protected override void Initialize()
{
diff = CreateDataSeries();
wma1 = Indicators.WeightedMovingAverage(MarketSeries.Close, (int)Period / 2);
wma2 = Indicators.WeightedMovingAverage(MarketSeries.Close, Period);
wma3 = Indicators.WeightedMovingAverage(diff, (int)Math.Sqrt(Period));
}
protected override void Initialize()
{
diff = CreateDataSeries();
wma1 = Indicators.WeightedMovingAverage(MarketSeries.Close, (int)Period / 2);
wma2 = Indicators.WeightedMovingAverage(MarketSeries.Close, Period);
wma3 = Indicators.WeightedMovingAverage(diff, (int)Math.Sqrt(Period));
}
protected override void Initialize()
{
macd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
wma300 = Indicators.WeightedMovingAverage(MarketSeries.Close, 300);
wma150 = Indicators.WeightedMovingAverage(MarketSeries.Close, 150);
arrowOffset = Symbol.PipSize * 15;
}
public void Example5()
{
var stats = new WeightedMovingAverage(new double[] { 2, 2, 5, 7 });
Assert.Equal(4, stats.Count);
Assert.Equal(4.9, stats.Average, 15);
}
/// <summary>
/// Add a result to the weighted rolling average history.
/// </summary>
/// <param name="ipAndPort">IP:Port string to identify where the results go</param>
/// <param name="result">The result to add to the history. This result becomes the current result.</param>
public void AddResult(string ipAndPort, QosResult result)
{
if (result.PacketLoss + Mathf.Epsilon < 0.0f || result.PacketLoss - Mathf.Epsilon > 1.0f)
{
throw new ArgumentOutOfRangeException(nameof(result), "PacketLoss must be in the range [0.0..1.0]");
}
m_ResultsLock.EnterWriteLock();
try
{
WeightedMovingAverage wma = null;
if (!m_Results.TryGetValue(ipAndPort, out wma))
{
// Tracking new server
wma = new WeightedMovingAverage(m_NumResults, m_Weight);
}
wma.AddResult(new QosStatsResult((int)result.AverageLatencyMs, result.PacketLoss));
m_Results[ipAndPort] = wma;
}
finally
{
m_ResultsLock.ExitWriteLock();
}
}
public void NoValue()
{
var stats = new WeightedMovingAverage();
Assert.Equal(0, stats.Count);
Assert.Equal(double.NaN, stats.Average);
}
public void Example6()
{
var stats = new WeightedMovingAverage();
stats.AddRange(new double[] { 2, 4, 4, 4, 5, 5, 7, 9 });
Assert.Equal(8, stats.Count);
Assert.Equal(5.944444444444445, stats.Average, 15);
}
public void Example9()
{
var stats = new WeightedMovingAverage();
stats.AddRange(new double[] { -5, -3, -1, 1, 3 });
Assert.Equal(5, stats.Count);
Assert.Equal(0.333333333333333, stats.Average, 15);
}
public void Example8()
{
var stats = new WeightedMovingAverage();
stats.AddRange(new double[] { 51.3, 55.6, 49.9, 52.0 });
Assert.Equal(4, stats.Count);
Assert.Equal(52.02, stats.Average, 15);
}
public void Example7()
{
var stats = new WeightedMovingAverage();
stats.AddRange(new double[] { 9, 2, 5, 4, 12, 7, 8, 11, 9, 3, 7, 4, 12, 5, 4, 10, 9, 6, 9, 4 });
Assert.Equal(20, stats.Count);
Assert.Equal(6.963636363636364, stats.Average, 15);
}
protected override void Initialize()
{
closePrice = CreateDataSeries();
macd = CreateDataSeries();
emaSlow = Indicators.WeightedMovingAverage(closePrice, periodSlow);
emaFast = Indicators.WeightedMovingAverage(closePrice, periodFast);
emaSignal = Indicators.WeightedMovingAverage(macd, periodSignal);
}
public void OneValue()
{
var stats = new WeightedMovingAverage();
stats.Add(1);
Assert.Equal(1, stats.Count);
Assert.Equal(1, stats.Average);
}
public void Example20()
{
var stats = new WeightedMovingAverage(3);
stats.AddRange(new double[] { -1, 0, 1 });
Assert.Equal(3, stats.Count);
Assert.Equal(0.333333333333333, stats.Average, 15);
}
public void NoCountOutOfRange()
{
Assert.Throws <ArgumentOutOfRangeException>(delegate {
var stats = new WeightedMovingAverage(0);
});
Assert.Throws <ArgumentOutOfRangeException>(delegate {
var stats = new WeightedMovingAverage(0, new double[] { 0 });
});
}
protected override void OnStart()
{
startingBalance = Account.Balance;
startDate = this.Time;
