// TRIX
public static void CalculateTRIX(out string key, out string key2, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, int period2, out int offset, out int min, out int max, bool leverage = false)
{
min = int.MaxValue;
max = int.MinValue;
key = string.Format("TRIX({0}-{1})", period.ToString("00"), period2.ToString("00"));
key2 = string.Format("TRIX-Smooth-({0}-{1})", period.ToString("00"), period2.ToString("00"));
offset = 3 * (period > period2 ? period : period2);
ExponentialMovingAverage ema1 = new ExponentialMovingAverage(period);
ExponentialMovingAverage ema2 = new ExponentialMovingAverage(period);
ExponentialMovingAverage ema3 = new ExponentialMovingAverage(period);
ExponentialMovingAverage ema4 = new ExponentialMovingAverage(period2);
double singleSmooth;
double doubleSmooth;
double tripleSmooth;
double prevTriplesmooth = -1;
double trix;
int i = 0;
foreach (StockPoint point in data)
{
ema1.AddValue(point.Close);
if (i < period)
{
i++;
}
else
{
singleSmooth = ema1.MovingAverage;
ema2.AddValue(singleSmooth);
if (i < 2 * period)
{
i++;
}
else
{
doubleSmooth = ema2.MovingAverage;
ema3.AddValue(doubleSmooth);
if (i < 3 * period)
{
i++;
}
else
{
tripleSmooth = ema3.MovingAverage;
if (prevTriplesmooth != -1)
{
trix = (double)decimal.Round((((decimal)tripleSmooth - (decimal)prevTriplesmooth) / (decimal)tripleSmooth) * 100 * (leverage ? 100 : 1), 4);
ema4.AddValue(trix);
AddValue(point.PointDateTime, key, trix, indicators);
AddValue(point.PointDateTime, key2, ema4.MovingAverage, indicators);
if (min > trix)
min = (int)Math.Floor(trix);
if (max < trix)
max = (int)Math.Ceiling(trix);
}
prevTriplesmooth = tripleSmooth;
}
}
}
}
}
// Stochastic RSI
public static void CalculateStochasticRSI(out string key, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, out int offset, bool leverage = true)
{
key = string.Format("StocRSI({0})", period.ToString("00"));
ExponentialMovingAverage gains = new ExponentialMovingAverage(period);
ExponentialMovingAverage losses = new ExponentialMovingAverage(period);
offset = period * 2;
double rsi;
double stochRSI;
double highestRSI;
double lowestRSI;
Queue<double> rsiQueue = new Queue<double>();
StockPoint previousPoint = data[0];
int i = 0;
foreach (StockPoint point in data.Skip(1))
{
if (previousPoint.Close > point.Close)
{
losses.AddValue(previousPoint.Close - point.Close);
gains.AddValue(0);
}
else if (previousPoint.Close < point.Close)
{
gains.AddValue(point.Close - previousPoint.Close);
losses.AddValue(0);
}
if (i < period - 1)
{
i++;
}
else
{
rsi = 100 - (100 / (1 + (gains.MovingAverage / losses.MovingAverage)));
rsiQueue.Enqueue(rsi);
if (rsiQueue.Count > period)
{
rsiQueue.Dequeue();
}
if (rsiQueue.Count == period)
{
highestRSI = rsiQueue.Max();
lowestRSI = rsiQueue.Min();
stochRSI = (rsi - lowestRSI) / (highestRSI - lowestRSI) * (leverage ? 100 : 1);
AddValue(point.PointDateTime, key, stochRSI, indicators);
}
}
previousPoint = point;
}
}
// RSI
/// <summary>
/// Calculates the Relative Strength Index and fills indicators with the data needed to graph it.
