private static void CalcIchimokuKijunSen <TQuote>(
int index, List <TQuote> historyList, IchimokuResult result, int shortSpanPeriod) where TQuote : IQuote
{
if (index >= shortSpanPeriod)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = index - shortSpanPeriod; p < index; p++)
{
TQuote d = historyList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.KijunSen = (min + max) / 2;
}
}
private static void CalcIchimokuTenkanSen(
int index, List <Quote> historyList, IchimokuResult result, int signalPeriod)
{
if (index >= signalPeriod)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = index - signalPeriod; p < index; p++)
{
Quote d = historyList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.TenkanSen = (min + max) / 2;
}
}
private static void CalcIchimokuSenkouB(
int index, List <Quote> historyList, IchimokuResult result, int shortSpanPeriod, int longSpanPeriod)
{
if (index >= shortSpanPeriod + longSpanPeriod)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = index - shortSpanPeriod - longSpanPeriod;
p < index - shortSpanPeriod; p++)
{
Quote d = historyList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.SenkouSpanB = (min + max) / 2;
}
}
private static void CalcIchimokuKijunSen(
List <Quote> historyList,
IchimokuResult result,
Quote h, int shortSpanPeriod)
{
if (h.Index >= shortSpanPeriod)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = (int)h.Index - shortSpanPeriod; p < h.Index; p++)
{
Quote d = historyList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.KijunSen = (min + max) / 2;
}
}
// ICHIMOKU CLOUD
public static IEnumerable <IchimokuResult> GetIchimoku <TQuote>(
IEnumerable <TQuote> history,
int signalPeriod = 9,
int shortSpanPeriod = 26,
int longSpanPeriod = 52)
where TQuote : IQuote
{
// clean quotes
List <TQuote> historyList = history.Sort();
// check parameters
ValidateIchimoku(history, signalPeriod, shortSpanPeriod, longSpanPeriod);
// initialize
List <IchimokuResult> results = new List <IchimokuResult>(historyList.Count);
// roll through history
for (int i = 0; i < historyList.Count; i++)
{
TQuote h = historyList[i];
int index = i + 1;
IchimokuResult result = new IchimokuResult
{
Date = h.Date
};
// tenkan-sen conversion line
CalcIchimokuTenkanSen(index, historyList, result, signalPeriod);
// kijun-sen base line
CalcIchimokuKijunSen(index, historyList, result, shortSpanPeriod);
// senkou span A
if (index >= 2 * shortSpanPeriod)
{
IchimokuResult skq = results[index - shortSpanPeriod - 1];
if (skq != null && skq.TenkanSen != null && skq.KijunSen != null)
{
result.SenkouSpanA = (skq.TenkanSen + skq.KijunSen) / 2;
}
}
// senkou span B
CalcIchimokuSenkouB(index, historyList, result, shortSpanPeriod, longSpanPeriod);
// chikou line
if (index + shortSpanPeriod <= historyList.Count)
{
result.ChikouSpan = historyList[index + shortSpanPeriod - 1].Close;
}
results.Add(result);
}
return(results);
}
// ICHIMOKU CLOUD
public static IEnumerable <IchimokuResult> GetIchimoku(IEnumerable <Quote> history,
int signalPeriod = 9, int shortSpanPeriod = 26, int longSpanPeriod = 52)
{
// clean quotes
Cleaners.PrepareHistory(history);
// check parameters
ValidateIchimoku(history, signalPeriod, shortSpanPeriod, longSpanPeriod);
// initialize
List <Quote> historyList = history.ToList();
List <IchimokuResult> results = new List <IchimokuResult>();
// roll through history
for (int i = 0; i < historyList.Count; i++)
{
Quote h = historyList[i];
IchimokuResult result = new IchimokuResult
{
Index = (int)h.Index,
Date = h.Date
};
// tenkan-sen conversion line
if (h.Index >= signalPeriod)
{
List <Quote> tenkanPeriod = historyList
.Where(x => x.Index > (h.Index - signalPeriod) && x.Index <= h.Index)
.ToList();
decimal max = tenkanPeriod.Select(x => x.High).Max();
decimal min = tenkanPeriod.Select(x => x.Low).Min();
result.TenkanSen = (min + max) / 2;
}
// kijun-sen base line
if (h.Index >= shortSpanPeriod)
{
List <Quote> kijunPeriod = historyList
.Where(x => x.Index > (h.Index - shortSpanPeriod) && x.Index <= h.Index)
.ToList();
decimal max = kijunPeriod.Select(x => x.High).Max();
decimal min = kijunPeriod.Select(x => x.Low).Min();
result.KijunSen = (min + max) / 2;
}
// senkou span A
if (h.Index >= 2 * shortSpanPeriod)
{
IchimokuResult skq = results[(int)h.Index - shortSpanPeriod - 1];
if (skq != null && skq.TenkanSen != null && skq.KijunSen != null)
{
result.SenkouSpanA = (skq.TenkanSen + skq.KijunSen) / 2;
}
}
// senkou span B
if (h.Index >= shortSpanPeriod + longSpanPeriod)
{
List <Quote> senkauPeriod = historyList
.Where(x => x.Index > (h.Index - shortSpanPeriod - longSpanPeriod) &&
x.Index <= h.Index - shortSpanPeriod)
.ToList();
decimal max = senkauPeriod.Select(x => x.High).Max();
decimal min = senkauPeriod.Select(x => x.Low).Min();
result.SenkauSpanB = (min + max) / 2;
}
// chikou line
if (h.Index + shortSpanPeriod <= historyList.Count)
{
result.ChikouSpan = historyList[(int)h.Index + shortSpanPeriod - 1].Close;
}
results.Add(result);
}
return(results);
}
