public static List <Aroon> createAroon(int N, List <Price> Price)
{
List <Aroon> AROON = new List <Aroon>();
double[] _close = new double[Price.Count];
double[] _high = new double[Price.Count];
double[] _low = new double[Price.Count];
double[] _open = new double[Price.Count];
double[] _aroonUP = new double[Price.Count];
double[] _aroonDOWN = new double[Price.Count];
for (int x = 0; x < Price.Count; x++)
{
_close[x] = Price[x].Close;
_high[x] = Price[x].High;
_low[x] = Price[x].Low;
_open[x] = Price[x].Open;
}
int a, b;
Core.Aroon(0, Price.Count - 1, _high, _low, N, out a, out b, _aroonDOWN, _aroonUP);
for (int x = 0; x < _aroonUP.Count() - a; x++)
{
//Debug.WriteLine("UP " + _aroonUP[x]);
//Debug.WriteLine("DOWN " + _aroonDOWN[x]);
//Debug.WriteLine(Price[x + a].TimeStamp + " " + Price[x + a].Close);
//Debug.WriteLine("========" + x + "===========");
int d = x + a;
Aroon aa = new Aroon();
aa.Aroon_Up = _aroonUP[x];
aa.Aroon_Down = _aroonDOWN[x];
aa.N = N;
aa.TimeStamp = Price[d].TimeStamp;
aa.Price_Close = Price[d].Close;
aa.Price_High = Price[d].High;
aa.Price_Low = Price[d].Low;
aa.Price_Open = Price[d].Open;
AROON.Add(aa);
}
return(AROON);
}
/// <summary>
/// Calculates Aroon
/// </summary>
/// <param name="N">Period</param>
/// <param name="prices">Prices must NOT be reversed</param>
/// <returns>List of Aroon</returns>
public static List<Aroon> getManualAroon(int N, List<Price> prices)
{
List<Aroon> aroon = new List<AlsiUtils.Aroon>();
prices.Reverse();
double lastcount = 0;
List<double> CheckListDown = new List<double>();
List<double> CheckListUP = new List<double>();
for (int x = 0; x < prices.Count - N; x++)
{
Aroon a = new Aroon();
#region Aroon Down
double low = prices[x].Low;
for (int y = x; y < x + N; y++)
{
CheckListDown.Add(prices[y].Low);
if (prices[y].Low <= low) low = prices[y].Low;
}
lastcount = 0;
foreach (double d in CheckListDown)
{
lastcount++;
if (d == low) break;
}
double aroonDown = 100 * (((double)N - lastcount) / (double)N);
CheckListDown.Clear();
// Debug.WriteLine(prices[x].TimeStamp + " " + prices[x].Low + " " + "low " + low + " Per " + lastcount);
//Debug.WriteLine(prices[x].TimeStamp + " Aroon Down " + aroonDown);
#endregion
#region Aroon Up
double up = prices[x].High;
for (int y = x; y < x + N; y++)
{
CheckListUP.Add(prices[y].High);
if (prices[y].High >= up) up = prices[y].High;
}
lastcount = 0;
foreach (double d in CheckListUP)
{
lastcount++;
if (d == up) break;
}
double aroonup = 100 * (((double)N - lastcount + 1) / (double)N);
CheckListUP.Clear();
// Debug.WriteLine(prices[x].TimeStamp + " " + prices[x].High + " " + "up " + up + " Per " + lastcount);
//Debug.WriteLine(prices[x].TimeStamp + " Aroon Up " + aroonup);
#endregion
if (x > 0)
{
a.N = N;
a.TimeStamp = prices[x - 1].TimeStamp;
a.Aroon_Down = aroonDown;
a.Aroon_Up = aroonup;
a.Price_Close = prices[x - 1].Close;
a.Price_High = prices[x - 1].High;
a.Price_Low = prices[x - 1].Low;
a.Price_Open = prices[x - 1].Open;
aroon.Add(a);
}
}
prices.Reverse();
return aroon;
}
/// <summary>
