public Signal Process()
{
if (Symbol.Candles == null)
{
return(_signal);
}
if (Symbol.Candles.Count == 0)
{
return(_signal);
}
_zigZag.Refresh(Symbol);
_mbfx.Refresh(Symbol);
_trendLine.Refresh(Symbol);
int zigZagBar = -1;
bool zigZagBuy = false;
bool zigZagSell = false;
bool mbfxOk = false;
bool trendOk = false;
bool sma15Ok = false;
decimal zigZagPrice = 0M;
// Rule #1: a zigzar arrow appears
for (int bar = ZigZagCandles; bar >= 1; bar--)
{
var arrow = _zigZag.GetArrow(bar);
if (arrow == ArrowType.Buy)
{
zigZagBuy = true;
zigZagSell = false;
zigZagBar = bar;
zigZagPrice = Symbol.Candles[bar].Low;
}
if (arrow == ArrowType.Sell)
{
break;
//zigZagBuy = false;
//zigZagSell = true;
//zigZagBar = bar;
//zigZagPrice = Symbol.Candles[bar].High;
}
}
// BUY signals
if (zigZagBuy && zigZagBar > 0)
{
// MBFX should be green at the moment
// and should have been below < 30 some candles ago
int barStart = zigZagBar;
if (zigZagBar == 1)
{
barStart = 2;
}
for (int bar = Math.Min(barStart, MBFXCandles); bar >= 1; bar--)
{
var red = _mbfx.RedValue(bar);
var green = _mbfx.GreenValue(bar);
if (red < 30M || green < 30M)
{
mbfxOk = true;
}
}
// trend line should be green at the moment
if (_trendLine.IsGreen(1))
{
trendOk = true;
}
// rule #4: price should be above 15 SMA
var ma1 = MovingAverage.Get(Symbol, 1, MovingAveragePeriod, MaMethod.Sma, AppliedPrice.Close);
if (Symbol.Candles[1].Close > ma1)
{
sma15Ok = true;
}
}
/*
* // SELL signals
* if (zigZagSell && zigZagBar > 0)
* {
* // MBFX should now be red
* // and should been above > 70 some candles ago
* int barStart = zigZagBar;
* if (zigZagBar == 1) barStart = 2;
* barStart = Math.Min(barStart, MBFXCandles);
* for (int bar = barStart; bar >= 1; bar--)
* {
* var red = _mbfx.RedValue(bar);
* var green = _mbfx.GreenValue(bar);
* if ((red > 70M && red < 200M) || (green > 70M && green < 200M))
* {
* mbfxOk = true;
* }
* }
*
* // trend line should now be red
* if (_trendLine.IsRed(1))
* {
* trendOk = true;
* }
*
* // rule #4: and price below SMA15 on previous candle
* var ma1 = MovingAverage.Get(Symbol, 1, MovingAveragePeriod, MaMethod.Sma, AppliedPrice.Close);
* if (Symbol.Candles[1].Close < ma1)
* {
* sma15Ok = true;
* }
* }
*/
// set indicators
if (zigZagBar >= 1 && (zigZagBuy || zigZagSell))
{
_signal.Indicators[0].IsValid = true;
_signal.Indicators[1].IsValid = mbfxOk;
_signal.Indicators[2].IsValid = trendOk;
_signal.Indicators[3].IsValid = sma15Ok;
_signal.Indicators[4].IsValid = _supportResistance.IsAtSupportResistance(zigZagPrice, Symbol.AverageCandleSize);
_signal.Type = zigZagBuy ? SignalType.Buy : SignalType.Sell;
if (_signal.Indicators[4].IsValid)
{
if (zigZagBuy)
{
_signal.CloseAtPrice = _supportResistance.GetNextResistanceLevel(zigZagPrice, Symbol.AverageCandleSize);
}
else if (zigZagSell)
{
_signal.CloseAtPrice = _supportResistance.GetNextSupportLevel(zigZagPrice, Symbol.AverageCandleSize);
}
}
var validCount = _signal.Indicators.Count(e => e.IsValid);
if (validCount == 5)
{
string signal = zigZagBuy ? "Buy " : "Sell ";
string signalInverse = "Take profit @ ";
string alert = $"{signal} {Symbol.NiceName} {Symbol.NiceTimeFrame}\r\n{signalInverse} at {_signal.CloseAtPrice}";
Symbol.SendAlert(alert);
}
}
else
{
_signal.Type = SignalType.None;
}
return(_signal);
}
