public void EmaUsingTimeFrame10UsingClosePrice()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 10);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(9), 63.6536);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(10), 63.2312);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(11), 62.9182);
}
protected override Decimal Calculate(int index)
{
var emaEma = new EmaIndicator(_ema, _timeFrame);
var emaEmaEma = new EmaIndicator(emaEma, _timeFrame);
return(Decimal.Three.MultipliedBy(_ema.GetValue(index).Minus(emaEma.GetValue(index))).Plus(emaEmaEma.GetValue(index)));
}
protected override Decimal Calculate(int index)
{
var shortEmaValue = _shortTermEma.GetValue(index);
var longEmaValue = _longTermEma.GetValue(index);
return(shortEmaValue.Minus(longEmaValue).DividedBy(longEmaValue).MultipliedBy(Decimal.Hundred));
}
public void ValuesLessThanTimeFrameMustBeEqualsToSmaValues()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 10);
var sma = new SmaIndicator(new ClosePriceIndicator(_data), 10);
for (var i = 0; i < 9; i++)
{
Assert.AreEqual(sma.GetValue(i), ema.GetValue(i));
}
}
protected override Decimal Calculate(int index)
{
var startIndex = Math.Max(0, index - _timeFrame + 1);
var massIndex = Decimal.Zero;
for (var i = startIndex; i <= index; i++)
{
var emaRatio = _singleEma.GetValue(i).DividedBy(_doubleEma.GetValue(i));
massIndex = massIndex.Plus(emaRatio);
}
return(massIndex);
}
public void StackOverflowError()
{
IList <Tick> bigListOfTicks = new List <Tick>();
for (var i = 0; i < 10000; i++)
{
bigListOfTicks.Add(GenerateTick.From(i));
}
var bigSeries = GenerateTimeSeries.From(bigListOfTicks);
var closePrice = new ClosePriceIndicator(bigSeries);
var ema = new EmaIndicator(closePrice, 10);
// If a StackOverflowError is thrown here, then the RecursiveCachedIndicator
// does not work as intended.
TaTestsUtils.AssertDecimalEquals(ema.GetValue(9999), 9994.5);
}
public void EmaFirstValueShouldBeEqualsToFirstDataValue()
{
var ema = new EmaIndicator(new ClosePriceIndicator(_data), 1);
TaTestsUtils.AssertDecimalEquals(ema.GetValue(0), "64.75");
}
protected override Decimal Calculate(int index)
{
return(_emaIndicator.GetValue(index));
}