public static List <decimal?> Mfi(this IEnumerable <ICandle> candles, int?period = null)
{
period ??= 14;
IIndicatorOptions options = new MfiOptions(period.Value);
Mfi mfi = new Mfi();
return(mfi.Get(candles, options));
}
internal static TradeIdeasGeneratorArgument Create(List <Signal> signals, HistoricalData historicalData)
{
TradeIdeasGeneratorArgument result = new TradeIdeasGeneratorArgument();
SmaVol smaVol20 = new SmaVol(20);
Sma sma50 = new Sma(50);
Rsi stRsi5 = new Rsi(5);
Rsi rsi14 = new Rsi(14);
Rsi ltrsi50 = new Rsi(50);
Cci stCci5 = new Cci(5);
Cci cci14 = new Cci(14);
Cci ltCci50 = new Cci(50);
Stoch stoch14 = new Stoch(14, 14, 3);
WillR willr14 = new WillR(14);
Mfi mfi14 = new Mfi(14);
Adx adx20 = new Adx(20);
Atr atr20 = new Atr(20);
//Assuming that signals are sorted by dates descending and all signals are present. otherwize an exception will be thrown during fetching signals (First())
#region Indicators
result.Rsi14 = GetValue(signals.LatestForIndicator(rsi14));
result.YesterdayRsi14 = GetValue(signals.PreviousForIndicator(rsi14, 1));
result.StRsi5 = GetValue(signals.LatestForIndicator(stRsi5));
result.YesterdayStRsi5 = GetValue(signals.PreviousForIndicator(stRsi5, 1));
result.LtRsi50 = GetValue(signals.LatestForIndicator(ltrsi50));
result.Cci14 = GetValue(signals.LatestForIndicator(cci14));
result.YesterdayCci14 = GetValue(signals.PreviousForIndicator(cci14, 1));
result.StCci5 = GetValue(signals.LatestForIndicator(stCci5));
result.YesterdayStCci5 = GetValue(signals.PreviousForIndicator(stCci5, 1));
result.LtCci50 = GetValue(signals.LatestForIndicator(ltCci50));
result.Stoch14 = GetValue(signals.LatestForIndicator(stoch14));
result.YesterdayStoch14 = GetValue(signals.PreviousForIndicator(stoch14, 1));
result.WillR14 = GetValue(signals.LatestForIndicator(willr14));
result.YesterdayWillR14 = GetValue(signals.PreviousForIndicator(willr14, 1));
result.Mfi14 = GetValue(signals.LatestForIndicator(mfi14));
result.YesterdayMfi14 = GetValue(signals.PreviousForIndicator(mfi14, 1));
result.SmaVol20 = GetValue(signals.LatestForIndicator(smaVol20));
result.Sma50 = GetValue(signals.LatestForIndicator(sma50));
result.Adx20 = GetValue(signals.LatestForIndicator(adx20));
result.Atr20 = GetValue(signals.LatestForIndicator(atr20));
//Long Term Sentiment(6 months)
Signal syrahSentiment = signals.LatestForIndicator(LongTermSentimentForDependencies);
int? sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.LongTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
//Short Term Sentiment(1 month)
syrahSentiment = signals.LatestForIndicator(ShortTermSentimentForDependencies);
sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.ShortTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
#endregion
//if (expandedQuote == null)
//{
// result.LastPrice = historicalData.Close[historicalData.Count - 1];
//}
//else
//{
// result.LastPrice = expandedQuote.Last;
// result.HasOption = expandedQuote.HasOption;
//}
result.RangeStdDev = historicalData.GetPriceRangeStdDevFor6Months();
//result.NearestSupport = supportAndResistance.GetClosestSupport(expandedQuote.Last);
//result.NearestResistance = supportAndResistance.GetClosestResistance(expandedQuote.Last);
//TODO: check
int yesterdayIndex = historicalData.High.Length - 2;
result.YesterdayHigh = historicalData.High[yesterdayIndex];
result.YesterdayLow = historicalData.Low[yesterdayIndex];
return(result);
}
