public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
TemaOptions config = options != null ? (TemaOptions)options.Options : new TemaOptions(30, CandleVariableCode.CLOSE);
double[] temaValues = new double[source.Count()];
double[] valuesToCheck;
if (config.Type == (ICandleVariableCode)CandleVariableCode.OPEN)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Open)).ToArray();
}
else if (config.Type == (ICandleVariableCode)CandleVariableCode.LOW)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
}
else if (config.Type == (ICandleVariableCode)CandleVariableCode.HIGH)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.High)).ToArray();
}
else
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
}
TicTacTec.TA.Library.Core.RetCode tema = TicTacTec.TA.Library.Core.Tema(0, source.Count() - 1, valuesToCheck, config.Period, out int outBegIdx, out int outNbElement, temaValues);
if (tema == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(temaValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate TEMA");
}
public override dynamic Get(IEnumerable <decimal?> source, IIndicatorOptions options = null)
{
SmaOptions config = options != null ? (SmaOptions)options.Options : new SmaOptions(30, CandleVariableCode.CLOSE);
double[] smaValues = new double[source.Count()];
List <double?> outValues = new List <double?>();
int sourceNullCount = source.Count(x => x == null);
double[] sourceFix = source.Where(x => x != null).Select(x => Convert.ToDouble(x)).ToArray();
TicTacTec.TA.Library.Core.RetCode sma = TicTacTec.TA.Library.Core.Sma(0, source.Count() - 1 - sourceNullCount, sourceFix, config.Period, out int outBegIdx, out int outNbElement, smaValues);
if (sma == TicTacTec.TA.Library.Core.RetCode.Success)
{
List <decimal?> smas = FixIndicatorOrdering(smaValues.ToList(), outBegIdx, outNbElement);
for (int i = 0; i < sourceNullCount; i++)
{
smas.Insert(0, null);
}
return(smas);
}
throw new Exception("Could not calculate SMA!");
}
/// <summary>
///
/// </summary>
protected void PerformCalculation(object[] parametersArray, int beginIdxPosition, int actualStartingIndex)
{
// This is how the normal call looks like:
// TicTacTec.TA.Library.Core.Adx((int)parameters[0], (int)parameters[1], (double[])parameters[2],
// (double[])parameters[3], (double[])parameters[4], (int)parameters[5],
// out outBeginIdx, out outNBElemenet, (double[])parameters[8]);
TicTacTec.TA.Library.Core.RetCode code = (TicTacTec.TA.Library.Core.RetCode)
_methodInfo.Invoke(null, parametersArray);
int outBeginIdx = (int)parametersArray[beginIdxPosition];
int outNBElement = (int)parametersArray[beginIdxPosition + 1];
lock (this)
{
for (int i = 0; outNBElement > 0 && i < _outputArraysParameters.Count; i++)
{
int index = beginIdxPosition + 2 + i;
if (parametersArray[index].GetType() == typeof(double[]))
{// Double output.
Results.AddSetValues(_outputArraysParameters[i].Name, actualStartingIndex + outBeginIdx, outNBElement, true, (double[])parametersArray[index]);
}
else if (parametersArray[index].GetType() == typeof(int[]))
{// Int output.
Results.AddSetValues(_outputArraysParameters[i].Name, actualStartingIndex + outBeginIdx, outNBElement, true, GeneralHelper.IntsToDoubles((int[])parametersArray[index]));
}
}
}
}
public static bool MakeBBANDS(int startIdx, int endIdx, double[] list, int period, int kUp, int kDn,
out int begin, out int length, double[] outUpperList, double[] outMiddleList, double[] outLowerList)
{
begin = 0; length = 0;
TicTacTec.TA.Library.Core.RetCode retCode = TicTacTec.TA.Library.Core.RetCode.UnknownErr;
retCode = TicTacTec.TA.Library.Core.Bbands(startIdx, endIdx, list, period, kUp, kDn, Core.MAType.Sma,
out begin, out length, outUpperList, outMiddleList, outLowerList);
if (retCode != TicTacTec.TA.Library.Core.RetCode.Success)
{
return(false);
}
return(true);
}
public static bool MakeStockRSI(int startIdx, int endIdx, double[] list, int rsiPeriod, int fastK_Period, int fastD_Period,
out int begin, out int length, double[] outFastK, double[] outFastD)
{
begin = 0; length = 0;
TicTacTec.TA.Library.Core.RetCode retCode = TicTacTec.TA.Library.Core.RetCode.UnknownErr;
retCode = TicTacTec.TA.Library.Core.StochRsi(startIdx, endIdx, list, rsiPeriod, fastK_Period, fastD_Period, Core.MAType.Ema,
out begin, out length, outFastK, outFastD);
if (retCode != TicTacTec.TA.Library.Core.RetCode.Success)
{
return(false);
}
return(true);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
CmoOptions config = options != null ? (CmoOptions)options.Options : new CmoOptions(14);
double[] cmoValues = new double[source.Count()];