/// Calculates Aroon
/// </summary>
/// <param name="N">Period</param>
/// <param name="prices">Prices must NOT be reversed</param>
/// <returns>List of Aroon</returns>
public static List <Aroon> getManualAroon(int N, List <Price> prices)
{
List <Aroon> aroon = new List <AlsiUtils.Aroon>();
prices.Reverse();
double lastcount = 0;
List <double> CheckListDown = new List <double>();
List <double> CheckListUP = new List <double>();
for (int x = 0; x < prices.Count - N; x++)
{
Aroon a = new Aroon();
#region Aroon Down
double low = prices[x].Low;
for (int y = x; y < x + N; y++)
{
CheckListDown.Add(prices[y].Low);
if (prices[y].Low <= low)
{
low = prices[y].Low;
}
}
lastcount = 0;
foreach (double d in CheckListDown)
{
lastcount++;
if (d == low)
{
break;
}
}
double aroonDown = 100 * (((double)N - lastcount) / (double)N);
CheckListDown.Clear();
// Debug.WriteLine(prices[x].TimeStamp + " " + prices[x].Low + " " + "low " + low + " Per " + lastcount);
//Debug.WriteLine(prices[x].TimeStamp + " Aroon Down " + aroonDown);
#endregion
#region Aroon Up
double up = prices[x].High;
for (int y = x; y < x + N; y++)
{
CheckListUP.Add(prices[y].High);
if (prices[y].High >= up)
{
up = prices[y].High;
}
}
lastcount = 0;
foreach (double d in CheckListUP)
{
lastcount++;
if (d == up)
{
break;
}
}
double aroonup = 100 * (((double)N - lastcount + 1) / (double)N);
CheckListUP.Clear();
// Debug.WriteLine(prices[x].TimeStamp + " " + prices[x].High + " " + "up " + up + " Per " + lastcount);
//Debug.WriteLine(prices[x].TimeStamp + " Aroon Up " + aroonup);
#endregion
if (x > 0)
{
a.N = N;
a.TimeStamp = prices[x - 1].TimeStamp;
a.Aroon_Down = aroonDown;
a.Aroon_Up = aroonup;
a.Price_Close = prices[x - 1].Close;
a.Price_High = prices[x - 1].High;
a.Price_Low = prices[x - 1].Low;
a.Price_Open = prices[x - 1].Open;
aroon.Add(a);
}
}
prices.Reverse();
return(aroon);
}
public static List<Aroon> createAroon(int N, List<Price> Price)
{
List<Aroon> AROON = new List<Aroon>();
double[] _close = new double[Price.Count];
double[] _high = new double[Price.Count];
double[] _low = new double[Price.Count];
double[] _open = new double[Price.Count];
double[] _aroonUP = new double[Price.Count];
double[] _aroonDOWN = new double[Price.Count];
for (int x = 0; x < Price.Count; x++)
{
_close[x] = Price[x].Close;
_high[x] = Price[x].High;
_low[x] = Price[x].Low;
_open[x] = Price[x].Open;
}
int a, b;
Core.Aroon(0, Price.Count - 1, _high, _low, N, out a, out b, _aroonDOWN, _aroonUP);
for (int x = 0; x < _aroonUP.Count() - a; x++)
{
//Debug.WriteLine("UP " + _aroonUP[x]);
//Debug.WriteLine("DOWN " + _aroonDOWN[x]);
//Debug.WriteLine(Price[x + a].TimeStamp + " " + Price[x + a].Close);
//Debug.WriteLine("========" + x + "===========");
int d = x + a;
Aroon aa = new Aroon();
aa.Aroon_Up = _aroonUP[x];
aa.Aroon_Down = _aroonDOWN[x];
aa.N = N;
aa.TimeStamp = Price[d].TimeStamp;
aa.Price_Close = Price[d].Close;
aa.Price_High = Price[d].High;
aa.Price_Low = Price[d].Low;
aa.Price_Open = Price[d].Open;
AROON.Add(aa);
}
return AROON;
}
