private void CalculateFiveBasicValues()
{
var sixtyEightLowLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)(-1.0) && t.ZScore > (Decimal)(-2.0)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var sixtyEightLowLimitPrice = sixtyEightLowLimit.StdDev * sixtyEightLowLimit.ZScore + sixtyEightLowLimit.Mean;
var sixtyEightHighLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)1.0 && t.ZScore > (Decimal)(0)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var sixtyEightHighLimitPrice = sixtyEightHighLimit.StdDev * sixtyEightHighLimit.ZScore + sixtyEightHighLimit.Mean;
var ninetyLowLimit = StdDevResults.Where(t => t.ZScore > (Decimal)(-2.0) && t.ZScore < (Decimal)(-1.0)).OrderBy(t => t.ZScore).FirstOrDefault();
var ninetyLowLimitPrice = ninetyLowLimit.StdDev * ninetyLowLimit.ZScore + ninetyLowLimit.Mean;
var ninetyHighLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)2.0 && t.ZScore > (Decimal)1.0).OrderByDescending(t => t.ZScore).FirstOrDefault();
var ninetynineHighLimitPrice = HistoricalQuotes.Max(q => q.Close);
var mean = StdDevResults.Where(t => t.ZScore <(Decimal)(0) && t.ZScore>(Decimal)(-1)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var meanPrice = mean.StdDev * mean.ZScore + mean.Mean;
var List = new List <decimal> {
sixtyEightLowLimitPrice.Value,
sixtyEightHighLimitPrice.Value,
meanPrice.Value,
ninetynineHighLimitPrice,
ninetyLowLimitPrice.Value
};
var sorted = List.OrderBy(t => t).ToList();
FiveBasicNumber = new FiveBasicNumberValue
{
NinetyLow = sorted[0],
SixtyEightLow = sorted[1],
Mean = sorted[2],
SixtyEightHigh = sorted[3],
NinetyNineHigh = sorted[4] * ((decimal)1.1)
};
}
public SecondCalculator(List <Quote> historicalQuotes, List <StdDevResult> stdDevResults)
{
HistoricalQuotes = historicalQuotes;
StdDevResults = stdDevResults;
BuyingSuggestion = new Suggestion();
SellingSuggestion = new Suggestion();
HoldOrSellSuggestion = new Suggestion();
FiveBasicNumber = new FiveBasicNumberValue();
}
