public bool GenerateOpenTradeSignal(IList <BitfinexCandle> data, DateTime now)
{
var indicator1 = new ADTM();
var indicator2 = new RSI();
var appliedData = data.TakeWhile(d => d.Timestamp <= now).ToList();
var adtm = indicator1.Fit(appliedData, 14);
var rsi = indicator2.Fit(appliedData, 5);
var tradeSignal = adtm > -0.7m && adtm < -0.4m && rsi < 0.32m;
return(tradeSignal);
}
public bool GenerateCloseTradeSignal(IList <BitfinexCandle> data, DateTime now, Trade trade)
{
var indicator1 = new ADTM();
var indicator2 = new RSI();
var appliedData = data.TakeWhile(d => d.Timestamp <= now).ToList();
var adtm = indicator1.Fit(appliedData, 14);
var rsi = indicator2.Fit(appliedData, 5);
var loss = CalculateLoss(data.Last().Close, trade.OpenPrice);
if (loss >= 0.03)
{
return(true);
}
return(adtm > -0.4m || adtm < -0.7m || rsi > 0.32m);
}