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

Example 51 with ClosePriceIndicator

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

the class WMAIndicatorTest method wmaUsingTimeFrame9UsingClosePrice.

@Test
public void wmaUsingTimeFrame9UsingClosePrice() {
    // Example from http://traders.com/Documentation/FEEDbk_docs/2010/12/TradingIndexesWithHullMA.xls
    TimeSeries data = new MockTimeSeries(84.53, 87.39, 84.55, 82.83, 82.58, 83.74, 83.33, 84.57, 86.98, 87.10, 83.11, 83.60, 83.66, 82.76, 79.22, 79.03, 78.18, 77.42, 74.65, 77.48, 76.87);
    WMAIndicator wma = new WMAIndicator(new ClosePriceIndicator(data), 9);
    assertDecimalEquals(wma.getValue(8), 84.4958);
    assertDecimalEquals(wma.getValue(9), 85.0158);
    assertDecimalEquals(wma.getValue(10), 84.6807);
    assertDecimalEquals(wma.getValue(11), 84.5387);
    assertDecimalEquals(wma.getValue(12), 84.4298);
    assertDecimalEquals(wma.getValue(13), 84.1224);
    assertDecimalEquals(wma.getValue(14), 83.1031);
    assertDecimalEquals(wma.getValue(15), 82.1462);
    assertDecimalEquals(wma.getValue(16), 81.1149);
    assertDecimalEquals(wma.getValue(17), 80.0736);
    assertDecimalEquals(wma.getValue(18), 78.6907);
    assertDecimalEquals(wma.getValue(19), 78.1504);
    assertDecimalEquals(wma.getValue(20), 77.6133);
}

Example 52 with ClosePriceIndicator

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

the class WilliamsRIndicatorTest method williamsRUsingTimeFrame10UsingClosePrice.

@Test
public void williamsRUsingTimeFrame10UsingClosePrice() {
    WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 10, new MaxPriceIndicator(data), new MinPriceIndicator(data));
    assertDecimalEquals(wr.getValue(9), -4.0816);
    assertDecimalEquals(wr.getValue(10), -11.7647);
    assertDecimalEquals(wr.getValue(11), -8.9286);
    assertDecimalEquals(wr.getValue(12), -10.5263);
}

Example 53 with ClosePriceIndicator

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

the class WilliamsRIndicatorTest method valueLessThenTimeFrame.

@Test
public void valueLessThenTimeFrame() {
    WilliamsRIndicator wr = new WilliamsRIndicator(new ClosePriceIndicator(data), 100, new MaxPriceIndicator(data), new MinPriceIndicator(data));
    assertDecimalEquals(wr.getValue(0), -100d * (0.12 / 0.21));
    assertDecimalEquals(wr.getValue(1), -100d * (0.07 / 0.21));
    assertDecimalEquals(wr.getValue(2), -100d * (0.13 / 0.36));
    assertDecimalEquals(wr.getValue(3), -100d * (0.18 / 0.36));
}

Example 54 with ClosePriceIndicator

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

the class CMOIndicatorTest method dpo.

@Test
public void dpo() {
    CMOIndicator cmo = new CMOIndicator(new ClosePriceIndicator(series), 9);
    assertDecimalEquals(cmo.getValue(5), 85.1351);
    assertDecimalEquals(cmo.getValue(6), 53.9326);
    assertDecimalEquals(cmo.getValue(7), 6.2016);
    assertDecimalEquals(cmo.getValue(8), -1.083);
    assertDecimalEquals(cmo.getValue(9), 0.7092);
    assertDecimalEquals(cmo.getValue(10), -1.4493);
    assertDecimalEquals(cmo.getValue(11), 10.7266);
    assertDecimalEquals(cmo.getValue(12), -3.5857);
    assertDecimalEquals(cmo.getValue(13), 4.7619);
    assertDecimalEquals(cmo.getValue(14), 24.1983);
    assertDecimalEquals(cmo.getValue(15), 47.644);
}

Example 55 with ClosePriceIndicator

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

the class CachedIndicatorTest method getValueWithCacheLengthIncrease.

@Test
public void getValueWithCacheLengthIncrease() {
    double[] data = new double[200];
    Arrays.fill(data, 10);
    SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(new MockTimeSeries(data)), 100);
    assertDecimalEquals(sma.getValue(105), 10);
}