public void GetHeikinAshiTest()
{
IEnumerable <HeikinAshiResult> results = Indicator.GetHeikinAshi(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
// sample value
HeikinAshiResult r = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(241.3018m, Math.Round(r.Open, 4));
Assert.AreEqual(245.54m, Math.Round(r.High, 4));
Assert.AreEqual(241.3018m, Math.Round(r.Low, 4));
Assert.AreEqual(244.6525m, Math.Round(r.Close, 4));
}
public void GetHeikinAshi()
{
List <HeikinAshiResult> results = Indicator.GetHeikinAshi(history).ToList();
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
// sample value
HeikinAshiResult r = results[501];
Assert.AreEqual(241.3018m, Math.Round(r.Open, 4));
Assert.AreEqual(245.54m, Math.Round(r.High, 4));
Assert.AreEqual(241.3018m, Math.Round(r.Low, 4));
Assert.AreEqual(244.6525m, Math.Round(r.Close, 4));
}
public HeikinAshi(HeikinAshiResult rawHeikinAshi)
{
// Hollow or green candles with no lower "shadows" indicate a strong uptrend:
var isGreen = rawHeikinAshi.Close > rawHeikinAshi.Open;
var isRed = !isGreen;
// calculate the body length relative to total length.
var bodyLength = Math.Abs(rawHeikinAshi.Close - rawHeikinAshi.Open);
var totalLength = Math.Abs(rawHeikinAshi.High - rawHeikinAshi.Low);
var bodyPercentage = bodyLength / totalLength;
this.signal = HeikinAshiSignal.FLAT;
if (bodyPercentage >= 0.5m)
{
if (isGreen)
{
var tailLength = Math.Abs((rawHeikinAshi.Open - rawHeikinAshi.Low) / rawHeikinAshi.Open);
if (tailLength < epsilon)
{
// bullish
this.signal = HeikinAshiSignal.STRONGBUY;
}
else
{
this.signal = HeikinAshiSignal.BUY;
}
}
if (isRed)
{
var headLength = Math.Abs((rawHeikinAshi.High - rawHeikinAshi.Open) / rawHeikinAshi.High);
if (headLength < epsilon)
{
// bearish
this.signal = HeikinAshiSignal.STRONGSELL;
}
else
{
this.signal = HeikinAshiSignal.SELL;
}
}
}
//Debug.WriteLine($"{rawHeikinAshi.Open:0.0000}, {rawHeikinAshi.High:0.0000}, {rawHeikinAshi.Low:0.0000}, {rawHeikinAshi.Close:0.0000}, {bodyPercentage:0.0000}, {this.signal}");
}
public void Standard()
{
List <HeikinAshiResult> results = quotes.GetHeikinAshi().ToList();
// assertions
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
// sample value
HeikinAshiResult r = results[501];
Assert.AreEqual(241.3018m, Math.Round(r.Open, 4));
Assert.AreEqual(245.54m, Math.Round(r.High, 4));
Assert.AreEqual(241.3018m, Math.Round(r.Low, 4));
Assert.AreEqual(244.6525m, Math.Round(r.Close, 4));
Assert.AreEqual(147031456m, r.Volume);
}
public void GetHeikinAshiTest()
{
IEnumerable <HeikinAshiResult> results = Indicator.GetHeikinAshi(history);
// assertions
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
// sample value
HeikinAshiResult result = results.Where(x => x.Date == DateTime.Parse("12/31/2018")).FirstOrDefault();
Assert.AreEqual((decimal)241.3018, Math.Round(result.Open, 4));
Assert.AreEqual((decimal)245.54, Math.Round(result.High, 4));
Assert.AreEqual((decimal)241.3018, Math.Round(result.Low, 4));
Assert.AreEqual((decimal)244.6525, Math.Round(result.Close, 4));
Assert.AreEqual(true, result.IsBullish);
Assert.AreEqual(0, Math.Round(result.Weakness, 4));
}
