public void MeanDeviationShouldBeZeroWhenTimeFrameIs1()
{
var meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(_data), 1);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(2), 0);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(7), 0);
}
public void meanDeviationShouldBeZeroWhenTimeFrameIs1()
{
MeanDeviationIndicator meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(data), 1);
Assert.AreEqual(meanDeviation.GetValue(2), 0);
Assert.AreEqual(meanDeviation.GetValue(7), 0);
}
public void MeanDeviationUsingTimeFrame5UsingClosePrice()
{
var meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(_data), 5);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(2), 2.44444444444444);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(3), 2.5);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(7), 2.16);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(8), 2.32);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(9), 2.72);
}
public void meanDeviationUsingTimeFrame5UsingClosePrice()
{
MeanDeviationIndicator meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(data), 5);
Assert.AreEqual(meanDeviation.GetValue(2), 2.4444444444444444444444444444M);
Assert.AreEqual(meanDeviation.GetValue(3), 2.5M);
Assert.AreEqual(meanDeviation.GetValue(7), 2.16M);
Assert.AreEqual(meanDeviation.GetValue(8), 2.32M);
Assert.AreEqual(meanDeviation.GetValue(9), 2.72M);
}
protected override Decimal Calculate(int index)
{
var typicalPrice = _typicalPriceInd.GetValue(index);
var typicalPriceAvg = _smaInd.GetValue(index);
var meanDeviation = _meanDeviationInd.GetValue(index);
if (meanDeviation.IsZero)
{
return(Decimal.Zero);
}
return((typicalPrice.Minus(typicalPriceAvg)).DividedBy(meanDeviation.MultipliedBy(Factor)));
}
protected override decimal Calculate(int index)
{
decimal typicalPrice = _typicalPriceInd.GetValue(index);
decimal typicalPriceAvg = _smaInd.GetValue(index);
decimal meanDeviation = _meanDeviationInd.GetValue(index);
if (meanDeviation.IsZero())
{
return(Decimals.Zero);
}
return((typicalPrice.Minus(typicalPriceAvg)).DividedBy(meanDeviation.MultipliedBy(FACTOR)));
}
public void FirstValueShouldBeZero()
{
var meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(_data), 5);
TaTestsUtils.AssertDecimalEquals(meanDeviation.GetValue(0), 0);
}
public void firstValueShouldBeZero()
{
MeanDeviationIndicator meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(data), 5);
Assert.AreEqual(meanDeviation.GetValue(0), 0);
}