public HMA_RESULT Engine(BinanceApiClient client)
{
HMA_RESULT hma = new HMA_RESULT(ENUM_TREND.NO_TREND, 0.0m);
if (!client.GetServerConnection())
{
return(hma); // server disconnected
}
var candles = client.GetCandleStick(m_Symbol, m_TimeInterval);
if (candles == null)
{
return(hma); // candle sticks is null
}
try
{
hma = m_Hma.iHMA(candles, 1, true);
if (hma.Trend == ENUM_TREND.NO_TREND)
{
//CloseOrder(client);
m_NewOrder = null;
return(hma); // No Signal
}
if (hma.Trend == ENUM_TREND.UP_TREND)
{
int result = CloseOrder(client, "SELL");
if (result == 1)
{
return(hma); // Buy Order Existing
}
m_NewOrder = client.PostNewOrder(m_Symbol, m_Quantity, 0.0m, OrderSide.BUY, OrderType.MARKET);
}
else if (hma.Trend == ENUM_TREND.DOWN_TREND)
{
int result = CloseOrder(client, "BUY");
if (result == 1)
{
return(hma); // SELL Order Existing
}
m_NewOrder = client.PostNewOrder(m_Symbol, m_Quantity, 0.0m, OrderSide.SELL, OrderType.MARKET);
}
return(hma); // Sumit Order
}
catch (Exception e)
{
throw e;
}
}
public HmaStrategy(string symbol,
string strTimeInterval, int period, string applied, decimal quantity, BinanceApiClient client, Order last = null)
{
m_Symbol = symbol;
m_TimeInterval = strTimeInterval;
m_Period = period;
m_Applied = applied;
m_Quantity = quantity;
m_Hma = new HMA(m_Period, m_Applied);
try
{
if (last == null)
{
m_NewOrder = null;
}
else
{
var candles = client.GetCandleStick(m_Symbol, m_TimeInterval);
if (candles == null)
{
m_NewOrder = null;
}
else
{
var hmaArray = m_Hma.iHMA_Array(candles);
int preSignal = -1;
for (int i = hmaArray.Length - 1; i >= 0; i--)
{
if (last.Side == "BUY")
{
if (hmaArray[i].Trend != ENUM_TREND.UP_TREND)
{
preSignal = i;
break;
}
}
else if (last.Side == "SELL")
{
if (hmaArray[i].Trend != ENUM_TREND.DOWN_TREND)
{
preSignal = i;
break;
}
}
}
if (preSignal < 0 || preSignal >= hmaArray.Length)
{
m_NewOrder = null;
}
else
{
if (candles.ElementAt(preSignal).CloseTime >= last.Time)
{
m_NewOrder = null;
}
else
{
m_NewOrder = new NewOrder();
m_NewOrder.OrderId = last.OrderId;
m_NewOrder.ClientOrderId = last.ClientOrderId;
m_NewOrder.Symbol = symbol;
m_NewOrder.TransactTime = last.Time;
}
}
}
}
}
catch
{
m_NewOrder = null;
}
}
