public bool BearishScan(Symbol symbol, IEnumerable <Candle> candles)
{
//Bearish Strategy
var fiveEma = candles.Ema(5)[candles.Count() - 1];
var twentyEma = candles.Ema(20)[candles.Count() - 1];
var twentySma = candles.Sma(20)[candles.Count() - 1];
var macdHist = candles.MacdHist(12, 26, 9)[candles.Count() - 1];
var indexedCandle = new IndexedCandle(candles, candles.Count() - 1);
var macdBearOsc = indexedCandle.IsMacdOscBearish(12, 26, 9);
if (fiveEma.Tick.Value < twentyEma.Tick.Value && fiveEma.Tick.Value < twentySma.Tick.Value && (macdHist.Tick.Value >= _MinNegativeMacdMHist && macdHist.Tick.Value <= _MaxNegativeMacdHist) && macdBearOsc)
{
var currentCandle = candles.LastOrDefault();
//EMA and MACD Satisfied
_zeropdhaService.PlaceOrder(new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
InstrumentToken = symbol.InstrumentToken,
TransactionType = Constants.TRANSACTION_TYPE_SELL,
Quantity = _MinQuantity,
OrderType = Constants.ORDER_TYPE_MARKET,
Product = Constants.PRODUCT_MIS,
Variety = Constants.VARIETY_CO,
Validity = Constants.VALIDITY_DAY,
TriggerPrice = Convert.ToInt32(((currentCandle.Close + (currentCandle.Close * Convert.ToDecimal(_RiskPercentage))) / symbol.TickSize)) * symbol.TickSize
});
return(true);
}
return(false);
}
public bool BearishScan(Symbol symbol, IEnumerable <Candle> candles)
{
//Bearish Strategy
var fiveEma = candles.Ema(5)[candles.Count() - 1];
var twentyEma = candles.Ema(20)[candles.Count() - 1];
var twentySma = candles.Sma(20)[candles.Count() - 1];
if (fiveEma.Tick.Value < twentyEma.Tick.Value && fiveEma.Tick.Value < twentySma.Tick.Value)
{
//EMA Satisfied
for (var bar = 1; bar <= _MacdBackscanNoOfCandles; bar++)
{
var indexedCandle = new IndexedCandle(candles, candles.Count() - bar);
var macdResult = indexedCandle.IsMacdBearishCross(12, 26, 9);
if (macdResult)
{
//if macd is crossover in last 5 candles then place order
_zeropdhaService.PlaceOrder(new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
InstrumentToken = symbol.InstrumentToken,
TransactionType = Constants.TRANSACTION_TYPE_SELL,
Quantity = _MinQuantity,
OrderType = Constants.ORDER_TYPE_MARKET,
Product = Constants.PRODUCT_MIS,
Variety = Constants.VARIETY_CO,
Validity = Constants.VALIDITY_DAY,
TriggerPrice = candles.LastOrDefault().High + (candles.LastOrDefault().High *Convert.ToDecimal(_RiskPercentage))
});
return(true);
}
}
}
return(false);
}
public BrokerOrderModel Scan(Symbol symbol, IEnumerable <Candle> candles, bool isPlaceOrder = true)
{
BrokerOrderModel brokerOrderModel = null;
try
{
var currentCandle = new IndexedCandle(candles, candles.Count() - 1);
var rsi = candles.Rsi(9)[candles.Count() - 1];
var buySellRiseValue = currentCandle.Close * Convert.ToDecimal(_BuySellOnRisePercentage);
var riskValue = currentCandle.Close * Convert.ToDecimal(_RiskPercentage);
var rewardValue = (currentCandle.Close * Convert.ToDecimal(_RewardPercentage));
if (currentCandle.Prev.IsEmaBullishCross(_EmaShortPeriod, _EmaLongPeriod) &&
currentCandle.IsBullishExt() && currentCandle.Prev.IsBullishExt()
//&& currentCandle.Prev.Close <= currentCandle.Open
//&& currentCandle.Prev.GetBody() < currentCandle.GetBody()
&& rsi.Tick > 50)
{
brokerOrderModel = new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
TickSize = symbol.TickSize,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
TransactionType = Constants.TRANSACTION_TYPE_BUY,
Quantity = Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) > 0 ? Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) : 1,
//Price = currentCandle.Close - buySellRiseValue,
Price = currentCandle.Close,
Product = Constants.PRODUCT_MIS,
OrderType = Constants.ORDER_TYPE_LIMIT,
Validity = Constants.VALIDITY_DAY,
Variety = Constants.VARIETY_BO,
//TriggerPrice = (currentCandle.Close - (riskValue + buySellRiseValue)),
TriggerPrice = currentCandle.Close - (riskValue),
SquareOffValue = rewardValue,
StoplossValue = riskValue,
TrailingStoploss = (riskValue) < 1 ? 1 : (riskValue)
};
if (isPlaceOrder)
{
_zeropdhaService.PlaceOrder(brokerOrderModel);
}
//Log Candle
ApplicationLogger.LogJob(_jobId,
GlobalConfigurations.IndianTime + " Buying Current Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 1)) + Environment.NewLine +
GlobalConfigurations.IndianTime + " Buying Previous Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 2)));
}
else if (currentCandle.Prev.IsEmaBearishCross(_EmaShortPeriod, _EmaLongPeriod) &&
currentCandle.IsBearishExt() && currentCandle.Prev.IsBearishExt()
//&& currentCandle.Prev.Close >= currentCandle.Open
//&& currentCandle.Prev.GetBody() < currentCandle.GetBody()
&& rsi.Tick < 50)
{
brokerOrderModel = new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
TickSize = symbol.TickSize,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
TransactionType = Constants.TRANSACTION_TYPE_SELL,
Quantity = Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) > 0 ? Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) : 1,
//Price = currentCandle.Close + buySellRiseValue,
Price = currentCandle.Close,
Product = Constants.PRODUCT_MIS,
OrderType = Constants.ORDER_TYPE_LIMIT,
Validity = Constants.VALIDITY_DAY,
Variety = Constants.VARIETY_BO,
//TriggerPrice = (currentCandle.Close + (riskValue + buySellRiseValue)),
TriggerPrice = (currentCandle.Close + (riskValue)),
SquareOffValue = rewardValue,
StoplossValue = riskValue,
TrailingStoploss = (riskValue) < 1 ? 1 : (riskValue)
};
if (isPlaceOrder)
{
_zeropdhaService.PlaceOrder(brokerOrderModel);
}
//Log Candle
ApplicationLogger.LogJob(_jobId,
GlobalConfigurations.IndianTime + " Selling Current Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 1)) + Environment.NewLine +
GlobalConfigurations.IndianTime + " Selling Previous Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 2)));
}
}
catch (Exception ex) { }
return(brokerOrderModel);
}