protected override void Init()
{
try
{
Validations();
}
catch (Exception ex)
{
Status.WriteLine(ex.Message);
PrintError(ex.Message);
Exit();
return;
}
OutputParametrsOnStatus();
OutputParametrsOnLog();
_iMA = Indicators.MovingAverage(Bars.Close, MovingPeriod, MovingShift);
}
protected override void Init()
{
try
{
Validations();
}
catch (Exception ex)
{
Status.WriteLine(ex.Message);
PrintError(ex.Message);
Exit();
return;
}
_iMacd = Indicators.MACD(Bars.Close, 12, 26, 9);
_iMA = Indicators.MovingAverage(Bars.Close, MATrendPeriod, 0, MovingAverageMethod.Exponential);
OutputParametrs();
}
public StableGazePoint(int length)
{
Length = length;
movingAverageX = new SimpleMovingAverage(0, Length);
movingAverageY = new SimpleMovingAverage(0, Length);
}
public static Dictionary <string, List <Candle> > AddIndicators(Dictionary <string, List <Candle> > dsList, List <Technical> listofIndicators, DateTime fromDate, DateTime toDate)
{
Dictionary <string, List <Candle> > dictionary;
if ((listofIndicators == null) || (listofIndicators.Count == 0))
{
dictionary = dsList;
}
else
{
bool superTrend = false;
bool movingAverage = false;
bool macdInd = false;
bool bollingerBand = false;
bool stochastic = false;
foreach (Technical technical in listofIndicators)
{
if (technical == Technical.Stochastic)
{
stochastic = true;
continue;
}
if (technical == Technical.SuperTrend)
{
superTrend = true;
continue;
}
if (technical == Technical.SimpleMovingAverage)
{
movingAverage = true;
continue;
}
if (technical == Technical.MACD)
{
macdInd = true;
}
if (technical == Technical.BollingerBand)
{
bollingerBand = true;
}
}
Parallel.ForEach <KeyValuePair <string, List <Candle> > >(dsList, delegate(KeyValuePair <string, List <Candle> > ds)
{
int num = 0;
double num2 = 0.0;
double num3 = 0.0;
double num4 = 0.0;
IMovingAverage average = null;
IMovingAverage average2 = null;
IMovingAverage average3 = null;
IMovingAverage avgStoch = null;
IMovingAverage avgfast = null;
IEnumerable <Skender.Stock.Indicators.Quote> c = new List <Skender.Stock.Indicators.Quote>();
if (movingAverage)
{
average = new SimpleMovingAverage(20);
average2 = new SimpleMovingAverage(50);
average3 = new SimpleMovingAverage(200);
}
double num5 = 0.0;
double num6 = 0.0;
double num7 = 0.0;
double num8 = 0.0;
IMovingAverage average4 = null;
IMovingAverage average5 = null;
IMovingAverage average6 = null;
if (macdInd)
{
average4 = new SimpleMovingAverage(9);
average5 = new SimpleMovingAverage(12);
average6 = new SimpleMovingAverage(0x1a);
}
double trend = 0.0;
double trendPrice = 0.0;
int num11 = 0;
int num12 = 0;
foreach (Candle candle in ds.Value)
{
candle.AllIndicators = new Model.AllTechnicals();
if (movingAverage)
{
average.AddSample((float)Convert.ToDouble(candle.Close));
candle.AllIndicators.SMA20 = average.Average;
if (bollingerBand)
{
candle.AllIndicators.BollingerBand = average.BollingerBand;
}
average2.AddSample((float)Convert.ToDouble(candle.Close));
candle.AllIndicators.SMA50 = average2.Average;
average3.AddSample((float)Convert.ToDouble(candle.Close));
candle.AllIndicators.SMA200 = average3.Average;
}
if (superTrend)
{
candle.AllIndicators.SuperTrend = new SuperTrend();
if (num == 6)
{
