public TradeRecommendationManager()
{
bollingerSetting = new BollingerBandSetting()
{
Period = 20,
UpperStdDevLimit = 2,
LowerStdDevLimit = 1.5m
};
}
// TODO: Fix type inconsistencies with double
private TradeRecommendation CalculateBollingerBand(IReadOnlyList <YahooFinanceApi.Candle> candles, BollingerBandSetting setting)
{
TradeRecommendation recommendation = new TradeRecommendation();
var list = candles.OrderByDescending(c => c.DateTime).Take(setting.Period);
// determine bands
decimal stdDev = (decimal)CalculateStandardDeviation(list.Select(c => c.Close));
// Populate Output
//recommendation.MostRecentTradingSession = list.First();
recommendation.PurchaseRecommendation = (list.First().Low - stdDev * setting.LowerStdDevLimit);
recommendation.SellRecommendation = (list.First().High + stdDev * setting.UpperStdDevLimit);
if (list.First().Close < (decimal)recommendation.PurchaseRecommendation)
{
recommendation.TradeAction = Enums.TradeAction.Buy;
recommendation.TradeActionDescription = recommendation.TradeAction.GetDescription();
}
else if (list.First().Close > (decimal)recommendation.SellRecommendation)
{
recommendation.TradeAction = Enums.TradeAction.Sell;
recommendation.TradeActionDescription = recommendation.TradeAction.GetDescription();
}
else
{
recommendation.TradeAction = Enums.TradeAction.Hold;
recommendation.TradeActionDescription = recommendation.TradeAction.GetDescription();
}
recommendation.percentReturnPotential = (recommendation.SellRecommendation - recommendation.PurchaseRecommendation) / recommendation.PurchaseRecommendation * 100;
return(recommendation);
}
