public async Task TestKamaAsync()
{
var candles = await ImportCandlesAsync();
var indicator = new KaufmanAdaptiveMovingAverage(candles, 10, 2, 30);
var result = indicator[candles.Count - 1];
Assert.IsTrue(138.91m.IsApproximatelyEquals(result.Value));
}
public async Task TestKamaAsync()
{
var equity = await ImportEquityAsync();
var indicator = new KaufmanAdaptiveMovingAverage(equity, 10, 2, 30);
var result = indicator.ComputeByIndex(equity.Count - 1);
Assert.IsTrue(138.91m.IsApproximatelyEquals(result.Kama.Value));
}
public override void Initialize()
{
SetCash(10000);
SetStartDate(2007, 1, 1);
SetEndDate(DateTime.Now);
// Request SPY data with minute resolution
AddSecurity(SecurityType.Equity, Symbol, Resolution.Daily);
_ama = new KaufmanAdaptiveMovingAverage(Symbol, 5);
_cci = new CommodityChannelIndex(5, MovingAverageType.Kama);
_atr = new AverageTrueRange(Symbol, 14, MovingAverageType.Kama);
SetWarmup(3);
}
