public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> rsi = candles.Rsi(14);
BbandItem bbands = candles.Bbands(20);
StochItem stoch = candles.Stoch();
StochItem stochRsi = candles.StochRsi(fastKPeriod: 3);
List <decimal> close = candles.Close();
List <decimal> open = candles.Open();
for (int i = 0; i < candles.Count(); i++)
{
if (rsi[i] > 70 && stoch.K[i] > 80 && close[i] > open[i] && stochRsi.K[i] > 80 && stoch.K[i] >= stoch.D[i] && stochRsi.K[i] >= stochRsi.D[i] && close[i] > bbands.UpperBand[i] + (bbands.UpperBand[i] - bbands.MiddleBand[i]) * 0.05m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (rsi[i] < 30 && stoch.K[i] < 20 && close[i] < open[i] && stochRsi.K[i] < 20 && stoch.K[i] <= stoch.D[i] && stochRsi.K[i] <= stochRsi.D[i] && close[i] < bbands.LowerBand[i] - (bbands.MiddleBand[i] - bbands.LowerBand[i]) * 0.05m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> rsi = candles.Rsi(5);
StochItem fast = candles.StochFast();
BbandItem bb = candles.Bbands(20);
List <decimal?> adx = candles.Adx(14);
List <decimal?> plusDi = candles.PlusDi(14);
List <decimal?> minusDi = candles.MinusDi(14);
for (int i = 0; i < candles.Count(); i++)
{
if (rsi[i] < 22 && fast.K[i] < 25 && fast.D[i - 1] > fast.K[i - 1] && fast.D[i] - fast.K[i] < 0.3m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (rsi[i] > 70 && fast.K[i] > 50)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
RsiBbandsPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <RsiBbandsPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> rsi = candles.Rsi(preset?.Rsi ?? 6);
BbandItem bbands = candles.Bbands(preset?.Bbands ?? 200);
List <decimal> closes = candles.Select(x => x.Close).ToList();
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else if (rsi[i - 1] > 50 && rsi[i] <= 50 && closes[i - 1] < bbands.UpperBand[i - 1] && closes[i] > bbands.UpperBand[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (rsi[i - 1] < 50 && rsi[i] >= 50 && closes[i - 1] < bbands.LowerBand[i - 1] && closes[i] > bbands.LowerBand[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal> closes = candles.Select(x => x.Close).ToList();
BbandItem bb = candles.Bbands(20);
List <decimal?> fastMa = candles.Ema(3);
List <decimal?> hl1 = candles.Select(x => (x.High + x.Low) / 2).ToList().Sma(5);
List <decimal?> hl2 = candles.Select(x => (x.High + x.Low) / 2).ToList().Sma(34);
List <int> ao = new List <int>();
MacdItem macd = candles.Macd();
for (int i = 0; i < hl1.Count; i++)
{
if (i > 0)
{
if (hl1[i - 1].HasValue && hl2[i - 1].HasValue && hl1[i].HasValue && hl2[i].HasValue)
{
ao.Add(hl1[i].Value - hl2[i].Value >= 0
? hl1[i].Value - hl2[i].Value > hl1[i - 1].Value - hl2[i - 1].Value ? 1 : 2
: hl1[i].Value - hl2[i].Value > hl1[i - 1].Value - hl2[i - 1].Value ? -1 : -2);
}
else
{
ao.Add(0);
}
}
else
{
ao.Add(0);
}
}
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
if (closes[i] > bb.MiddleBand[i] && // Closed above the bollinger band
Math.Abs(ao[i]) == 1 &&
macd.Macd[i] > macd.Signal[i] &&
fastMa[i] > bb.MiddleBand[i] &&
fastMa[i - 1] < bb.MiddleBand[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (closes[i] < bb.MiddleBand[i] && // Closed above the bollinger band
Math.Abs(ao[i]) == 2 &&
fastMa[i] < bb.MiddleBand[i] &&
fastMa[i - 1] > bb.MiddleBand[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
