public void Convergence()
{
foreach (int qty in convergeQuantities)
{
IEnumerable <Quote> h = History.GetHistoryLong(128 + qty);
IEnumerable <AdxResult> r = Indicator.GetAdx(h);
AdxResult l = r.LastOrDefault();
Console.WriteLine("ADX on {0:d} with {1,4} periods: {2:N8}",
l.Date, h.Count(), l.Adx);
}
}
public void Adx()
{
foreach (int qty in QuotesQuantities)
{
IEnumerable <Quote> quotes = TestData.GetLongish(qty);
IEnumerable <AdxResult> r = quotes.GetAdx(14);
AdxResult l = r.LastOrDefault();
Console.WriteLine(
"ADX(14) on {0:d} with {1,4} historical quotes: {2:N8}",
l.Date, quotes.Count(), l.Adx);
}
}
public void Removed()
{
IEnumerable <AdxResult> r = quotes.GetAdx(14)
.RemoveWarmupPeriods();
// assertions
Assert.AreEqual(502 - ((2 * 14) + 100), r.Count());
AdxResult last = r.LastOrDefault();
Assert.AreEqual(17.7565, Math.Round((double)last.Pdi, 4));
Assert.AreEqual(31.1510, Math.Round((double)last.Mdi, 4));
Assert.AreEqual(34.2987, Math.Round((double)last.Adx, 4));
}
public void Standard()
{
int lookbackPeriods = 14;
List <AdxResult> results = quotes.GetAdx(lookbackPeriods).ToList();
// assertions
// proper quantities
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(475, results.Where(x => x.Adx != null).Count());
Assert.AreEqual(462, results.Where(x => x.Adxr != null).Count());
// sample values
AdxResult r19 = results[19];
Assert.AreEqual(21.0361, Math.Round((double)r19.Pdi, 4));
Assert.AreEqual(25.0124, Math.Round((double)r19.Mdi, 4));
Assert.AreEqual(null, r19.Adx);
AdxResult r29 = results[29];
Assert.AreEqual(37.9719, Math.Round((double)r29.Pdi, 4));
Assert.AreEqual(14.1658, Math.Round((double)r29.Mdi, 4));
Assert.AreEqual(19.7949, Math.Round((double)r29.Adx, 4));
AdxResult r39 = results[39];
Assert.IsNull(r29.Adxr);
AdxResult r40 = results[40];
Assert.AreEqual(29.1062, Math.Round((double)r40.Adxr, 4));
AdxResult r248 = results[248];
Assert.AreEqual(32.3167, Math.Round((double)r248.Pdi, 4));
Assert.AreEqual(18.2471, Math.Round((double)r248.Mdi, 4));
Assert.AreEqual(30.5903, Math.Round((double)r248.Adx, 4));
Assert.AreEqual(29.1252, Math.Round((double)r248.Adxr, 4));
AdxResult r501 = results[501];
Assert.AreEqual(17.7565, Math.Round((double)r501.Pdi, 4));
Assert.AreEqual(31.1510, Math.Round((double)r501.Mdi, 4));
Assert.AreEqual(34.2987, Math.Round((double)r501.Adx, 4));
}
public void GetAdxTest()
{
int lookbackPeriod = 14;
IEnumerable <AdxResult> results = Indicator.GetAdx(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - 2 * lookbackPeriod + 1, results.Where(x => x.Adx != null).Count());
// sample value
AdxResult r = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(17.7565m, Math.Round((decimal)r.Pdi, 4));
Assert.AreEqual(31.1510m, Math.Round((decimal)r.Mdi, 4));
Assert.AreEqual(34.2987m, Math.Round((decimal)r.Adx, 4));
}
public void GetAdxTest()
{
int lookbackPeriod = 14;
IEnumerable <AdxResult> results = Indicator.GetAdx(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(502 - 2 * lookbackPeriod + 1, results.Where(x => x.Adx != null).Count());
// sample value
AdxResult r = results.Where(x => x.Date == DateTime.ParseExact("12/31/2018", "MM/dd/yyyy", null)).FirstOrDefault();
Assert.AreEqual((decimal)17.7565, Math.Round((decimal)r.Pdi, 4));
Assert.AreEqual((decimal)31.1510, Math.Round((decimal)r.Mdi, 4));
Assert.AreEqual((decimal)34.2987, Math.Round((decimal)r.Adx, 4));
}
public void Standard()
{
int lookbackPeriod = 14;
List <AdxResult> results = Indicator.GetAdx(history, lookbackPeriod).ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(475, results.Where(x => x.Adx != null).Count());
// sample values
AdxResult r1 = results[19];
Assert.AreEqual(21.0361m, Math.Round((decimal)r1.Pdi, 4));
Assert.AreEqual(25.0124m, Math.Round((decimal)r1.Mdi, 4));
Assert.AreEqual(null, r1.Adx);
AdxResult r2 = results[29];
Assert.AreEqual(37.9719m, Math.Round((decimal)r2.Pdi, 4));
Assert.AreEqual(14.1658m, Math.Round((decimal)r2.Mdi, 4));
Assert.AreEqual(19.7949m, Math.Round((decimal)r2.Adx, 4));
AdxResult r3 = results[248];
Assert.AreEqual(32.3167m, Math.Round((decimal)r3.Pdi, 4));
Assert.AreEqual(18.2471m, Math.Round((decimal)r3.Mdi, 4));
Assert.AreEqual(30.5903m, Math.Round((decimal)r3.Adx, 4));
AdxResult r4 = results[501];
Assert.AreEqual(17.7565m, Math.Round((decimal)r4.Pdi, 4));
Assert.AreEqual(31.1510m, Math.Round((decimal)r4.Mdi, 4));
Assert.AreEqual(34.2987m, Math.Round((decimal)r4.Adx, 4));
}
public void GetAdxTest()
{
int lookbackPeriod = 14;
IEnumerable <AdxResult> results = Indicator.GetAdx(history, lookbackPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(475, results.Where(x => x.Adx != null).Count());
// sample values
AdxResult r1 = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(17.7565m, Math.Round((decimal)r1.Pdi, 4));
Assert.AreEqual(31.1510m, Math.Round((decimal)r1.Mdi, 4));
Assert.AreEqual(34.2987m, Math.Round((decimal)r1.Adx, 4));
AdxResult r2 = results.Where(x => x.Index == 249).FirstOrDefault();
Assert.AreEqual(32.3167m, Math.Round((decimal)r2.Pdi, 4));
Assert.AreEqual(18.2471m, Math.Round((decimal)r2.Mdi, 4));
Assert.AreEqual(30.5903m, Math.Round((decimal)r2.Adx, 4));
AdxResult r3 = results.Where(x => x.Index == 20).FirstOrDefault();
Assert.AreEqual(21.0361m, Math.Round((decimal)r3.Pdi, 4));
Assert.AreEqual(25.0124m, Math.Round((decimal)r3.Mdi, 4));
Assert.AreEqual(null, r3.Adx);
AdxResult r4 = results.Where(x => x.Index == 30).FirstOrDefault();
Assert.AreEqual(37.9719m, Math.Round((decimal)r4.Pdi, 4));
Assert.AreEqual(14.1658m, Math.Round((decimal)r4.Mdi, 4));
Assert.AreEqual(19.7949m, Math.Round((decimal)r4.Adx, 4));
}
