Example #1
0
 static void Main(string[] args)
 {
     string[] str;
     for (int i = 2; i <= 5; i++)
     {
         using (StreamReader stream = File.OpenText(@"EUR_USD_Week" + i + ".csv"))
         {
             try
             {
                 Analytics.ExponentialMovingAverage ema = new Analytics.ExponentialMovingAverage(new Analytics.Period()
                 {
                     Unit = 30, UnitType = Analytics.UnitType.Count
                 });
                 Analytics.SimpleMovingAverage sma = new Analytics.SimpleMovingAverage(new Analytics.Period()
                 {
                     Unit = 30, UnitType = Analytics.UnitType.Count
                 });
                 Analytics.MovingAverageConvergenceDivergence macd = new Analytics.MovingAverageConvergenceDivergence(new Analytics.Period()
                 {
                     Unit = 120, UnitType = Analytics.UnitType.Count
                 }
                                                                                                                      , new Analytics.Period()
                 {
                     Unit = 260, UnitType = Analytics.UnitType.Count
                 }
                                                                                                                      , new Analytics.Period()
                 {
                     Unit = 90, UnitType = Analytics.UnitType.Count
                 });
                 stream.ReadLine();
                 do
                 {
                     str = stream.ReadLine().Split(",".ToCharArray());
                     Model.Rate rate = new Model.Rate();
                     rate.CurrencyPair = str[2];
                     rate.RateDateTime = DateTime.Parse(str[3]);
                     rate.Bid          = decimal.Parse(str[4]);
                     rate.Ask          = decimal.Parse(str[5]);
                     //Console.WriteLine(stream.ReadLine());
                     //Repository.Rate.SaveRate(rate);
                     ema.Add(rate);
                     sma.Add(rate);
                     macd.Add(rate);
                     Console.Write("Bid: {0:0.0000} \tMACD: {1:0.0000} \n", rate.Bid, macd.Bid);
                 } while (!stream.EndOfStream);
             }
             catch (Exception ex)
             { Console.WriteLine(ex.ToString()); }
             stream.Close();
         }
     }
     Console.WriteLine("Done!");
     Console.ReadKey();
 }
 public MovingAverageConvergenceDivergence(Period macdLinePeriod1, Period macdLinePeriod2, Period signalLinePeriod)
 {
     _ema1   = new ExponentialMovingAverage(macdLinePeriod1);
     _ema2   = new ExponentialMovingAverage(macdLinePeriod2);
     _signal = new ExponentialMovingAverage(signalLinePeriod);
 }