Пример #1
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 public void testCalcTwice()
 {
     indicator = new EWMA(values, 1);
     addPoint(0, 0);
     values.set(0);
     AreEqual(0, indicator[0]);
 }
Пример #2
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 public RSI(Spud <double> values, int halfLife) : base(values.manager)
 {
     this.values = dependsOn(values);
     upChanges   = new RootSpud <double>(manager);
     dnChanges   = new RootSpud <double>(manager);
     upAverage   = new EWMA(upChanges, halfLife);
     dnAverage   = new EWMA(dnChanges, halfLife);
 }
Пример #3
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 public void testEWMA()
 {
     indicator = new EWMA(values, 1);
     Bombs(() => O.info(indicator[0] + ""), "uninitialized");
     addPoint(0, 0);
     addPoint(1, 0.5);
     addPoint(0, 0.25);
     addPoint(1, 0.625);
 }
Пример #4
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 public void testEWMAJeff()
 {
     indicator = new EWMA(values, 3);
     Bombs(() => O.info(indicator[0] + ""), "uninitialized");
     addPoint(1, 1);
     addPoint(0, 0.79370052598409979);
     addPoint(0, 0.62996052494743671);
     addPoint(0, 0.50000000000000011);
 }
Пример #5
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 public EWAcf(Spud <double> values, double halfLife, int lag) : base(values.manager)
 {
     variance   = dependsOn(new EWMA(new Product(values, values), halfLife));
     covariance = dependsOn(new EWMA(new Product(values, values.lagged(lag)), halfLife));
 }