num2 = Math.Max(Math.Max(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num].Low), Math.Abs((double)(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num - 1].Close)))), Math.Abs((double)(Convert.ToDouble(ds.Value[num].Low) - Convert.ToDouble(ds.Value[num - 1].Close))));
candle.AllIndicators.SuperTrend.ATR7 = num2 / 7.0;
num3 = ((Convert.ToDouble(candle.High) + Convert.ToDouble(candle.Low)) / 2.0) - (Convert.ToDouble(candle.AllIndicators.SuperTrend.ATR7) * 3.0);
num4 = ((Convert.ToDouble(candle.High) + Convert.ToDouble(candle.Low)) / 2.0) + (Convert.ToDouble(candle.AllIndicators.SuperTrend.ATR7) * 3.0);
candle.AllIndicators.SuperTrend.FinalUpperBand = (Convert.ToDouble(ds.Value[num - 1].Close) <= Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalUpperBand)) ? num3 : Math.Max(num3, Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalUpperBand));
candle.AllIndicators.SuperTrend.FinalLowerBand = (Convert.ToDouble(ds.Value[num - 1].Close) >= Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalLowerBand)) ? num4 : Math.Min(num4, Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalLowerBand));
double num13 = (Convert.ToDouble(ds.Value[num].Close) > Convert.ToDouble(candle.AllIndicators.SuperTrend.FinalLowerBand)) ? 1.0 : ((Convert.ToDouble(ds.Value[num].Close) < Convert.ToDouble(candle.AllIndicators.SuperTrend.FinalUpperBand)) ? -1.0 : Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.Trend));
candle.AllIndicators.SuperTrend.SuperTrendValue = !(num13 == 1.0) ? candle.AllIndicators.SuperTrend.FinalLowerBand : candle.AllIndicators.SuperTrend.FinalUpperBand;
candle.AllIndicators.SuperTrend.Trend = (int)num13;
}
else if (num <= 6)
{
candle.AllIndicators.SuperTrend.ATR7 = 0.0;
candle.AllIndicators.SuperTrend.FinalUpperBand = 0.0;
candle.AllIndicators.SuperTrend.FinalLowerBand = 0.0;
candle.AllIndicators.SuperTrend.SuperTrendValue = 0.0;
candle.AllIndicators.SuperTrend.Trend = 1;
num2 = (num <= 0) ? 0.0 : (num2 + Math.Max(Math.Max(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num].Low), Math.Abs((double)(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num - 1].Close)))), Math.Abs((double)(Convert.ToDouble(ds.Value[num].Low) - Convert.ToDouble(ds.Value[num - 1].Close)))));
}
else
{
num2 = Math.Max(Math.Max(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num].Low), Math.Abs((double)(Convert.ToDouble(ds.Value[num].High) - Convert.ToDouble(ds.Value[num - 1].Close)))), Math.Abs((double)(Convert.ToDouble(ds.Value[num].Low) - Convert.ToDouble(ds.Value[num - 1].Close))));
candle.AllIndicators.SuperTrend.ATR7 = ((Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.ATR7) * 6.0) + num2) / 7.0;
num3 = ((Convert.ToDouble(candle.High) + Convert.ToDouble(candle.Low)) / 2.0) - (Convert.ToDouble(candle.AllIndicators.SuperTrend.ATR7) * 3.0);
num4 = ((Convert.ToDouble(candle.High) + Convert.ToDouble(candle.Low)) / 2.0) + (Convert.ToDouble(candle.AllIndicators.SuperTrend.ATR7) * 3.0);
candle.AllIndicators.SuperTrend.FinalUpperBand = (Convert.ToDouble(ds.Value[num - 1].Close) <= Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalUpperBand)) ? num3 : Math.Max(num3, Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalUpperBand));
candle.AllIndicators.SuperTrend.FinalLowerBand = (Convert.ToDouble(ds.Value[num - 1].Close) >= Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalLowerBand)) ? num4 : Math.Min(num4, Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.FinalLowerBand));