double[] valuesToCheck = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode cmo = TicTacTec.TA.Library.Core.Cmo(0, source.Count() - 1, valuesToCheck, config.Period, out int outBegIdx, out int outNbElement, cmoValues);
if (cmo == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(cmoValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate CMO");
}
//public override Type StateEnumType
//{
// get { return typeof(EMAStates); }
//}
protected override void OnCalculate(int startingIndex, int indecesCount)
{
_closeResultValues = DataProvider.GetDataValues(BarData.DataValueSourceEnum.Close, startingIndex, indecesCount);
double[] emaResults = new double[indecesCount];
int beginIndex = 0;
int numberElements = 0;
TicTacTec.TA.Library.Core.RetCode code =
TicTacTec.TA.Library.Core.Ema(0, indecesCount - 1, _closeResultValues, TimePeriod,
out beginIndex, out numberElements, emaResults);
System.Diagnostics.Debug.Assert(code == TicTacTec.TA.Library.Core.RetCode.Success);
Results.SetResultSetValues("EMA", beginIndex, numberElements, emaResults);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
MomOptions config = options != null ? (MomOptions)options.Options : new MomOptions(10);
double[] momValues = new double[source.Count()];
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode mom = TicTacTec.TA.Library.Core.Mom(0, source.Count() - 1, closes, config.Period, out int outBegIdx, out int outNbElement, momValues);
if (mom == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(momValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate MOM!");
}
public override void Process(Tick tick)
{
TimeFrame tf = TimeFrame;
int candleCount = Math.Min(tf.CandleCount, period);
double[] priceArray = tf.GetPriceArray(applyTo, candleCount);
TicTacTec.TA.Library.Core.RetCode retCode = TicTacTec.TA.Library.Core.MovingAverage(
priceArray.Length - 1, priceArray.Length - 1, priceArray,
period, (TicTacTec.TA.Library.Core.MAType)method,
out begIdx, out nbElement, outReal);
if (retCode != TicTacTec.TA.Library.Core.RetCode.Success)
{
throw new Exception("Error calculating indicator value");
}
currentValue = outReal[0];
//switch (method)
//{
// case MAMethodType.Simple:
// {
// sma(candleCount);
// break;
// }
// case MAMethodType.Exponential:
// {
// ema(candleCount);
// break;
// }
// case MAMethodType.Smoothed:
// {
// smma(candleCount);
// break;
// }
// case MAMethodType.LinearWeighted:
// {
// lwma(candleCount);
// break;
// }
// default:
// {
// throw new Exception("Invalid method");
// }
//}
}
//public override Type StateEnumType
//{
// get { return typeof(ATRStates); }
//}
protected override void OnCalculate(int startingIndex, int indecesCount)
{
double[] high = DataProvider.GetDataValues(BarData.DataValueSourceEnum.High, startingIndex, indecesCount);
double[] low = DataProvider.GetDataValues(BarData.DataValueSourceEnum.Low, startingIndex, indecesCount);
double[] close = DataProvider.GetDataValues(BarData.DataValueSourceEnum.Close, startingIndex, indecesCount);
double[] result = new double[high.Length];
int beginIndex, number;
TicTacTec.TA.Library.Core.RetCode code = TicTacTec.TA.Library.Core.Atr(0, indecesCount - 1, high, low, close, TimePeriod,
out beginIndex, out number, result);
System.Diagnostics.Debug.Assert(code == TicTacTec.TA.Library.Core.RetCode.Success);
Results.SetResultSetValues("ATR", beginIndex, number, result);
}
public override dynamic Get(IEnumerable <decimal?> source, IIndicatorOptions options = null)
{
RsiOptions config = options != null ? (RsiOptions)options.Options : new RsiOptions(14);
double[] rsiValues = new double[source.Count()];
double[] sourceFix = source.Select(x => Convert.ToDouble(x)).ToArray();
TicTacTec.TA.Library.Core.RetCode rsi = TicTacTec.TA.Library.Core.Rsi(0, source.Count() - 1, sourceFix, config.Period, out int outBegIdx, out int outNbElement, rsiValues);
if (rsi == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(rsiValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate RSI");
}
public override dynamic Get(IEnumerable <decimal?> source, IIndicatorOptions options = null)
{
EmaOptions config = options != null ? (EmaOptions)options.Options : new EmaOptions(30, CandleVariableCode.CLOSE);
double[] emaValues = new double[source.Count()];
List <double?> outValues = new List <double?>();
double[] sourceFix = source.Select(x => x.HasValue ? Convert.ToDouble(x) : 0).ToArray();
TicTacTec.TA.Library.Core.RetCode ema = TicTacTec.TA.Library.Core.Ema(0, source.Count() - 1, sourceFix, config.Period, out int outBegIdx, out int outNbElement, emaValues);
