public static List <double?> Ema(this List <Candle> source, int period = 30, CandleVariable type = CandleVariable.Close)
{
int outBegIdx, outNbElement;
double[] emaValues = new double[source.Count];
double[] valuesToCheck;
switch (type)
{
case CandleVariable.Open:
valuesToCheck = source.Select(x => x.Open).ToArray();
break;
case CandleVariable.Low:
valuesToCheck = source.Select(x => x.Low).ToArray();
break;
case CandleVariable.High:
valuesToCheck = source.Select(x => x.High).ToArray();
break;
default:
valuesToCheck = source.Select(x => x.Close).ToArray();
break;
}
var ema = TicTacTec.TA.Library.Core.Ema(0, source.Count - 1, valuesToCheck, period, out outBegIdx, out outNbElement, emaValues);
if (ema == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(emaValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate EMA!");
}
public static Stoch StochRsi(this List <Candle> source, int optInTimePeriod = 14, CandleVariable type = CandleVariable.Close,
int fastKPeriod = 5, int fastDPeriod = 3,
TicTacTec.TA.Library.Core.MAType fastDmaType = TicTacTec.TA.Library.Core.MAType.Sma)
{
int outBegIdx, outNbElement;
double[] kValues = new double[source.Count];
double[] dValues = new double[source.Count];
double[] valuesToCheck;
switch (type)
{
case CandleVariable.Open:
valuesToCheck = source.Select(x => x.Open).ToArray();
break;
case CandleVariable.Low:
valuesToCheck = source.Select(x => x.Low).ToArray();
break;
case CandleVariable.High:
valuesToCheck = source.Select(x => x.High).ToArray();
break;
default:
valuesToCheck = source.Select(x => x.Close).ToArray();
break;
}
var tema = TicTacTec.TA.Library.Core.StochRsi(0, source.Count - 1, valuesToCheck, optInTimePeriod, fastKPeriod, fastDPeriod,
fastDmaType, out outBegIdx, out outNbElement, kValues, dValues);
if (tema == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(new Stoch()
{
D = FixIndicatorOrdering(dValues.ToList(), outBegIdx, outNbElement),
K = FixIndicatorOrdering(kValues.ToList(), outBegIdx, outNbElement)
});
}
throw new Exception("Could not calculate STOCH!");
}
public static List <decimal?> LinReg(this List <Candle> source, int period = 18, CandleVariable type = CandleVariable.Close)
{
int outBegIdx, outNbElement;
double[] linregValues = new double[source.Count];
double[] valuesToCheck;
switch (type)
{
case CandleVariable.Open:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Open)).ToArray();
break;
case CandleVariable.Low:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
break;
case CandleVariable.High:
valuesToCheck = source.Select(x => Convert.ToDouble(x.High)).ToArray();
break;
default:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
break;
}
var lr = TicTacTec.TA.Library.Core.LinearReg(0, source.Count - 1, valuesToCheck, period, out outBegIdx, out outNbElement, linregValues);
if (lr == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(linregValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate Linear Regression!");
}
public static List <decimal?> Wma(this List <Candle> source, int period = 30, CandleVariable type = CandleVariable.Close)
{
// int outBegIdx, outNbElement;
double[] wmaValues = new double[source.Count];
List <double?> outValues = new List <double?>();
double[] valuesToCheck;
switch (type)
{
case CandleVariable.Open:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Open)).ToArray();
break;
case CandleVariable.Low:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Low)).ToArray();
break;
case CandleVariable.High:
valuesToCheck = source.Select(x => Convert.ToDouble(x.High)).ToArray();
break;
default:
valuesToCheck = source.Select(x => Convert.ToDouble(x.Close)).ToArray();
break;
}
var sma = TicTacTec.TA.Library.Core.Wma(0, source.Count - 1, valuesToCheck, period, out int outBegIdx, out int outNbElement, wmaValues);
if (sma == TicTacTec.TA.Library.Core.RetCode.Success)
{
return(FixIndicatorOrdering(wmaValues.ToList(), outBegIdx, outNbElement));
}
throw new Exception("Could not calculate WMA!");
}
