public void DualTimeframeSignalAdvisor_GeneratesCloseSignal()
{
//Arrange
var forexPair = new TickerSymbol("EURUSD");
var m1Timeframe = new TimeframeUnit(TimeframeOption.M1);
var m5Timeframe = new TimeframeUnit(TimeframeOption.M5);
var feedService = new PriceFeedService(new ManualPriceFeeder(new MockFeedProvider()));
var signalTimeframe = feedService.Setup(forexPair, m1Timeframe, OHLCPriceOption.All);
var trendTimeframe = feedService.Setup(forexPair, m5Timeframe, OHLCPriceOption.All);
var signalAdvisor = new DualTimeframeSignalAdvisor(signalTimeframe, trendTimeframe);
signalAdvisor.Subscribe(feedService);
var position = PositionOption.None;
signalAdvisor.Buy += delegate(int strength) { position = PositionOption.Buy; };
signalAdvisor.Sell += delegate(int strength) { position = PositionOption.Sell; };
signalAdvisor.Close += delegate() { position = PositionOption.None; };
//Act
feedService.OHLC.PriceAction(signalTimeframe, new OHLCBar(DateTime.Now.Ticks, 11, 2, 3, 1));
feedService.OHLC.PriceAction(signalTimeframe, new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 1));
//Assert
Assert.AreEqual(position, PositionOption.None);
}
public void SingleTimeframeSignalAdvisor_ClosesSellPositionOnReversal()
{
//Arrange
var forexPair = new TickerSymbol("EURUSD");
var timeFrame = new TimeframeUnit(TimeframeOption.M1);
var feedService = new PriceFeedService(new ManualPriceFeeder(new MockFeedProvider()));
var signalTimeframe = feedService.Setup(forexPair, timeFrame, OHLCPriceOption.All);
var signalAdvisor = new SingleTimeframeSignalAdvisor(signalTimeframe);
signalAdvisor.Subscribe(feedService);
var position = PositionOption.None;
var closed = false;
signalAdvisor.Buy += delegate(int strength) { position = PositionOption.Buy; };
signalAdvisor.Sell += delegate(int strength) { position = PositionOption.Sell; };
signalAdvisor.Close += delegate()
{
position = PositionOption.None;
closed = true;
};
//Act
feedService.OHLC.PriceAction(signalTimeframe, new OHLCBar(DateTime.Now.Ticks, 11, 2, 3, 1));
feedService.OHLC.PriceAction(signalTimeframe, new OHLCBar(DateTime.Now.Ticks, 1, 2, 3, 11));
//Assert
Assert.AreEqual(position, PositionOption.Buy);
Assert.IsTrue(closed);
}
public void SingleTimeframeSignalAdvisor_GeneratesBuySignal()
{
//Arrange
var feeder = new ManualPriceFeeder(new MockFeedProvider());
var forexPair = new TickerSymbol("EURUSD");
var timeFrame = new TimeframeUnit(TimeframeOption.M1);
var feedService = new PriceFeedService(feeder);
var signalTimeframe = feedService.Setup(forexPair, timeFrame, OHLCPriceOption.All);
var signalAdvisor = new SingleTimeframeSignalAdvisor(signalTimeframe);
signalAdvisor.Subscribe(feedService);
feedService.Start();
var position = PositionOption.None;
signalAdvisor.Buy += delegate(int strength) { position = PositionOption.Buy; };
signalAdvisor.Sell += delegate(int strength) { position = PositionOption.Sell; };
signalAdvisor.Close += delegate() { position = PositionOption.None; };
//Act
feeder.MinutePriceAction(signalTimeframe, new PriceBar(DateTime.Now.Ticks, 1, 2, 3, 11));
//Assert
Assert.AreEqual(PositionOption.Buy, position);
Assert.AreEqual(signalAdvisor.Position, PositionOption.Buy);
Assert.AreEqual(100, signalAdvisor.PositionStrength);
}