if (ema == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(emaValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate EMA!");
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
SarOptions config = options != null ? (SarOptions)options.Options : new SarOptions(0.02, 02);
double[] sarValues = new double[source.Count()];
double[] highs = source.Select(x => Convert.ToDouble(x.High)).ToArray();
double[] lows = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
TicTacTec.TA.Library.Core.RetCode sar = TicTacTec.TA.Library.Core.Sar(0, source.Count() - 1, highs, lows, 0.02, 0.2, out int outBegIdx, out int outNbElement, sarValues);
if (sar == TicTacTec.TA.Library.Core.RetCode.Success)
{
// party
return(FixIndicatorOrdering(sarValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate SAR");
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
MinusDiOptions config = options != null ? (MinusDiOptions)options.Options : new MinusDiOptions(14);
double[] diValues = new double[source.Count()];
double[] highs = source.Select(x => Convert.ToDouble(x.High)).ToArray();
double[] lows = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode minusDi = TicTacTec.TA.Library.Core.MinusDI(0, source.Count() - 1, highs, lows, closes, config.Period, out int outBegIdx, out int outNbElement, diValues);
if (minusDi == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(diValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate EMA");
}
/// <summary>
/// Calculates the moving averages for a set of candles
/// </summary>
/// <param name="candles">The candles</param>
/// <param name="periodsAverage">The EMA period</param>
/// <returns></returns>
public static MovingAverage CalculateEMA(IList <OHLC> candles, int periodsAverage)
{
double[] closePrice = candles.Select(x => (double)x.Close).ToArray();
double[] output = new double[closePrice.Length];
int begin;
int length;
TicTacTec.TA.Library.Core.RetCode retCode = Core.Ema(0, closePrice.Length - 1, closePrice, periodsAverage, out begin, out length, output);
if (retCode == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new MovingAverage()
{
Begin = begin, Length = length, Output = output, Period = periodsAverage
});
}
return(null);
}
//public override Type StateEnumType
//{
// get { return typeof(MACDStates); }
//}
protected override void OnCalculate(int startingIndex, int indecesCount)
{
double[] averages = DataProvider.GetDataValues(BarData.DataValueSourceEnum.Average, startingIndex, indecesCount);
double[] macd = new double[averages.Length];
double[] macdSignal = new double[averages.Length];
double[] macdHistory = new double[averages.Length];
int beginIndex, number;
TicTacTec.TA.Library.Core.RetCode code =
TicTacTec.TA.Library.Core.Macd(0, indecesCount - 1, averages,
FastPeriod, SlowPeriod, Signal,
out beginIndex, out number, macd, macdSignal, macdHistory);
System.Diagnostics.Debug.Assert(code == TicTacTec.TA.Library.Core.RetCode.Success);
Results.SetResultSetValues("MACD", beginIndex, number, macd);
Results.SetResultSetValues("MACDHistory", beginIndex, number, macdHistory);
Results.SetResultSetValues("MACDSignal", beginIndex, number, macdSignal);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
StochRsiOptions config = options != null ? (StochRsiOptions)options.Options : new StochRsiOptions(14, CandleVariableCode.CLOSE, 5, 3, TicTacTec.TA.Library.Core.MAType.Sma);
double[] kValues = new double[source.Count()];
double[] dValues = new double[source.Count()];
double[] valuesToCheck;
if (config.Type == (ICandleVariableCode)CandleVariableCode.OPEN)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Open)).ToArray();
}
else if (config.Type == (ICandleVariableCode)CandleVariableCode.LOW)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
}
else if (config.Type == (ICandleVariableCode)CandleVariableCode.HIGH)
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.High)).ToArray();
}
else
{
valuesToCheck = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
}
TicTacTec.TA.Library.Core.RetCode tema = TicTacTec.TA.Library.Core.StochRsi(0, source.Count() - 1, valuesToCheck, config.OptInTimePeriod, config.FastKPeriod, config.FastDPeriod, config.FastDmaType, out int outBegIdx, out int outNbElement, kValues, dValues);
if (tema == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new StochItem()
{
D = FixIndicatorOrdering(dValues.ToList(), outBegIdx, outNbElement),
K = FixIndicatorOrdering(kValues.ToList(), outBegIdx, outNbElement)
});
}
throw new Exception("Could not calculate STOCH");
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
MacdOptions config = options != null ? (MacdOptions)options.Options : new MacdOptions(26, 12, 9);
