public async Task TestKamaAsync() { var candles = await ImportCandlesAsync(); var indicator = new KaufmanAdaptiveMovingAverage(candles, 10, 2, 30); var result = indicator[candles.Count - 1]; Assert.IsTrue(138.91m.IsApproximatelyEquals(result.Value)); }
public async Task TestKamaAsync() { var equity = await ImportEquityAsync(); var indicator = new KaufmanAdaptiveMovingAverage(equity, 10, 2, 30); var result = indicator.ComputeByIndex(equity.Count - 1); Assert.IsTrue(138.91m.IsApproximatelyEquals(result.Kama.Value)); }
public override void Initialize() { SetCash(10000); SetStartDate(2007, 1, 1); SetEndDate(DateTime.Now); // Request SPY data with minute resolution AddSecurity(SecurityType.Equity, Symbol, Resolution.Daily); _ama = new KaufmanAdaptiveMovingAverage(Symbol, 5); _cci = new CommodityChannelIndex(5, MovingAverageType.Kama); _atr = new AverageTrueRange(Symbol, 14, MovingAverageType.Kama); SetWarmup(3); }