double num14 = (Convert.ToDouble(ds.Value[num].Close) > Convert.ToDouble(candle.AllIndicators.SuperTrend.FinalLowerBand)) ? 1.0 : ((Convert.ToDouble(ds.Value[num].Close) < Convert.ToDouble(candle.AllIndicators.SuperTrend.FinalUpperBand)) ? -1.0 : Convert.ToDouble(ds.Value[num - 1].AllIndicators.SuperTrend.Trend));
candle.AllIndicators.SuperTrend.SuperTrendValue = !(num14 == 1.0) ? candle.AllIndicators.SuperTrend.FinalLowerBand : candle.AllIndicators.SuperTrend.FinalUpperBand;
candle.AllIndicators.SuperTrend.Trend = (int)num14;
}
if (trend == candle.AllIndicators.SuperTrend.Trend)
{
candle.AllIndicators.SuperTrend.TrendPrice = trendPrice;
num11++;
if ((candle.Low < candle.AllIndicators.SuperTrend.TrendPrice) && (candle.AllIndicators.SuperTrend.Trend == -1))
{
num12++;
}
else if ((candle.High > candle.AllIndicators.SuperTrend.TrendPrice) && (candle.AllIndicators.SuperTrend.Trend == 1))
{
num12++;
}
}
else
{
num12 = 0;
num11 = 0;
if (candle.AllIndicators.SuperTrend.Trend == 1)
{
candle.AllIndicators.SuperTrend.TowardsBuy = true;
candle.AllIndicators.SuperTrend.TrendPrice = candle.High;
}
else if (candle.AllIndicators.SuperTrend.Trend == -1)
{
candle.AllIndicators.SuperTrend.TowardsBuy = false;
candle.AllIndicators.SuperTrend.TrendPrice = candle.Low;
}
trendPrice = candle.AllIndicators.SuperTrend.TrendPrice;
}
candle.AllIndicators.SuperTrend.CountOfTrendPriceBroken = num12;
candle.AllIndicators.SuperTrend.CandlePastSinceLastChange = num11;
trend = candle.AllIndicators.SuperTrend.Trend;
}
num++;
if (macdInd)
{
candle.AllIndicators.MACD = new MACD();
if (num == 13)
{
num6 = average5.Average;
}
else if (num > 13)
{
num6 = (0.153 * (Convert.ToDouble(candle.Close) - num6)) + num6;
}
if (num == 0x1b)
{
num7 = average6.Average;
}
else if (num > 0x1b)
{
num8 = num6 - ((0.074 * (Convert.ToDouble(candle.Close) - num7)) + num7);
}
if (num == 0x25)
{
num5 = average4.Average;
}
else if (num > 0x25)
{
num5 = (0.2 * (num8 - num5)) + num5;
}
if ((num > 0x1b) && (num < 0x25))
{
average4.AddSample((float)num8);
}
average5.AddSample((float)candle.Close);
average6.AddSample((float)candle.Close);
candle.AllIndicators.MACD.macd = num8;
candle.AllIndicators.MACD.macd9 = num5;
candle.AllIndicators.MACD.histogram = num8 - num5;
}
}
});
if (stochastic)
{
foreach (var b in dsList)
{
List <Candle> l = b.Value;
List <Quote> quotes = new List <Quote>();
foreach (var c in l)
{
quotes.Add(new Quote {
Close = (decimal)c.Close, Date = c.TimeStamp, High = (decimal)c.High, Low = (decimal)c.Low, Open = (decimal)c.Open, Volume = (decimal)c.Volume
});
}
var stochResult = Skender.Stock.Indicators.Indicator.GetStoch <Quote>(quotes, 14, 3, 3).ToArray();
for (int i = 0; i < l.Count; i++)
{
l[i].AllIndicators.Stochastic = new Stochastic(80, 20, l[i]);
l[i].AllIndicators.Stochastic.fast = Math.Round((double)(stochResult[i].K ?? 0), 2);
l[i].AllIndicators.Stochastic.slow = Math.Round((double)(stochResult[i].D ?? 0), 2);
}
}
}
}
dictionary = new Dictionary <string, List <Candle> >();
foreach (var a in dsList)
{
List <Candle> l = a.Value;
var dateRangeCandles = l.Where(d => d.TimeStamp >= fromDate && d.TimeStamp <= toDate).ToList();
dictionary.Add(a.Key, dateRangeCandles);
}
//dictionary = LoadDailyNPivotsDataZerodha(dictionary);
return(dictionary);
}