positionSize = (int)Symbol.NormalizeVolume(Account.Balance * (positionSizePercent / 100), RoundingMode.ToNearest);
// Put your initialization logic here
wma = Indicators.WeightedMovingAverage(MarketSeries.Close, wmaNum);
tradeTime = Server.Time;
}
protected override void Initialize()
{
//wma(2*wma(close,period/2)-wma(close,period), sqrt(Period))
_iSeries = CreateDataSeries();
_wma = Indicators.WeightedMovingAverage(Source, Period / 2);
_wma2 = Indicators.WeightedMovingAverage(Source, Period);
_wma3 = Indicators.WeightedMovingAverage(_iSeries, (int)Math.Sqrt(Period));
}
protected override void Initialize()
{
//wma(2*wma(close,period/2)-wma(close,period), sqrt(Period))
_iSeries = CreateDataSeries();
_wma = Indicators.WeightedMovingAverage(Source, Period / 2);
_wma2 = Indicators.WeightedMovingAverage(Source, Period);
_wma3 = Indicators.WeightedMovingAverage(_iSeries, (int)Math.Sqrt(Period));
}
public void Calculate_10PointsAllOnesWithSameWeights_1()
{
var calc = new WeightedMovingAverage();
var points = Enumerable.Repeat(1d, 10).ToList();
var weights = Enumerable.Repeat(0.1, 10).ToList();
var result = calc.Calculate(points, weights);
Assert.AreEqual(1, result);
}
protected override void OnStart()
{
// Put your initialization logic here
wma = Indicators.WeightedMovingAverage(MarketSeries.Close, wmaNum);
positionSize = (int)Symbol.NormalizeVolume(positionSize, RoundingMode.ToNearest);
startTime = this.Time;
Print(startTime.Year);
startingBalance = Account.Balance;
checkTime = startTime.AddMonths(1);
}
//public int multiWait = 0;
protected override void OnStart()
{
OGpositionSize = (int)(Account.Balance * (positionSizePercent / 100));
positionSize = OGpositionSize;
pipsProfit = OGpipsProfit;
longWMA = Indicators.WeightedMovingAverage(MarketSeries.Close, longWMAnum);
shortWMA = Indicators.WeightedMovingAverage(MarketSeries.Close, shortWMAnum);
startBalance = Account.Balance;
maxLossPercent = maxLossPercentOG;
}
public void Example4()
{
var stats = new WeightedMovingAverage();
stats.Add(6);
stats.Add(2);
stats.Add(3);
stats.Add(1);
Assert.Equal(4, stats.Count);
Assert.Equal(2.3, stats.Average, 15);
}
public void Example3()
{
var stats = new WeightedMovingAverage();
stats.Add(1000000004);
stats.Add(1000000007);
stats.Add(1000000013);
stats.Add(1000000016);
Assert.Equal(4, stats.Count);
Assert.Equal(1000000012.1000001, stats.Average, 15);
}
public void Example1()
{
var stats = new WeightedMovingAverage();
stats.Add(4);
stats.Add(7);
stats.Add(13);
stats.Add(16);
Assert.Equal(4, stats.Count);
Assert.Equal(12.1, stats.Average, 15);
}
protected override void OnStart()
{
bars = Source.Count;
macd = Indicators.GetIndicator <ZeroLagMacd>(26, 12, 9);
mm8 = Indicators.ExponentialMovingAverage(Source, 8);
mm50 = Indicators.WeightedMovingAverage(Source, 50);
mm150 = Indicators.WeightedMovingAverage(Source, 150);
mm300 = Indicators.WeightedMovingAverage(Source, 300);
Positions.Closed += PositionsOnClosed;
}
protected override void Initialize()
{
longWMA = Indicators.WeightedMovingAverage(MarketSeries.Close, longWMAnum);
shortWMA = Indicators.WeightedMovingAverage(MarketSeries.Close, shortWMAnum);
arrayIndex = 0;
success = new bool[MarketSeries.Close.Count];
previousBreak = int.MaxValue;
for (int i = 1; i < MarketSeries.Close.Count; i++)
{
if (shortWMA.Result[i] > longWMA.Result[i] && shortWMA.Result[i - 1] < longWMA.Result[i - 1])
{
for (int j = 0; j + i < MarketSeries.Close.Count; j++)
{
if ((MarketSeries.Close[i + j] - MarketSeries.Open[i]) / Symbol.PipSize >= pipTarget)
{
success[arrayIndex] = true;
arrayIndex++;
Print("Top cross at " + MarketSeries.OpenTime[i] + " Successful at " + MarketSeries.OpenTime[i + j]);
break;
}
else if (shortWMA.Result[i + j] < longWMA.Result[i + j])
{
success[arrayIndex] = false;
arrayIndex++;
Print("Top cross at " + MarketSeries.OpenTime[i] + " Unsuccessful at " + MarketSeries.OpenTime[i + j]);
break;
}
}
}
if (shortWMA.Result[i] < longWMA.Result[i] && shortWMA.Result[i - 1] > longWMA.Result[i - 1])
