private TradeAction MacdAndRsi(TradingPairInfo tradingPairInfo)
{
var mcad = tradingPairInfo.macd;
decimal rsi = tradingPairInfo.rsi.Value;
var srsi = tradingPairInfo.stochRsi;
var Sma5 = tradingPairInfo.Ema[5].Value;
var Sma20 = tradingPairInfo.Ema[20].Value;
var Sma100 = tradingPairInfo.Ema[20].Value;
var Gsma20 = tradingPairInfo.Gsma[20].Value;
if (mcad.Value > 0 && rsi < 50 && srsi.Value > 0 && Sma5 > Sma20 && Gsma20 > 0)
{
return(TradeAction.Buy);
}
if (((Sma5 - Sma20) / Sma20) >= 40m)
{
return(TradeAction.Sell);
}
if (mcad.Value <= 0 && srsi.Value < 0 && rsi > 80)
{
return(TradeAction.Sell);
}
return(TradeAction.Wait);
}
public void BaseAmountAndPrice()
{
// arrange
var tradeSettings = new TradeSettings {
CounterAmount = 10, BuyUnderPriceMargin = 1, BaseAmountSavingsRate = 5, SellPriceRate = 10
};
var ticker = new Ticker {
Last = 9500
};
var pairInfo = new TradingPairInfo {
BaseDecimals = 8, CounterDecimals = 2
};
// act
var baseAmount = tradeSettings.GetBuyBaseAmount(ticker, pairInfo);
var basePrice = tradeSettings.GetBuyBasePrice(ticker, pairInfo);
var sellBaseAmount = tradeSettings.GetSellBaseAmount(ticker, pairInfo);
var sellBasePrice = tradeSettings.GetSellBasePrice(ticker, pairInfo);
// assert
Assert.AreEqual(baseAmount, 0.00106326M);
Assert.AreEqual(basePrice, 9405M);
Assert.AreEqual(sellBaseAmount, 0.001010097M);
Assert.AreEqual(sellBasePrice, 10345.5M);
}
public IAlgorthmResults Evaulate(string ticker, TradingPairInfo tradingPairInfo)
{
var result = new AlgorthmResults(ticker);
result.LastPrice = tradingPairInfo.CurrentPrice;
result.CloseDateTime = tradingPairInfo.CloseDateTime;
result.Candlestick = tradingPairInfo._candleSticks.First();
switch (_request.Algorthm)
{
case TradingAlgorthm.SimpleSMA:
result.Action = SimpleSMA(tradingPairInfo);
break;
case TradingAlgorthm.LongShochRsi:
result.Action = LongShochRsi(tradingPairInfo);
break;
case TradingAlgorthm.Macd:
result.Action = Macd(tradingPairInfo);
break;
default:
result.Action = TradeAction.Sell;
break;
}
//result.Action= sma5 > sma10 ? TradeAction.Buy : TradeAction.Sell;
return(result);
}
private TradeAction SimpleSMA(TradingPairInfo tradingPairInfo)
{
var sma5 = tradingPairInfo.Ema[5].Value;
var sma10 = tradingPairInfo.Ema[15].Value;
var sma40 = tradingPairInfo.Ema[80].Value;
if (sma5 > sma10 && tradingPairInfo.CurrentPrice > sma40)
{
return(TradeAction.Buy);
}
return(TradeAction.Wait);
}
private TradeAction LongShochRsi(TradingPairInfo tradingPairInfo)
{
var k = tradingPairInfo.stochRsi.KValue;
var d = tradingPairInfo.stochRsi.DValue;
if (k > d)
{
return(TradeAction.Buy);
}
else
{
return(TradeAction.Sell);
}
}
private TradeAction Macd(TradingPairInfo tradingPairInfo)
{
var mcad = tradingPairInfo.macd;
var Sma100 = tradingPairInfo.Sma[100].Value;
var Sma100gradient = tradingPairInfo.Sma[100].averageGradient;
var currentPrice = tradingPairInfo.CurrentPrice;
if (mcad.Value > 0 && Sma100 > currentPrice && Sma100gradient > 0)
{
return(TradeAction.Buy);
}
//if (mcad.Value < 0 && Sma100 < currentPrice)
// return TradeAction.Sell;
return(TradeAction.Wait);
}
internal void AddNewOrderToDb(ExchangeOrder order, Ticker ticker, TradeSettings tradeSettings, TradingPairInfo pairInfo)
{
_orderRepository.Add(new Order
{
BuyId = order.Id,
CurrencyPairId = GetCurrencyPairId(order.PairCode),
//CurrencyPair = _currencyPairRepository.First(p => p.PairCode == order.PairCode), //todo: check with concrete repository
BuyAmount = order.Amount,
BuyPrice = order.Price,
SellAmount = tradeSettings.GetSellBaseAmount(ticker, pairInfo),
SellPrice = tradeSettings.GetSellBasePrice(ticker, pairInfo)
});
_orderRepository.Save();
}
public decimal GetSellBasePrice(Ticker ticker, TradingPairInfo pairInfo)
{
var buyPrice = GetBuyBasePrice(ticker, pairInfo);
return(Math.Round(buyPrice * (1 + SellPriceRate / 100), pairInfo.CounterDecimals));
}
public decimal GetSellBaseAmount(Ticker ticker, TradingPairInfo pairInfo)
{
var buyAmount = GetBuyBaseAmount(ticker, pairInfo);
return(buyAmount - buyAmount * (BaseAmountSavingsRate / 100));
}
public decimal GetBuyBasePrice(Ticker ticker, TradingPairInfo pairInfo)
{
return(Math.Round(ticker.Last * (1 - BuyUnderPriceMargin / 100), pairInfo.CounterDecimals));
}
public decimal GetBuyBaseAmount(Ticker ticker, TradingPairInfo pairInfo)
{
return(Math.Round(CounterAmount / GetBuyBasePrice(ticker, pairInfo), pairInfo.BaseDecimals));
}