public void IndicatorShouldRetrieveTickMaxPrice()
{
for (var i = 0; i < 10; i++)
{
var tick = _timeSeries.GetTick(i);
var typicalPrice = tick.MaxPrice.Plus(tick.MinPrice).Plus(tick.ClosePrice).DividedBy(Decimal.Three);
Assert.AreEqual(typicalPrice, _typicalPriceIndicator.GetValue(i));
}
}
public void indicatorShouldRetrieveBarMaxPrice()
{
for (int i = 0; i < 10; i++)
{
IBar bar = timeSeries.GetBar(i);
decimal typicalPrice = bar.MaxPrice.Plus(bar.MinPrice).Plus(bar.ClosePrice)
.DividedBy(Decimals.THREE);
Assert.AreEqual(typicalPrice, typicalPriceIndicator.GetValue(i));
}
}
protected override Decimal Calculate(int index)
{
var typicalPrice = _typicalPriceInd.GetValue(index);
var typicalPriceAvg = _smaInd.GetValue(index);
var meanDeviation = _meanDeviationInd.GetValue(index);
if (meanDeviation.IsZero)
{
return(Decimal.Zero);
}
return((typicalPrice.Minus(typicalPriceAvg)).DividedBy(meanDeviation.MultipliedBy(Factor)));
}
protected override decimal Calculate(int index)
{
decimal typicalPrice = _typicalPriceInd.GetValue(index);
decimal typicalPriceAvg = _smaInd.GetValue(index);
decimal meanDeviation = _meanDeviationInd.GetValue(index);
if (meanDeviation.IsZero())
{
return(Decimals.Zero);
}
return((typicalPrice.Minus(typicalPriceAvg)).DividedBy(meanDeviation.MultipliedBy(FACTOR)));
}
