public void ResetsProperly()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
foreach (var data in TestHelper.GetTradeBarStream("spy_with_keltner.csv", false))
{
kch.Update(data);
}
Assert.IsTrue(kch.IsReady);
Assert.IsTrue(kch.UpperBand.IsReady);
Assert.IsTrue(kch.LowerBand.IsReady);
Assert.IsTrue(kch.MiddleBand.IsReady);
Assert.IsTrue(kch.AverageTrueRange.IsReady);
kch.Reset();
TestHelper.AssertIndicatorIsInDefaultState(kch);
TestHelper.AssertIndicatorIsInDefaultState(kch.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(kch.AverageTrueRange);
}
public void ComparesWithExternalDataLowerBand()
{
var kch = new KeltnerChannels(20, 1.5m, MovingAverageType.Simple);
TestHelper.TestIndicator(kch, "spy_with_keltner.csv", "Keltner Channels 20 Bottom",
(ind, expected) => Assert.AreEqual(expected, (double)((KeltnerChannels)ind).LowerBand.Current.Value, 1e-3));
}