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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/Tulip.cs
+6 -2
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@@ -20,8 +20,8 @@ public class Tulip_Test
{
bars = new(Bars: 5000, Volatility: 0.8, Drift: 0.0, Precision: 3);
period = rnd.Next(28) + 3;
skip = period+1;
digits = 10;
skip = period+5;
digits = 8;
outdata = new double[bars.Count];
inopen = bars.Open.v.ToArray();
@@ -124,6 +124,7 @@ public class Tulip_Test
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void CMO() {
double[][] arrin = { inclose };
@@ -214,6 +215,7 @@ public class Tulip_Test
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void HMA() {
double[][] arrin = { inclose };
@@ -226,6 +228,7 @@ public class Tulip_Test
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void KAMA() {
double[][] arrin = { inclose };
@@ -238,6 +241,7 @@ public class Tulip_Test
Assert.InRange(TU_item! - QL_item, -Math.Exp(-digits), Math.Exp(-digits));
}
}
[Fact]
public void LINREG() {
double[][] arrin = { inclose };