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Fixed ATR and ATRP, improved SMA

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This commit is contained in:
Miha Kralj
2023-01-03 17:55:41 -08:00
parent 83e5d89cbb
commit 5d72f9d3ae
8 changed files with 135 additions and 129 deletions
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Tests/Validations/Trends/TA_LIB.cs
+3 -1
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@@ -74,7 +74,7 @@ public class Ta_Lib
{
ATR_Series QL = new(bars, period, false);
Core.Atr(inhigh, inlow, inclose, 0, bars.Count - 1, TALIB, out int outBegIdx, out _, period);
for (int i = QL.Length - 1; i > skip * 15; i--)
for (int i = QL.Length - 1; i > skip; i--)
{
double QL_item = Math.Round(QL[i].v, digits: digits);
double TA_item = Math.Round(TALIB[i - outBegIdx], digits: digits);
@@ -114,6 +114,7 @@ public class Ta_Lib
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void CMO() {
CMO_Series QL = new(bars.Close, period, false);
@@ -124,6 +125,7 @@ public class Ta_Lib
Assert.InRange(TA_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void CORR()
{