Examples with ClosePriceIndicator org.ta4j.core.indicators.helpers.ClosePriceIndicator used on opensource projects

Example 46 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class RSIIndicatorTest method firstValueShouldBeZero.

@Test
public void firstValueShouldBeZero() throws Exception {
    Indicator<Decimal> indicator = getIndicator(new ClosePriceIndicator(data), 14);
    assertEquals(Decimal.ZERO, indicator.getValue(0));
}

Example 47 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class SMAIndicatorTest method usingTimeFrame3UsingClosePrice.

@Test
public void usingTimeFrame3UsingClosePrice() throws Exception {
    Indicator<Decimal> indicator = getIndicator(new ClosePriceIndicator(data), 3);
    assertDecimalEquals(indicator.getValue(0), 1);
    assertDecimalEquals(indicator.getValue(1), 1.5);
    assertDecimalEquals(indicator.getValue(2), 2);
    assertDecimalEquals(indicator.getValue(3), 3);
    assertDecimalEquals(indicator.getValue(4), 10d / 3);
    assertDecimalEquals(indicator.getValue(5), 11d / 3);
    assertDecimalEquals(indicator.getValue(6), 4);
    assertDecimalEquals(indicator.getValue(7), 13d / 3);
    assertDecimalEquals(indicator.getValue(8), 4);
    assertDecimalEquals(indicator.getValue(9), 10d / 3);
    assertDecimalEquals(indicator.getValue(10), 10d / 3);
    assertDecimalEquals(indicator.getValue(11), 10d / 3);
    assertDecimalEquals(indicator.getValue(12), 3);
}

Example 48 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class TripleEMAIndicatorTest method setUp.

@Before
public void setUp() {
    TimeSeries data = new MockTimeSeries(0.73, 0.72, 0.86, 0.72, 0.62, 0.76, 0.84, 0.69, 0.65, 0.71, 0.53, 0.73, 0.77, 0.67, 0.68);
    closePrice = new ClosePriceIndicator(data);
}

Example 49 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class UlcerIndexIndicatorTest method ulcerIndexUsingTimeFrame14UsingIBMData.

@Test
public void ulcerIndexUsingTimeFrame14UsingIBMData() {
    UlcerIndexIndicator ulcer = new UlcerIndexIndicator(new ClosePriceIndicator(ibmData), 14);
    assertDecimalEquals(ulcer.getValue(0), 0);
    // From: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ulcer_index
    assertDecimalEquals(ulcer.getValue(26), 1.3047);
    assertDecimalEquals(ulcer.getValue(27), 1.3022);
    assertDecimalEquals(ulcer.getValue(28), 1.2156);
    assertDecimalEquals(ulcer.getValue(29), 0.9967);
    assertDecimalEquals(ulcer.getValue(30), 0.7257);
    assertDecimalEquals(ulcer.getValue(31), 0.453);
    assertDecimalEquals(ulcer.getValue(32), 0.4284);
    assertDecimalEquals(ulcer.getValue(33), 0.4284);
    assertDecimalEquals(ulcer.getValue(34), 0.4284);
    assertDecimalEquals(ulcer.getValue(35), 0.4287);
    assertDecimalEquals(ulcer.getValue(36), 0.5089);
    assertDecimalEquals(ulcer.getValue(37), 0.6673);
    assertDecimalEquals(ulcer.getValue(38), 0.9914);
    assertDecimalEquals(ulcer.getValue(39), 1.0921);
    assertDecimalEquals(ulcer.getValue(40), 1.3161);
    assertDecimalEquals(ulcer.getValue(41), 1.5632);
    assertDecimalEquals(ulcer.getValue(42), 1.7609);
}

Example 50 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class WMAIndicatorTest method calculate.

@Test
public void calculate() {
    MockTimeSeries series = new MockTimeSeries(1d, 2d, 3d, 4d, 5d, 6d);
    Indicator<Decimal> close = new ClosePriceIndicator(series);
    Indicator<Decimal> wmaIndicator = new WMAIndicator(close, 3);
    assertDecimalEquals(wmaIndicator.getValue(0), 1);
    assertDecimalEquals(wmaIndicator.getValue(1), 1.6667);
    assertDecimalEquals(wmaIndicator.getValue(2), 2.3333);
    assertDecimalEquals(wmaIndicator.getValue(3), 3.3333);
    assertDecimalEquals(wmaIndicator.getValue(4), 4.3333);
    assertDecimalEquals(wmaIndicator.getValue(5), 5.3333);
}