public override dynamic Get(IEnumerable <decimal?> candles, IIndicatorOptions options = null)
{
throw new NotImplementedException();
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
// TODO: Move to options
bool returnRaw = false;
// Calculate our Moving Averages
IEnumerable <decimal?> smaFastData = source.Select(x => (decimal?)((x.High + x.Low) / 2));
List <decimal?> smaFast = smaFastData.Sma(5);
IEnumerable <decimal?> smaSlowData = source.Select(x => (decimal?)((x.High + x.Low) / 2));
List <decimal?> smaSlow = smaFastData.Sma(34);
List <decimal?> result = new List <decimal?>();
for (int i = 0; i < smaFast.Count(); i++)
{
if (returnRaw)
{
if (!smaFast[i].HasValue || !smaSlow[i].HasValue)
{
result.Add(null);
}
else
{
result.Add(smaFast[i].Value - smaSlow[i].Value);
}
}
else
{
// The last and second to last values interest us, because we're looking for a cross of these lines.
// If it's not the first item, we can check the previous.
if (i > 0)
{
decimal?smaFastLast = smaFast[i];
decimal?smaSlowLast = smaSlow[i];
decimal?smaFastSecondLast = smaFast[i - 1];
decimal?smaSlowSecondLast = smaSlow[i - 1];
decimal?aoSecondLast = smaFastSecondLast - smaSlowSecondLast;
decimal?aoLast = smaFastLast - smaSlowLast;
if (aoSecondLast <= 0 && aoLast > 0)
{
result.Add(100);
}
else if (aoSecondLast >= 0 && aoLast < 0)
{
result.Add(-100);
}
else
{
result.Add(0);
}
}
else
{
result.Add(0);
}
}
}
return(result);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
CandlePatternsOptions config = options != null ? (CandlePatternsOptions)options.Options : new CandlePatternsOptions(0.05m);
List <CandlePatternCode> result = new List <CandlePatternCode>();
List <decimal> open = source.Open();
List <decimal> close = source.Close();
List <decimal> high = source.High();
List <decimal> low = source.Low();
for (int i = 0; i < source.Count(); i++)
{
if (Math.Abs(open[i] - close[i]) <= (high[i] - low[i]) * config.DojiSize)
{
result.Add(CandlePatternCode.DOJI);
continue;
}
if (high[i] - low[i] > 3 * (open[i] - close[i]) && (close[i] - low[i]) / (.001m + high[i] - low[i]) > 0.6m && (open[i] - low[i]) / (.001m + high[i] - low[i]) > 0.6m)
{
result.Add(CandlePatternCode.BULLISH_HAMMER);
continue;
}
if (high[i] - low[i] > 3 * (open[i] - close[i]) && (high[i] - close[i]) / (.001m + high[i] - low[i]) > 0.6m && (high[i] - open[i]) / (.001m + high[i] - low[i]) > 0.6m)
{
result.Add(CandlePatternCode.BEARISH_INVERTED_HAMMER);
continue;
}
// These patterns require at least 2 data points
if (i > 0)
{
if (open[i - 1] < close[i - 1] && open[i] > close[i - 1] && high[i] - Math.Max(open[i], close[i]) >= Math.Abs(open[i] - close[i]) * 3 && Math.Min(close[i], open[i]) - low[i] <= Math.Abs(open[i] - close[i]))
{
result.Add(CandlePatternCode.SHOOTING_STAR);
continue;
}
if (close[i - 1] > open[i - 1] && open[i] > close[i] && open[i] <= close[i - 1] && open[i - 1] <= close[i] && open[i] - close[i] < close[i - 1] - open[i - 1])
{
result.Add(CandlePatternCode.BEARISH_HARAMI);
continue;
}
if (open[i - 1] > close[i - 1] && close[i] > open[i] && close[i] <= open[i - 1] && close[i - 1] <= open[i] && close[i] - open[i] < open[i - 1] - close[i - 1])
{
result.Add(CandlePatternCode.BULLISH_HARAMI);
continue;
}
if (close[i - 1] > open[i - 1] && open[i] > close[i] && open[i] >= close[i - 1] && open[i - 1] >= close[i] && open[i] - close[i] > close[i - 1] - open[i - 1])
{
result.Add(CandlePatternCode.BEARISH_ENGULFING);
continue;
}
if (open[i - 1] > close[i - 1] && close[i] > open[i] && close[i] >= open[i - 1] && close[i - 1] >= open[i] && close[i] - open[i] > open[i - 1] - close[i - 1])
{
result.Add(CandlePatternCode.BULLISH_ENGULFING);
continue;
}
if (open[i - 1] > close[i - 1] && open[i] >= open[i - 1] && close[i] > open[i])
{
result.Add(CandlePatternCode.BULLISH_KICKER);
continue;
}
if (open[i - 1] < close[i - 1] && open[i] <= open[i - 1] && close[i] <= open[i])
{
result.Add(CandlePatternCode.BEARISH_KICKER);
continue;
}
if (close[i - 1] > open[i - 1] && (close[i - 1] + open[i - 1]) / 2 > close[i] && open[i] > close[i] && open[i] > close[i - 1] && close[i] > open[i - 1] && (open[i] - close[i]) / (.001m + (high[i] - low[i])) > 0.6m)
{
result.Add(CandlePatternCode.BEARISH_DARK_CLOUD_COVER);