{
for (int j = 0; j + i < MarketSeries.Close.Count; j++)
{
if ((MarketSeries.Open[i] - MarketSeries.Close[i + j]) / Symbol.PipSize >= pipTarget)
{
Print("Bottom cross at " + MarketSeries.OpenTime[i] + " Successful at " + MarketSeries.OpenTime[i + j]);
success[arrayIndex] = true;
arrayIndex++;
break;
}
else if (shortWMA.Result[i + j] > longWMA.Result[i + j])
{
Print("Bottom cross at " + MarketSeries.OpenTime[i] + " Unsuccessful at " + MarketSeries.OpenTime[i + j]);
success[arrayIndex] = false;
arrayIndex++;
break;
}
}
}
}
}
public void NoNullCollection()
{
Assert.Throws <ArgumentNullException>(delegate {
var stats = new WeightedMovingAverage(null);
});
Assert.Throws <ArgumentNullException>(delegate {
var stats = new WeightedMovingAverage(10, null);
});
Assert.Throws <ArgumentNullException>(delegate {
var stats = new WeightedMovingAverage();
stats.AddRange(null);
});
}
public void Calculate_PointsIsNull_ArgumentExceptionThrown()
{
var calc = new WeightedMovingAverage();
try
{
calc.Calculate(null, null);
}
catch (Exception ex)
{
Assert.IsInstanceOfType(ex, typeof(ArgumentException));
}
}
protected override void Initialize()
{
var index = MarketSeries.Close.Count - 1;
diff = CreateDataSeries();
wma1 = Indicators.WeightedMovingAverage(MarketSeries.Close, (int)Period / 2);
wma2 = Indicators.WeightedMovingAverage(MarketSeries.Close, Period);
wma3 = Indicators.WeightedMovingAverage(diff, (int)Math.Sqrt(Period));
var1 = 2 * wma1.Result[index];
var2 = wma2.Result[index];
diff[index] = var1 - var2;
}
public void NoInfinity()
{
var stats = new WeightedMovingAverage();
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.NegativeInfinity);
});
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.PositiveInfinity);
});
Assert.Throws <ArgumentOutOfRangeException>(delegate {
stats.Add(double.NaN);
});
}
private bool IsTrendUp(MarketSeries series, WeightedMovingAverage wma)
{
var close = series.Close.LastValue;
var value = wma.Result.LastValue;
if (value < close)
{
return(true);
}
else
{
return(false);
}
}
protected override void OnStart()
{
Positions.Closed += OnPositionClosed;
Positions.Opened += OnPositionOpened;
startingBalance = Account.Balance;
streakTrades = 0;
startTime = Server.Time;
avgTimes = new List <int>();
avgTrades = new List <int>();
longWMA = Indicators.WeightedMovingAverage(MarketData.GetSeries(WMAtimeframe).Close, longWMANum);
shortWMA = Indicators.WeightedMovingAverage(MarketData.GetSeries(WMAtimeframe).Close, shortWMANum);
channelWMA = Indicators.WeightedMovingAverage(MarketSeries.Close, maPeriod);
brokenTop = false;
brokenBottom = false;
}
protected override void Initialize()
{
unsmBuffer = new double[1];
unsmoothed = CreateDataSeries();
_wma = Indicators.WeightedMovingAverage(unsmoothed, SmoothingPeriod);
_ema = Indicators.ExponentialMovingAverage(_wma.Result, TriggerPeriod);
ol = new double[4];
pol = new double[4];
hl = new double[4];
phl = new double[4];
ll = new double[4];
pll = new double[4];
cl = new double[4];
pcl = new double[4];
}
protected override void Initialize()
{
unsmBuffer = new double[1];
unsmoothed = CreateDataSeries();
_wma = Indicators.WeightedMovingAverage(unsmoothed, SmoothingPeriod);
_ema = Indicators.ExponentialMovingAverage(_wma.Result, TriggerPeriod);
ol = new double[4];
pol = new double[4];
hl = new double[4];
phl = new double[4];
ll = new double[4];
pll = new double[4];
cl = new double[4];
pcl = new double[4];
}
protected override void Initialize()
{
_weightedMovingAverage = Indicators.WeightedMovingAverage(MarketSeries.Close, 21);
_averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
_relativeStrengthIndex = Indicators.RelativeStrengthIndex(TMA, rsiPeriod);
}
protected override void Initialize()
{
_weightedMovingAverage = Indicators.WeightedMovingAverage(MarketSeries.Close, 21);
_averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
_simpleMovingAverage = Indicators.SimpleMovingAverage(TMA, smaPeriod);
}
