public double LevelPrice(FibonacciLevel level)
{
double levelPrice = 0;
int multiplier = FocusPrice > AnchorPrice ? -1 : 1;
switch (level)
{
case FibonacciLevel.R382:
levelPrice = FocusPrice + (Math.Abs(AnchorPrice - FocusPrice) * 0.382 * multiplier);
break;
case FibonacciLevel.R500:
levelPrice = FocusPrice + (Math.Abs(AnchorPrice - FocusPrice) * 0.500 * multiplier);
break;
case FibonacciLevel.R618:
levelPrice = FocusPrice + (Math.Abs(AnchorPrice - FocusPrice) * 0.618 * multiplier);
break;
default:
throw new Exception(string.Format("The fibonacci level parameter provided [{0}] is not supported.", level.ToString()));
}
return(levelPrice);
}
internal static double GetGapTradeTargetLevel(double gap, double entry, double open, double pointsTarget,
bool fibTarget = false, FibonacciLevel fibLevelTarget = FibonacciLevel.Fifty)
{
double target;
if (fibTarget)
{
target = open - gap * GetFibRatio(fibLevelTarget);
if (gap > 0)
{
target -= pointsTarget;
}
else
{
target += pointsTarget;
}
}
else
{
target = gap > 0
? entry - pointsTarget
: entry + pointsTarget;
}
return(Math.Round(target, 2));
}
private static double GetFibRatio(FibonacciLevel level)
{
var ratio = (double)level / 1000;
if (ratio > 1)
{
ratio -= 1;
}
return(ratio);
}
internal static double GetGapTradeEntryLevel(double gap, double open, double pointsEntry, bool fibEntry = false,
FibonacciLevel fibLevelEntry = FibonacciLevel.Fifty)
{
var entry = gap > 0
? open + pointsEntry
: open - pointsEntry;
if (fibEntry)
{
entry += gap * GetFibRatio(fibLevelEntry);
}
return(Math.Round(entry, 2));
}
public double GetEntryLevel(double gap, double open, double pointsEntry, bool fibEntry, FibonacciLevel fibLevelEntry)
{
return(GetGapTradeEntryLevel(gap, open, pointsEntry, fibEntry, fibLevelEntry));
}
public double GetTargetLevel(double gap, double entry, double open, double pointsTarget, bool fibTarget, FibonacciLevel fibLevelTarget)
{
return(GetGapTradeTargetLevel(gap, entry, open, pointsTarget, fibTarget, fibLevelTarget));
}
public void T3(double gap, double entry, double open, double pointsTarget, bool fibTarget, FibonacciLevel fibLevel, double expected)
{
var actual = GetGapTradeTargetLevel(gap, entry, open, pointsTarget, fibTarget, fibLevel);
Assert.Equal(expected, actual);
}
[InlineData(202, 24120, 100, true, FibonacciLevel.TwentyThreePointSix, 24267.67)] // Out of gap trade - gap down
public void T1(double gap, double open, double pointsEntry, bool fibEntry, FibonacciLevel fibLevel, double expected)
{
var actual = GetGapTradeEntryLevel(gap, open, pointsEntry, fibEntry, fibLevel);
Assert.Equal(expected, actual);
}
