private void SMAPeriod_ValueChanged(object sender, EventArgs e)
{
if (SMAPeriod.Value == 0)
{
chart.ClearSMA();
}
if (SMAPeriod.Value > 0)
{
if (selectedPair == null)
{
MessageBox.Show("Pair is not selected.");
}
else if (SMAPeriod.Value > selectedPair.DeltaValues.Count())
{
MessageBox.Show("maximum value = " + selectedPair.DeltaValues.Count());
}
else
{
chart.SetSMA(
MovingAverages.SMA(selectedPair.DeltaValues.ToArray(), (int)SMAPeriod.Value),
(int)SMAPeriod.Value);
}
}
}
public void SMATest()
{
decimal[] values = { 1, 3, 5, 7, 9, 2, 4, 6, 8, 11, 13, 15, 24, 46, 68 };
try
{
var smaResult = MovingAverages.SMA(values, 0);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period <= 0", ex.Message);
}
try
{
var result = MovingAverages.SMA(values, values.Length + 1);
}
catch (ArgumentException ex)
{
Assert.AreEqual("period > values.Lenght", ex.Message);
}
var sma5Result = MovingAverages.SMA(values, 5);
decimal[] expectedValues = { 5, 5.2M, 5.4M, 5.6M, 5.8M, 6.2M, 8.4M, 10.6M, 14.2M, 21.8M, 33.2M };
Assert.AreEqual(expectedValues.Length, sma5Result.Length);
for (int i = 0; i < expectedValues.Length; i++)
{
Assert.AreEqual(expectedValues[i], sma5Result[i]);
}
}
public void Update(double[] values, string title, int SMAPeriod = 0)
{
PlotModel.Title = title;
PlotModel.Series.Clear();
AddLineSerie("Δ", OxyColor.Parse("#3399ff"), values, 0);
if (SMAPeriod > 0 && SMAPeriod < values.Length)
{
var SMAValues = MovingAverages.SMA(values, SMAPeriod);
AddLineSerie("SMA", OxyColor.Parse("#FF0000"), SMAValues, SMAPeriod);
}
}
public BollingerBands(CandleStickCollection candleSticks, int period = 20,
double multiplier = 2, PriceSource priceSource = PriceSource.Close)
{
int length = candleSticks.Count - period;
double[] prices = priceSource.GetArrayFromCandleStickCollection(candleSticks);
StandardDeviation standardDeviation;
LowerBand = UpperBand = new double[length];
MiddleBand = MovingAverages.SMA(candleSticks, period, priceSource).MA;
for (int i = 0; i < length; i++)
{
standardDeviation = new StandardDeviation(prices.GetSegment(i, i + period), MiddleBand.GetSegment(i, i + period));
UpperBand[i] = MiddleBand[i] + multiplier * standardDeviation.Value;
LowerBand[i] = MiddleBand[i] - multiplier * standardDeviation.Value;
}
}