continue;
}
// These patterns require at least 3 data points
if (i > 1)
{
if (close[i - 2] < open[i - 2] && Math.Max(open[i - 1], close[i - 1]) < close[i - 2] && open[i] > Math.Max(open[i - 1], close[i - 1]) && close[i] > open[i])
{
result.Add(CandlePatternCode.BULLISH_MORNING_STAR);
continue;
}
if (close[i - 2] > open[i - 2] && Math.Min(open[i - 1], close[i - 1]) > close[i - 2] && open[i] < Math.Min(open[i - 1], close[i - 1]) && close[i] < open[i])
{
result.Add(CandlePatternCode.BEARISH_EVENING_STAR);
continue;
}
if (high[i] - low[i] > 4 * (open[i] - close[i]) && (close[i] - low[i]) / (.001m + high[i] - low[i]) >= 0.75m && (open[i] - low[i]) / (.001m + high[i] - low[i]) >= 0.75m && high[i - 1] < open[i] && high[i - 2] < open[i])
{
result.Add(CandlePatternCode.BEARISH_HANGING_MAN);
continue;
}
}
if (i > 9)
{
decimal upper = high.Skip(i - 10).Take(10).OrderByDescending(x => x).ToList()[1];
if (close[i - 1] < open[i - 1] && open[i] < low[i - 1] && close[i] > close[i - 1] + (open[i - 1] - close[i - 1]) / 2 && close[i] < open[i - 1])
{
result.Add(CandlePatternCode.PIERCING_LINE);
continue;
}
decimal lower = high.Skip(i - 10).Take(10).OrderBy(x => x).ToList()[1];
if (low[i] == open[i] && open[i] < lower && open[i] < close[i] && close[i] > (high[i - 1] - low[i - 1]) / 2 + low[i - 1])
{
result.Add(CandlePatternCode.BULLISH_BELT);
continue;
}
}
}
result.Add(null);
}
return(result);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
try
{
IchimokuOptions config = options != null ? (IchimokuOptions)options.Options : new IchimokuOptions(20, 60, 120, 30);
List <decimal> highs = source.Select(x => x.High).ToList();
List <decimal> lows = source.Select(x => x.Low).ToList();
List <decimal> closes = source.Select(x => x.Close).ToList();
var ichi = new IchimokuItem
{
TenkanSen = Donchian(source, config.ConversionLinePeriod, highs, lows),
KijunSen = Donchian(source, config.BaseLinePeriod, highs, lows),
SenkouSpanB = Donchian(source, config.LaggingSpanPeriods, highs, lows),
SenkouSpanA = new List <decimal?>()
};
// SenkouSpanA is calculated...
for (int i = 0; i < ichi.TenkanSen.Count; i++)
{
if (ichi.TenkanSen[i].HasValue && ichi.KijunSen[i].HasValue)
{
ichi.SenkouSpanA.Add((ichi.TenkanSen[i].Value + ichi.KijunSen[i].Value) / 2);
}
else
{
ichi.SenkouSpanA.Add(null);
}
}
// Add the displacement for the cloud
for (int i = 0; i < config.Displacement; i++)
{
ichi.SenkouSpanA.Insert(0, null);
ichi.SenkouSpanB.Insert(0, null);
}
// Add the ChikouSpan
ichi.ChikouSpan = new List <decimal?>();
// Add the displacement for the lagging span
var displacedCloses = closes.Skip(config.Displacement).ToList();
for (int i = 0; i < closes.Count; i++)
{
if (i < closes.Count - config.Displacement)
{
ichi.ChikouSpan.Add(displacedCloses[i]);
}
else
{
ichi.ChikouSpan.Add(null);
}
}
return(ichi);
}
catch (Exception ex)
{
throw new Exception("Could not calculate ichimoku cloud");
}
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
PivotLowOptions config = options != null ? (PivotLowOptions)options.Options : new PivotLowOptions(4, 2, false);
List <decimal?> result = new List <decimal?>();
for (int i = 0; i < source.Count(); i++)
{
if (i < config.BarsLeft + config.BarsRight)
{
result.Add(null);
continue;
}
bool isPivot = true;
List <ICandle> subSet = source.Skip(i - config.BarsLeft - config.BarsRight).Take(config.BarsLeft + config.BarsRight + 1).ToList();
ICandle valueToCheck = subSet[config.BarsLeft];
// Check if the [barsLeft] bars left of what we're checking all have lower highs or equal
for (int leftPivot = 0; leftPivot < config.BarsLeft; leftPivot++)
{
if (subSet[leftPivot].Low < valueToCheck.Low)
{
isPivot = false;
break;
}
}
// If it's still a pivot by this point, carry on checking the right side...
if (isPivot)
{
// If the [barsRight] right side all have lower highs, it's a pivot!
for (int rightPivot = config.BarsLeft + 1; rightPivot < subSet.Count; rightPivot++)
{
if (subSet[rightPivot].Low <= valueToCheck.Low)
{
isPivot = false;
break;
}
}
// If it's a pivot
if (isPivot)
{
result.Add(valueToCheck.Low);
}
else
{
result.Add(null);
}
}
else
{
result.Add(null);
}
}
if (config.FillNullValues)
{
return(FillPivotNulls(result));
}
return(result);
}
