/// <summary>
/// Looks for white marubozus.
/// </summary>
private void LookForWhiteMarubozus(CandlestickAnalyzer candlestick, List<StockDaily> dailies, int index, DateTime date)
{
if (candlestick.IsWhiteMarubozu())
{
var peekIndex = index + 1;
var lumens = 0;
while (peekIndex < dailies.Count)
{
if (dailies[peekIndex].LowPrice > candlestick.Low)
{
lumens++;
}
else
{
break;
}
if (peekIndex - index >= 20)
{
break;
}
peekIndex++;
}
this.whiteMarubozuNumOccurences++;
this.whiteMarubozuTotalLumens += lumens;
this.whiteMarubozuLumenRating = Convert.ToInt32(this.whiteMarubozuTotalLumens / this.whiteMarubozuNumOccurences);
Console.WriteLine("White Marubozus -- Symbol=" + candlestick.TickerSymbol + "; Date=" + date.ToShortDateString() + "; Lumens=" + lumens + "; Rating=" + this.whiteMarubozuLumenRating);
}
}
public void UpdateStatistics()
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers = context.Stocks.Select(stock => stock.Ticker).ToList();
}
foreach (var ticker in tickers)
{
using (var context = new StockScreenerEntities())
{
var tickerEntries = context.CandlesticksToStocks.Where(entry => entry.Ticker.Equals(ticker));
foreach (var entry in tickerEntries)
{
context.CandlesticksToStocks.DeleteObject(entry);
}
context.SaveChanges();
}
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
if (dailies.Count > 0)
{
var averageDailyRange = dailies.Average(daily => Math.Abs(daily.HighPrice - daily.LowPrice));
for (var index = 0; index < dailies.Count; index++)
{
var daily = dailies[index];
var candlestick = new CandlestickAnalyzer(
daily.Exchange, ticker, daily.OpenPrice, daily.HighPrice, daily.LowPrice, daily.ClosePrice, averageDailyRange);
this.LookForWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForClosingWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForOpeningWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForDragonflyDoji(candlestick, dailies, index, daily.Date);
}
}
}
using (var context = new StockScreenerEntities())
{
var whiteMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteMarubozu);
var whiteClosingMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteClosingMarubozu);
var whiteOpeningMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteOpeningMarubozu);
var dragonflyDoji = context.Candlesticks.First(candle => candle.ID == PatternIds.DragonflyDoji);
whiteMarubozu.LumenRating = this.whiteMarubozuLumenRating;
whiteMarubozu.NumOccurrences = this.whiteMarubozuNumOccurences;
whiteClosingMarubozu.LumenRating = this.closingWhiteMarubozuLumenRating;
whiteClosingMarubozu.NumOccurrences = this.closingWhiteMarubozuNumOccurences;
whiteOpeningMarubozu.LumenRating = this.openingWhiteMarubozuLumenRating;
whiteOpeningMarubozu.NumOccurrences = this.openingWhiteMarubozuNumOccurences;
dragonflyDoji.LumenRating = this.dragonflyDojiLumenRating;
dragonflyDoji.NumOccurrences = this.dragonflyDojiNumOccurences;
context.SaveChanges();
}
}
private void LookForMarubozus()
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers = context.Stocks.Select(stock => stock.Ticker).ToList();
}
foreach (var ticker in tickers)
{
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
if (dailies.Count > 0)
{
var averageDailyRange = dailies.Average(daily => Math.Abs(daily.HighPrice - daily.LowPrice));
for (var index = 0; index < dailies.Count; index++)
{
var daily = dailies[index];
var candlestick = new CandlestickAnalyzer(
daily.Exchange, ticker, daily.OpenPrice, daily.HighPrice, daily.LowPrice, daily.ClosePrice, averageDailyRange);
this.LookForWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForClosingWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForOpeningWhiteMarubozus(candlestick, dailies, index, daily.Date);
}
}
}
}
/// <summary>
/// Looks for white marubozus.
/// </summary>
private void LookForWhiteMarubozus(CandlestickAnalyzer candlestick, List<StockDaily> dailies, int index, DateTime date)
{
if (candlestick.IsWhiteMarubozu())
{
var peekIndex = index + 1;
var lumens = 0;
while (peekIndex < dailies.Count)
{
if (dailies[peekIndex].LowPrice > candlestick.Low)
{
lumens++;
}
else
{
break;
}
if (peekIndex - index >= 100)
{
break;
}
peekIndex++;
}
this.whiteMarubozuNumOccurences++;
this.whiteMarubozuTotalLumens += lumens;
this.whiteMarubozuLumenRating = Convert.ToInt32(this.whiteMarubozuTotalLumens / this.whiteMarubozuNumOccurences);
Console.WriteLine("White Marubozus -- Symbol=" + candlestick.TickerSymbol + "; Date=" + date.ToShortDateString() + "; Lumens=" + lumens + "; Rating=" + this.whiteMarubozuLumenRating);
using (var context = new StockScreenerEntities())
{
if (context.CandlesticksToStocks.Count(entry => entry.CandlestickId == PatternIds.WhiteMarubozu && entry.Ticker.Equals(candlestick.TickerSymbol)) > 0)
{
var candlestickToStock = context.CandlesticksToStocks.First(
entry =>
entry.CandlestickId == PatternIds.WhiteMarubozu
&& entry.Ticker.Equals(candlestick.TickerSymbol));
var newLumenRating = ((candlestickToStock.LumenRating * candlestickToStock.NumOccurrences)
+ lumens) / ++candlestickToStock.NumOccurrences;
candlestickToStock.LumenRating = newLumenRating;
}
else
{
context.CandlesticksToStocks.AddObject(new CandlesticksToStock
{
CandlestickId = PatternIds.WhiteMarubozu,
Exchange = candlestick.Exchange,
Ticker = candlestick.TickerSymbol,
LumenRating = lumens,
NumOccurrences = 1
});
}
context.SaveChanges();
}
}
}