/// </summary>
/// <param name="key">Name of the set to put in the graph key</param>
/// <param name="data">StockPoints to calculate the Relative Strength Index with.</param>
/// <param name="indicators">The mfvvalues needed to graph the RSI.</param>
/// <param name="period">The number of days gained/lost to consider.</param>
/// <param name="offset">Where to start the graph.</param>
public static void CalculateRsi(out string key, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, out int offset)
{
key = "RSI(" + period.ToString("00") + ")";
ExponentialMovingAverage gains = new ExponentialMovingAverage(period);
ExponentialMovingAverage losses = new ExponentialMovingAverage(period);
offset = period;
int i = 0;
StockPoint previousPoint = data[0];
foreach (StockPoint point in data.Skip(1))
{
if (previousPoint.Close > point.Close)
{
losses.AddValue(previousPoint.Close - point.Close);
gains.AddValue(0);
}
else if (previousPoint.Close < point.Close)
{
gains.AddValue(point.Close - previousPoint.Close);
losses.AddValue(0);
}
if (i < period - 1)
{
i++;
}
else
{
double rsi = 100 - (100 / (1 + (gains.MovingAverage / losses.MovingAverage)));
AddValue(point.PointDateTime, key, rsi, indicators);
}
previousPoint = point;
}
}
// MACD
public static void CalculateMACD(out string key, out string key2, out double[] key3, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period1, int period2, int period3, out int offset, out int min, out int max)
{
min = int.MaxValue;
max = int.MinValue;
key = string.Format("MACD({0}-{1}-{2})", period1.ToString("00"), period2.ToString("00"), period3.ToString("00"));
key2 = string.Format("MACD-SignalLine({0}-{1}-{2})", period1.ToString("00"), period2.ToString("00"), period3.ToString("00"));
List<double> hist = new List<double>();
offset = (new List<int>(){period1, period2}.Max()) - 1;
ExponentialMovingAverage ema1 = new ExponentialMovingAverage(period1);
ExponentialMovingAverage ema2 = new ExponentialMovingAverage(period2);
ExponentialMovingAverage ema3 = new ExponentialMovingAverage(period3);
int i = 0;
foreach(StockPoint point in data)
{
ema1.AddValue(point.Close);
ema2.AddValue(point.Close);
double EMA1 = ema1.MovingAverage;
double EMA2 = ema2.MovingAverage;
double MACDLine = EMA1 - EMA2;
ema3.AddValue(MACDLine);
if (i < offset)
{
i++;
hist.Add(0);
}
else
{
double SignalLine = ema3.MovingAverage;
if (min > MACDLine || min > SignalLine)
{
min = (int)(Math.Floor(MACDLine < SignalLine ? MACDLine : SignalLine));
}
if (max < MACDLine || max < SignalLine)
{
max = (int)(Math.Ceiling(MACDLine > SignalLine ? MACDLine : SignalLine));
}
AddValue(point.PointDateTime, key, MACDLine, indicators);
AddValue(point.PointDateTime, key2, SignalLine, indicators);
hist.Add(MACDLine - SignalLine);
}
}
key3 = hist.ToArray();
}
// EMA
/// <summary>
/// Calculates the Exponential Moving Average and fills indicators with the data needed to graph it.
/// </summary>
/// <param name="key">Name of the set to put in the graph key</param>
/// <param name="data">StockPoints to calculate the EMA with.</param>
/// <param name="indicators">The mfvvalues needed to graph the EMA.</param>
/// <param name="period">The number of days to average.</param>
/// <param name="offset">Where to start the graph.</param>
public static void CalculateEma(out string key, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, out int offset)
{
key = "EMA(" + period.ToString("00") + ")";
ExponentialMovingAverage ema = new ExponentialMovingAverage(period);
offset = period - 1;
int i = 0;
foreach (StockPoint point in data)
{
ema.AddValue(point.Close);
if (i < offset)
{
i++;
}
else
{
AddValue(point.PointDateTime, key, ema.MovingAverage, indicators);
}
}
}
// Chaikin Oscillator
public static void CalculateChaikinOscillator(out string key, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period1, int period2, out int offset, out int min, out int max)
{
key = string.Format("ChiOsc({0}:{1})", period1.ToString("00"), period2.ToString("00"));
offset = (period2 > period1 ? period2 : period1) - 1;
min = int.MaxValue;
max = int.MinValue;
// Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)
double mfm;
// Money Flow Volume = Money Flow Multiplier x Volume for the Period
double mfv;
// ADL = Previous ADL + Current Period's Money Flow Volume
double adl = 0D;
// CHaikin Oscillator
double co;
ExponentialMovingAverage ema1 = new ExponentialMovingAverage(period1);
ExponentialMovingAverage ema2 = new ExponentialMovingAverage(period2);
int i = 0;
foreach (StockPoint point in data)
{
mfm = ((point.Close - point.Low) - (point.High - point.Close)) / (point.High - point.Low == 0 ? 1 : point.High - point.Low);
mfv = mfm * point.Volume;
adl = adl + mfv;
ema1.AddValue(adl);
ema2.AddValue(adl);
if (i < period2 - 1)
{
i++;
}
else
{
co = ema1.MovingAverage - ema2.MovingAverage;
if (min > co)
min = (int)Math.Floor(co);
if (max < co)
max = (int)Math.Ceiling(co);
AddValue(point.PointDateTime, key, co, indicators);
}
}
}