(bbuSMAwithK.GetValue(9), 4.0404401145198808577341776954M);
}
public void BollingerBandsLowerUsingSmaAndStandardDeviation()
{
var bbmSma = new BollingerBandsMiddleIndicator(_sma);
var standardDeviation = new StandardDeviationIndicator(_closePrice, _timeFrame);
var bblSma = new BollingerBandsLowerIndicator(bbmSma, standardDeviation);
TaTestsUtils.AssertDecimalEquals(bblSma.K, 2);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(1), 0.5);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(2), 0.367);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(3), 1.367);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(4), 2.3905);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(5), 2.7239);
TaTestsUtils.AssertDecimalEquals(bblSma.GetValue(6), 2.367);
var bblSmAwithK = new BollingerBandsLowerIndicator(bbmSma, standardDeviation, Decimal.ValueOf("1.5"));
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.K, 1.5);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(1), 0.75);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(2), 0.7752);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(3), 1.7752);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(4), 2.6262);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(5), 2.9595);
TaTestsUtils.AssertDecimalEquals(bblSmAwithK.GetValue(6), 2.7752);
}
public void BollingerBandWidthUsingSmaAndStandardDeviation()
{
var sma = new SmaIndicator(_closePrice, 5);
var standardDeviation = new StandardDeviationIndicator(_closePrice, 5);
var bbmSma = new BollingerBandsMiddleIndicator(sma);
var bbuSma = new BollingerBandsUpperIndicator(bbmSma, standardDeviation);
var bblSma = new BollingerBandsLowerIndicator(bbmSma, standardDeviation);
var bandwidth = new BollingerBandWidthIndicator(bbuSma, bbmSma, bblSma);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(0), 0.0);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(1), 36.3636);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(2), 66.6423);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(3), 60.2443);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(4), 71.0767);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(5), 69.9394);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(6), 62.7043);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(7), 56.0178);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(8), 27.683);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(9), 12.6491);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(10), 12.6491);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(11), 24.2956);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(12), 68.3332);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(13), 85.1469);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(14), 112.8481);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(15), 108.1682);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(16), 66.9328);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(17), 56.5194);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(18), 28.1091);
TaTestsUtils.AssertDecimalEquals(bandwidth.GetValue(19), 32.5362);
}
public void bollingerBandsMiddleUsingSMA()
{
SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
for (int i = 0; i < data.GetBarCount(); i++)
{
Assert.AreEqual(sma.GetValue(i), bbmSMA.GetValue(i));
}
}
public void BollingerBandsMiddleUsingSma()
{
var sma = new SmaIndicator(new ClosePriceIndicator(_data), 3);
var bbmSma = new BollingerBandsMiddleIndicator(sma);
for (var i = 0; i < _data.TickCount; i++)
{
Assert.AreEqual(sma.GetValue(i), bbmSma.GetValue(i));
}
}
public BollingerBandWidthIndicator(BollingerBandsUpperIndicator bbu, BollingerBandsMiddleIndicator bbm, BollingerBandsLowerIndicator bbl) : base(bbm.TimeSeries)
{
_bbu = bbu;
_bbm = bbm;
_bbl = bbl;
}
public BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, IIndicator <Decimal> indicator, Decimal k) : base(indicator)
{
_bbm = bbm;
_indicator = indicator;
_k = k;
}
public BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, IIndicator <Decimal> indicator) : this(bbm, indicator, Decimal.Two)
{
}
