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

Example 71 with ClosePriceIndicator

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

the class StandardDeviationIndicatorTest method standardDeviationUsingTimeFrame4UsingClosePrice.

@Test
public void standardDeviationUsingTimeFrame4UsingClosePrice() {
    StandardDeviationIndicator sdv = new StandardDeviationIndicator(new ClosePriceIndicator(data), 4);
    assertDecimalEquals(sdv.getValue(0), 0);
    assertDecimalEquals(sdv.getValue(1), Math.sqrt(0.25));
    assertDecimalEquals(sdv.getValue(2), Math.sqrt(2.0 / 3));
    assertDecimalEquals(sdv.getValue(3), Math.sqrt(1.25));
    assertDecimalEquals(sdv.getValue(4), Math.sqrt(0.5));
    assertDecimalEquals(sdv.getValue(5), Math.sqrt(0.25));
    assertDecimalEquals(sdv.getValue(6), Math.sqrt(0.5));
    assertDecimalEquals(sdv.getValue(7), Math.sqrt(0.5));
    assertDecimalEquals(sdv.getValue(8), Math.sqrt(0.5));
    assertDecimalEquals(sdv.getValue(9), Math.sqrt(3.5));
    assertDecimalEquals(sdv.getValue(10), Math.sqrt(10.5));
}

Example 72 with ClosePriceIndicator

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

the class StandardErrorIndicatorTest method shouldBeZeroWhenTimeFrameIs1.

@Test
public void shouldBeZeroWhenTimeFrameIs1() {
    StandardErrorIndicator se = new StandardErrorIndicator(new ClosePriceIndicator(data), 1);
    assertDecimalEquals(se.getValue(1), 0);
    assertDecimalEquals(se.getValue(3), 0);
}

Example 73 with ClosePriceIndicator

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

the class StandardErrorIndicatorTest method usingTimeFrame5UsingClosePrice.

@Test
public void usingTimeFrame5UsingClosePrice() {
    StandardErrorIndicator se = new StandardErrorIndicator(new ClosePriceIndicator(data), 5);
    assertDecimalEquals(se.getValue(0), 0);
    assertDecimalEquals(se.getValue(1), 3.5355);
    assertDecimalEquals(se.getValue(2), 4.714);
    assertDecimalEquals(se.getValue(3), 5.5902);
    assertDecimalEquals(se.getValue(4), 6.3246);
    assertDecimalEquals(se.getValue(5), 4.5607);
    assertDecimalEquals(se.getValue(6), 2.8284);
    assertDecimalEquals(se.getValue(7), 2.1909);
    assertDecimalEquals(se.getValue(8), 2.1909);
    assertDecimalEquals(se.getValue(9), 2.8284);
    assertDecimalEquals(se.getValue(10), 4.5607);
    assertDecimalEquals(se.getValue(11), 6.3246);
}

Example 74 with ClosePriceIndicator

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

the class VarianceIndicatorTest method varianceShouldBeZeroWhenTimeFrameIs1.

@Test
public void varianceShouldBeZeroWhenTimeFrameIs1() {
    VarianceIndicator var = new VarianceIndicator(new ClosePriceIndicator(data), 1);
    assertDecimalEquals(var.getValue(3), 0);
    assertDecimalEquals(var.getValue(8), 0);
}

Example 75 with ClosePriceIndicator

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

the class TradingBotOnMovingTimeSeries method buildStrategy.

/**
 * @param series a time series
 * @return a dummy strategy
 */
private static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    SMAIndicator sma = new SMAIndicator(closePrice, 12);
    // Sell when close price goes over SMA
    return new BaseStrategy(new OverIndicatorRule(sma, closePrice), new UnderIndicatorRule(sma, closePrice));
}