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15 changes: 9 additions & 6 deletions Indicators/RelativeVigorIndex.cs
Original file line number Diff line number Diff line change
Expand Up @@ -107,14 +107,17 @@ protected override decimal ComputeNextValue(IBaseDataBar input)
var f = _previousInputs[0].High - _previousInputs[0].Low;
var g = _previousInputs[1].High - _previousInputs[1].Low;
var h = _previousInputs[2].High - _previousInputs[2].Low;
CloseBand.Update(input.EndTime, (a + 2 * (b + c) + d) / 6);
RangeBand.Update(input.EndTime, (e + 2 * (f + g) + h) / 6);

if (CloseBand.IsReady && RangeBand.IsReady && RangeBand != 0m)
CloseBand.Update(input.EndTime, (a + 2 * (b + c) + d) / 6m);
RangeBand.Update(input.EndTime, (e + 2 * (f + g) + h) / 6m);

if (CloseBand.IsReady && RangeBand.IsReady)
{
_previousInputs.Add(input);
var rvi = CloseBand / RangeBand;
Signal?.Update(input.EndTime, rvi); // Checks for null before updating.
var rvi = RangeBand != 0m ? CloseBand / RangeBand : 0m;

Signal.Update(input.EndTime, rvi);

return rvi;
}
}
Expand All @@ -132,7 +135,7 @@ public override void Reset()
CloseBand.Reset();
RangeBand.Reset();
_previousInputs.Reset();
Signal?.Reset();
Signal.Reset();
}
}
}
45 changes: 34 additions & 11 deletions Tests/Indicators/RelativeVigorIndexTests.cs
Original file line number Diff line number Diff line change
Expand Up @@ -37,8 +37,8 @@ public void ComparesWithExternalDataRviSignal()
{
var rvi = CreateIndicator();
TestHelper.TestIndicator(rvi, TestFileName, "RVI_S",
(ind, expected) => Assert.AreEqual(expected,
(double) ((RelativeVigorIndex) ind).Signal.Current.Value, 0.06));
(ind, expected) => Assert.AreEqual(expected,
(double)((RelativeVigorIndex)ind).Signal.Current.Value, 0.06));
}

[Test]
Expand All @@ -48,17 +48,40 @@ public void TestDivByZero() // Should give 0 (default) to avoid div by zero erro
for (int i = 0; i < 13; i++)
{
var tradeBar = new TradeBar
{
Open = 0m,
Close = 0m,
High = 0m,
Low = 0m,
Volume = 1
};
rvi.Update(tradeBar);
{
Open = 0m,
Close = 0m,
High = 0m,
Low = 0m,
Volume = 1
};
rvi.Update(tradeBar);
}
Assert.AreEqual(rvi.Current.Value, 0m);
Assert.AreEqual(((RelativeVigorIndex) rvi).Signal.Current.Value, 0m);
Assert.AreEqual(((RelativeVigorIndex)rvi).Signal.Current.Value, 0m);
}

[Test]
public void SignalUpdatesOnFlatMarket()
{
var rvi = new RelativeVigorIndex("RVI", 10);
var referenceTime = System.DateTime.Today;

for (int i = 0; i < 30; i++)
{
rvi.Update(new TradeBar
{
Time = referenceTime.AddMinutes(i),
Open = 105m,
High = 105m,
Low = 105m,
Close = 105m,
Volume = 1000
});
}

var signalSamples = rvi.Signal.Samples;
Assert.AreEqual(18, signalSamples);
}
}
}