double[] macdValues = new double[source.Count()];
double[] signalValues = new double[source.Count()];
double[] histValues = new double[source.Count()];
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode macd = TicTacTec.TA.Library.Core.Macd(0, source.Count() - 1, closes, config.FastPeriod, config.SlowPeriod, config.SignalPeriod, out int outBegIdx, out int outNbElement, macdValues, signalValues, histValues);
if (macd == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new MacdItem()
{
Macd = FixIndicatorOrdering(macdValues.ToList(), outBegIdx, outNbElement),
Signal = FixIndicatorOrdering(signalValues.ToList(), outBegIdx, outNbElement),
Hist = FixIndicatorOrdering(histValues.ToList(), outBegIdx, outNbElement)
});
}
throw new Exception("Could not calculate MACD!");
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
StochOptions config = options != null ? (StochOptions)options.Options : new StochOptions(5, 2, TicTacTec.TA.Library.Core.MAType.Sma, 3, TicTacTec.TA.Library.Core.MAType.Sma);
double[] kValues = new double[source.Count()];
double[] dValues = new double[source.Count()];
double[] highs = source.Select(x => Convert.ToDouble(x.High)).ToArray();
double[] lows = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
double[] closes = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
TicTacTec.TA.Library.Core.RetCode stoch = TicTacTec.TA.Library.Core.Stoch(0, source.Count() - 1, highs, lows, closes, config.FastKPeriod, config.SlowKPeriod, config.SlowKmaType, config.SlowDPeriod, config.SlowDmaType, out int outBegIdx, out int outNbElement, kValues, dValues);
if (stoch == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new StochItem()
{
D = FixIndicatorOrdering(dValues.ToList(), outBegIdx, outNbElement),
K = FixIndicatorOrdering(kValues.ToList(), outBegIdx, outNbElement)
});
}
throw new Exception("Could not calculate STOCH!");
}
protected override void OnCalculate(int startingIndex, int indexCount)
{
// Format of a TA method.
//int startIdx, - mandatory
//int endIdx, - mandatory
//double[] inReal[added 0/1] or/and inOpen or/and inLow or/and inHigh or/and inClose
//int/double optIn[NAME] or/and another one or none - parameters
//out int outBegIdx,
//out int outNBElement,
//double/int[] out[Real/Integer] and or another one
// Example:
//TicTacTec.TA.Library.Core.RetCode code = TicTacTec.TA.Library.Core.Sma(0, indecesCount - 1, _closeResultValues, Period, out beginIndex, out number, ma); }
// Consider the result returned.
List <object> parameters = new List <object>();
parameters.Add(0);
parameters.Add(indexCount - 1);
int outBeginIdxPosition = 0;
lock (this)
{
foreach (ParameterInfo info in _inputDefaultArrayParameters)
{
parameters.Add(GetInputArrayValues(info.Name, startingIndex, indexCount));
}
foreach (object parameter in _inputParametersValues)
{
parameters.Add(parameter);
}
outBeginIdxPosition = parameters.Count;
// outBeginIdx
parameters.Add(0);
// outNBElemenet
parameters.Add(0);
foreach (ParameterInfo info in _outputArraysParameters)
{
if (info.ParameterType == typeof(double[]))
{// Passed arrays must be prepared to the proper size.
double[] array = new double[indexCount];
parameters.Add(array);
}
else if (info.ParameterType == typeof(int[]))
{// Passed arrays must be prepared to the proper size.
int[] array = new int[indexCount];
parameters.Add(array);
}
else
{
Console.WriteLine("Class operation logic error.");
}
}
// This is how the normal call looks like.
//TicTacTec.TA.Library.Core.Adx((int)parameters[0], (int)parameters[1], (double[])parameters[2],
// (double[])parameters[3], (double[])parameters[4], (int)parameters[5],
// out outBeginIdx, out outNBElemenet, (double[])parameters[8]);
}
object[] parametersArray = parameters.ToArray();
TicTacTec.TA.Library.Core.RetCode code = (TicTacTec.TA.Library.Core.RetCode)
_methodInfo.Invoke(null, parametersArray);
lock (this)
{
int outBeginIdx = (int)parametersArray[outBeginIdxPosition];
int outNBElemenet = (int)parametersArray[outBeginIdxPosition + 1];
for (int i = 0; i < _outputArraysParameters.Count; i++)
{
int index = outBeginIdxPosition + 2 + i;
if (parametersArray[index].GetType() == typeof(double[]))
{
Results.SetResultSetValues(_outputArraysParameters[i].Name, outBeginIdx, outNBElemenet, (double[])parametersArray[index]);
}
else if (parametersArray[index].GetType() == typeof(int[]))
{// Valid scenario, implement.
//SystemMonitor.NotImplementedCritical();
Results.SetResultSetValues(_outputArraysParameters[i].Name, outBeginIdx, outNBElemenet, GeneralHelper.IntsToDoubles((int[])parametersArray[index]));
}
}
}
}
