public void keltnerChannelMiddleIndicatorTest()
{
var km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(_data), 14);
TaTestsUtils.AssertDecimalEquals(km.GetValue(13), 11751.376);
TaTestsUtils.AssertDecimalEquals(km.GetValue(14), 11781.9285);
TaTestsUtils.AssertDecimalEquals(km.GetValue(15), 11807.9634);
TaTestsUtils.AssertDecimalEquals(km.GetValue(16), 11831.6269);
TaTestsUtils.AssertDecimalEquals(km.GetValue(17), 11852.7207);
TaTestsUtils.AssertDecimalEquals(km.GetValue(18), 11857.9486);
TaTestsUtils.AssertDecimalEquals(km.GetValue(19), 11882.2434);
TaTestsUtils.AssertDecimalEquals(km.GetValue(20), 11903.5403);
TaTestsUtils.AssertDecimalEquals(km.GetValue(21), 11924.7029);
TaTestsUtils.AssertDecimalEquals(km.GetValue(22), 11947.0292);
TaTestsUtils.AssertDecimalEquals(km.GetValue(23), 11975.6427);
TaTestsUtils.AssertDecimalEquals(km.GetValue(24), 12009.977);
TaTestsUtils.AssertDecimalEquals(km.GetValue(25), 12040.632);
TaTestsUtils.AssertDecimalEquals(km.GetValue(26), 12065.7864);
TaTestsUtils.AssertDecimalEquals(km.GetValue(27), 12093.4496);
TaTestsUtils.AssertDecimalEquals(km.GetValue(28), 12116.7483);
TaTestsUtils.AssertDecimalEquals(km.GetValue(29), 12131.4005);
}
public void keltnerChannelMiddleIndicatorTest()
{
KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
Assert.AreEqual(km.GetValue(13), 11764.230042715835517269431602M);
Assert.AreEqual(km.GetValue(14), 11793.068703687057448300174055M);
Assert.AreEqual(km.GetValue(15), 11817.618209862116455193484181M);
Assert.AreEqual(km.GetValue(16), 11839.994448547167594501019624M);
Assert.AreEqual(km.GetValue(17), 11859.972522074211915234217007M);
Assert.AreEqual(km.GetValue(18), 11864.233519130983659869654739M);
Assert.AreEqual(km.GetValue(19), 11887.690383246852505220367440M);
Assert.AreEqual(km.GetValue(20), 11908.260998813938837857651781M);
Assert.AreEqual(km.GetValue(21), 11928.794198972080326143298210M);
Assert.AreEqual(km.GetValue(22), 11950.574972442469615990858449M);
Assert.AreEqual(km.GetValue(23), 11978.715642783473667192077322M);
Assert.AreEqual(km.GetValue(24), 12012.640223745677178233133679M);
Assert.AreEqual(km.GetValue(25), 12042.940193912920221135382522M);
Assert.AreEqual(km.GetValue(26), 12067.786834724530858317331519M);
Assert.AreEqual(km.GetValue(27), 12095.183256761260077208353983M);
Assert.AreEqual(km.GetValue(28), 12118.250822526425400247240119M);
Assert.AreEqual(km.GetValue(29), 12132.702712856235346880941436M);
}
public void keltnerChannelLowerIndicatorTest()
{
KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
KeltnerChannelLowerIndicator kl = new KeltnerChannelLowerIndicator(km, 2M, 14);
Assert.AreEqual(kl.GetValue(13), 11556.546828177248809366105958M);
Assert.AreEqual(kl.GetValue(14), 11583.797147329798362389943100M);
Assert.AreEqual(kl.GetValue(15), 11610.833193244661589705412580M);
Assert.AreEqual(kl.GetValue(16), 11639.595504545245219404953137M);
Assert.AreEqual(kl.GetValue(17), 11667.087788358141138359298126M);
Assert.AreEqual(kl.GetValue(18), 11660.561980680346509914372921M);
Assert.AreEqual(kl.GetValue(19), 11675.878240399832294547605752M);
Assert.AreEqual(kl.GetValue(20), 11705.949723313134356518658785M);
Assert.AreEqual(kl.GetValue(21), 11726.720871721333307757090428M);
Assert.AreEqual(kl.GetValue(22), 11753.415454281061670346522651M);
Assert.AreEqual(kl.GetValue(23), 11781.837518776452003379479796M);
Assert.AreEqual(kl.GetValue(24), 11817.147680024871347550007404M);
Assert.AreEqual(kl.GetValue(25), 11851.977117600743378358193839M);
Assert.AreEqual(kl.GetValue(26), 11878.613978148938075738513456M);
Assert.AreEqual(kl.GetValue(27), 11904.457032798209636242308639M);
Assert.AreEqual(kl.GetValue(28), 11935.390757417878562207340871M);
Assert.AreEqual(kl.GetValue(29), 11952.201223826870425843892134M);
}
public void keltnerChannelUpperIndicatorTest()
{
var km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(_data), 14);
