/// <summary> /// Calculation of Thrust indicators /// </summary> /// <param name="ds">data to calculate CCI</param> /// <param name="period">period to calculate</param> /// <param name="name"></param> public Market_TRIN(DataSeries ds, string name) : base(ds, name) { //application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI"); application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1")); DataSeries advancingIssues = market.AdvancingIssues; DataSeries decliningIssues = market.DecliningIssues; DataSeries advancingVolume = market.AdvancingVolume; DataSeries decliningVolume = market.DecliningVolume; DataSeries result1 = advancingIssues / decliningIssues; DataSeries result2 = advancingVolume / decliningVolume; DataSeries result3 = result1 / result2; int begin = 0; FirstValidValue = 0; this.Name = name; for (int i = begin, j = 0; j < result3.Count; i++, j++) { this[i] = result3[j]; } }
public void SignalSeriesTest() { //application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day),"SSI"); application.MarketData stockData = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1")); DataSeries ds = null; // TODO: Initialize to an appropriate value double fastPeriod = 12; double slowPeriod = 26; double signalPeriod = 9; string name = string.Empty; // TODO: Initialize to an appropriate value MACD target = new MACD(ds, fastPeriod, slowPeriod, signalPeriod, name); // TODO: Initialize to an appropriate value DataSeries actual; actual = target.SignalSeries; Assert.Inconclusive("Verify the correctness of this test method."); }
/// <summary> /// Calculation of Thrust indicators /// </summary> /// <param name="ds">data to calculate CCI</param> /// <param name="period">period to calculate</param> /// <param name="name"></param> public Market_TRIN(DataSeries ds, string name) : base(ds, name) { //application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI"); application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1")); DataSeries advancingIssues = market.AdvancingIssues; DataSeries decliningIssues = market.DecliningIssues; DataSeries advancingVolume = market.AdvancingVolume; DataSeries decliningVolume = market.DecliningVolume; DataSeries result1 = advancingIssues / decliningIssues; DataSeries result2 = advancingVolume / decliningVolume; DataSeries result3 = result1 / result2; int begin = 0; FirstValidValue = 0; this.Name = name; for (int i = begin, j = 0; j < result3.Count; i++, j++) this[i] = result3[j]; }
/// <summary> /// Calculation of Thrust indicators /// </summary> /// <param name="ds">data to calculate CCI</param> /// <param name="period">period to calculate</param> /// <param name="name"></param> public Market_BreadthTrust(DataSeries ds, double period, string name) : base(ds, name) { //application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI"); application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1")); DataSeries advancingIssues = market.AdvancingIssues; DataSeries decliningIssues = market.DecliningIssues; DataSeries emaAdvancingIssues = Indicators.EMA.Series(advancingIssues, period, "emaAdvancingIssues"); DataSeries emaTotalIssues = Indicators.EMA.Series(advancingIssues + decliningIssues, period, "emaTotalIssues"); DataSeries result3 = emaAdvancingIssues / emaTotalIssues; int begin = 0; FirstValidValue = 0; this.Name = name; for (int i = begin, j = 0; j < result3.Count; i++, j++) { this[i] = result3[j]; } }
/// <summary> /// Calculation of Thrust indicators /// </summary> /// <param name="ds">data to calculate CCI</param> /// <param name="period">period to calculate</param> /// <param name="name"></param> public Market_BreadthTrust(DataSeries ds,double period, string name) : base(ds, name) { //application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI"); application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day)); DataSeries advancingIssues = market.AdvancingIssues; DataSeries decliningIssues = market.DecliningIssues; DataSeries emaAdvancingIssues = Indicators.EMA.Series(advancingIssues, period, "emaAdvancingIssues"); DataSeries emaTotalIssues = Indicators.EMA.Series(advancingIssues + decliningIssues, period, "emaTotalIssues"); DataSeries result3 = emaAdvancingIssues /emaTotalIssues; int begin = 0; FirstValidValue = 0; this.Name = name; for (int i = begin, j = 0; j < result3.Count; i++, j++) this[i] = result3[j] * 100; }