/* MACD */
private static MacdResult MACD(List <Candle> candles,
MovingAverageType fastMaType,
int fastPeriod,
MovingAverageType slowMaType,
int slowPeriod,
MovingAverageType signalMaType,
int signalPeriod,
IndicatorCalculationBase calculationBase = IndicatorCalculationBase.Close,
Func <decimal[], decimal[], decimal[], IndicatorSignal> signalLogic = null)
{
decimal[] input;
if (calculationBase == IndicatorCalculationBase.Close)
{
input = candles.Select(c => c.Close).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Open)
{
input = candles.Select(c => c.Open).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.High)
{
input = candles.Select(c => c.High).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Low)
{
input = candles.Select(c => c.Low).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Volume)
{
input = candles.Select(c => c.Volume).ToArray();
}
else
{
input = candles.Select(c => c.Close).ToArray();
}
return(MACD(input, fastMaType, fastPeriod, slowMaType, slowPeriod, signalMaType, signalPeriod, signalLogic));
}
/* MA */
private static MovingAverageResult MA(List <Candle> candles,
MovingAverageType maType,
int period,
IndicatorCalculationBase calculationBase = IndicatorCalculationBase.Close,
Func <decimal[], decimal[], IndicatorSignal> signalLogic = null)
{
decimal[] input;
if (calculationBase == IndicatorCalculationBase.Close)
{
input = candles.Select(c => c.Close).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Open)
{
input = candles.Select(c => c.Open).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.High)
{
input = candles.Select(c => c.High).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Low)
{
input = candles.Select(c => c.Low).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Volume)
{
input = candles.Select(c => c.Volume).ToArray();
}
else
{
input = candles.Select(c => c.Close).ToArray();
}
return(MA(input, maType, period, signalLogic));
}
/* B_BANDS */
private static BollingerBandsResult B_BANDS(List <Candle> candles,
int period,
double stdDevUp,
double stdDevDown,
MovingAverageType maType,
IndicatorCalculationBase calculationBase = IndicatorCalculationBase.Close,
Func <decimal[], decimal[], decimal[], decimal[], IndicatorSignal> signalLogic = null)
{
decimal[] input;
if (calculationBase == IndicatorCalculationBase.Close)
{
input = candles.Select(c => c.Close).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Open)
{
input = candles.Select(c => c.Open).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.High)
{
input = candles.Select(c => c.High).ToArray();
}
else if (calculationBase == IndicatorCalculationBase.Low)
{
input = candles.Select(c => c.Low).ToArray();
}
else
{
input = candles.Select(c => c.Close).ToArray();
}
return(B_BANDS(input, period, stdDevUp, stdDevDown, maType, signalLogic));
}
public static MovingAverageResult Wma(List <Candle> input, int period, IndicatorCalculationBase calculationBase, Func <decimal[], decimal[], IndicatorSignal> signalLogic)
{
return(Indicators.MA(input, MovingAverageType.Wma, period, calculationBase: calculationBase, signalLogic: signalLogic));
}
public static RsiResult Rsi(List <Candle> input, int period, IndicatorCalculationBase calculationBase)
{
return(RSI(input, period, calculationBase: calculationBase));
}
public static MovingAverageResult Wma(List <Candle> input, int period, IndicatorCalculationBase calculationBase)
{
return(Indicators.MA(input, MovingAverageType.Wma, period, calculationBase: calculationBase));
}
public static MacdResult Macd(List <Candle> input, int fastPeriod, int slowPeriod, int signalPeriod, IndicatorCalculationBase calculationBase, Func <decimal[], decimal[], decimal[], IndicatorSignal> signalLogic)
{
return(Indicators.MACD(input, MovingAverageType.Ema, fastPeriod, MovingAverageType.Ema, slowPeriod, MovingAverageType.Ema, signalPeriod, calculationBase: calculationBase, signalLogic: signalLogic));
}
public static MacdResult Macd(List <Candle> input, int fastPeriod, int slowPeriod, int signalPeriod, IndicatorCalculationBase calculationBase)
{
return(Indicators.MACD(input, MovingAverageType.Ema, fastPeriod, MovingAverageType.Ema, slowPeriod, MovingAverageType.Ema, signalPeriod, calculationBase: calculationBase));
}
public static MacdResult ExtendedMacd(List <Candle> input, MovingAverageType fastMaType, int fastPeriod, MovingAverageType slowMaType, int slowPeriod, MovingAverageType signalMaType, int signalPeriod, IndicatorCalculationBase calculationBase)
{
return(Indicators.MACD(input, fastMaType, fastPeriod, slowMaType, slowPeriod, signalMaType, signalPeriod, calculationBase: calculationBase));
}
public static BollingerBandsResult BollingerBands(List <Candle> input, int period, double standardDeviationUp, double standardDeviationDown, MovingAverageType maType, IndicatorCalculationBase calculationBase, Func <decimal[], decimal[], decimal[], decimal[], IndicatorSignal> signalLogic)
{
return(B_BANDS(input, period, standardDeviationUp, standardDeviationDown, maType, calculationBase: calculationBase, signalLogic: signalLogic));
}
public static BollingerBandsResult BollingerBands(List <Candle> input, int period, double standardDeviationUp, double standardDeviationDown, MovingAverageType maType, IndicatorCalculationBase calculationBase)
{
return(B_BANDS(input, period, standardDeviationUp, standardDeviationDown, maType, calculationBase: calculationBase));
}