var ku = new KeltnerChannelUpperIndicator(km, Decimal.ValueOf(2), 14);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(13), 11857.4642);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(14), 11896.8619);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(15), 11927.1486);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(16), 11950.6832);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(17), 11970.0729);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(18), 11991.4828);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(19), 12028.9281);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(20), 12045.3761);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(21), 12070.6204);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(22), 12092.044);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(23), 12124.1007);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(24), 12160.508);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(25), 12189.8451);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(26), 12216.1915);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(27), 12248.1771);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(28), 12266.181);
TaTestsUtils.AssertDecimalEquals(ku.GetValue(29), 12280.8623);
}
public void keltnerChannelUpperIndicatorTest()
{
KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14);
KeltnerChannelUpperIndicator ku = new KeltnerChannelUpperIndicator(km, 2M, 14);
Assert.AreEqual(ku.GetValue(13), 11971.913257254422225172757246M);
Assert.AreEqual(ku.GetValue(14), 12002.340260044316534210405010M);
Assert.AreEqual(ku.GetValue(15), 12024.403226479571320681555782M);
Assert.AreEqual(ku.GetValue(16), 12040.393392549089969597086111M);
Assert.AreEqual(ku.GetValue(17), 12052.857255790282692109135888M);
Assert.AreEqual(ku.GetValue(18), 12067.905057581620809824936557M);
Assert.AreEqual(ku.GetValue(19), 12099.502526093872715893129128M);
Assert.AreEqual(ku.GetValue(20), 12110.572274314743319196644777M);
Assert.AreEqual(ku.GetValue(21), 12130.867526222827344529505992M);
Assert.AreEqual(ku.GetValue(22), 12147.734490603877561635194247M);
Assert.AreEqual(ku.GetValue(23), 12175.593766790495331004674848M);
Assert.AreEqual(ku.GetValue(24), 12208.132767466483008916259954M);
Assert.AreEqual(ku.GetValue(25), 12233.903270225097063912571205M);
Assert.AreEqual(ku.GetValue(26), 12256.959691300123640896149582M);
Assert.AreEqual(ku.GetValue(27), 12285.909480724310518174399327M);
Assert.AreEqual(ku.GetValue(28), 12301.110887634972238287139367M);
Assert.AreEqual(ku.GetValue(29), 12313.204201885600267917990738M);
}
public void keltnerChannelLowerIndicatorTest()
{
var km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(_data), 14);
var kl = new KeltnerChannelLowerIndicator(km, Decimal.ValueOf(2), 14);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(13), 11645.2878);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(14), 11666.9952);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(15), 11688.7782);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(16), 11712.5707);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(17), 11735.3684);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(18), 11724.4143);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(19), 11735.5588);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(20), 11761.7046);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(21), 11778.7855);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(22), 11802.0144);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(23), 11827.1846);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(24), 11859.4459);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(25), 11891.4189);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(26), 11915.3814);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(27), 11938.7221);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(28), 11967.3156);
TaTestsUtils.AssertDecimalEquals(kl.GetValue(29), 11981.9387);
}