public DescriptiveStatisticsDataPoints Calculate(SecurityPrice price)
{
if (price != null)
{
if (price.Index > Period)
{
var previousPeriods = price.GetPreviousPrices((int)Period);
if (previousPeriods != null)
{
var stats = new DescriptiveStatisticsDataPoints(previousPeriods.Select(p => p.Price));
return(stats);
}
else
{
return(null);
}
}
else
{
return(null);
}
}
else
{
return(null);
}
}
public override bool Identify(SecurityPrice price)
{
if (price != null && price.Index > 15)
{
IStatisticsCalculator calc = new StatisticCalculator(15);
var dataPoints = calc.Calculate(price);
// Console.WriteLine(dataPoints.SU);
if (price.Price < dataPoints.Mean - Math.Abs(dataPoints.StandardDeviation) && dataPoints.SU < _suThreshold)
{
return(true);
}
else
{
return(false);
}
}
else
{
return(false);
}
}
public abstract bool Identify(SecurityPrice price);
public override bool Identify(SecurityPrice price)
{
if (price.Index > MeanValue == false)
{
return(false);
}
IStatisticsCalculator calc = new StatisticCalculator(MeanValue);
var calculation = calc.Calculate(price);
var currentSU = calculation.SU;
var currentStdev = calculation.StandardDeviation;
var currentMean = calculation.Mean;
var currentPrice = price.Price;
CurrentMean = currentMean;
CurrentStDev = currentStdev;
CurrentSU = currentSU;
double bottomBand = 0;
double upperBand = 0;
//if (currentSU < 0)
//{
bottomBand = currentMean - Math.Abs(currentStdev);
CurrentLowerBand = bottomBand;
//}
//else if (currentSU > 0)
//{
upperBand = currentMean + Math.Abs(currentStdev);
CurrentUpperBand = upperBand;
//}
if (PriceLocation == PriceLocationOnChart.PriceIsBelowLowerBand)
{
if (currentSU >= (LowerStandardUnitLimit) * -1)
{
return(false);
}
}
if (PriceLocation == PriceLocationOnChart.PriceIsAboveUpperBand)
{
if (currentSU <= UpperStandardUnitLimit)
{
return(false);
}
}
if (PriceLocation == PriceLocationOnChart.PriceIsBelowLowerBand)
{
if (currentPrice < bottomBand)
{
return(true);
}
else
{
return(false);
}
}
if (PriceLocation == PriceLocationOnChart.PriceIsAboveUpperBand)
{
if (currentPrice > upperBand)
{
return(true);
}
else
{
return(false);
}
}
else if (PriceLocation == PriceLocationOnChart.PriceIsBetweenLowerAndUpperBands)
{
if (currentPrice < upperBand && currentPrice > bottomBand)
{
return(true);
}
else
{
return(false);
}
}
return(false);
}