public bool BuyPolicy(StockEntity currentStockEntity, StockEntity lastBoughtStockEntity, StockEntity lastSoldStockEntity, List<StockEntity> sortedAllStockEntities)
{
if (currentStockEntity.Close == 0)
{
return false;
}
bool biasBuyDecesion = false;
if (currentStockEntity.GetMA(20) == 0)
{
biasBuyDecesion = true;
}
else
{
double bias = (currentStockEntity.GetMA(5) - currentStockEntity.GetMA(20)) / currentStockEntity.GetMA(5);
if (bias <= tooStrongTheashold && bias >= balenceThreshold)
{
biasBuyDecesion = true;
}
else if (bias < tooWeakThreshold)
{
biasBuyDecesion = true;
}
}
return biasBuyDecesion;
}
public bool SellPolicy(StockEntity currentStockEntity, StockEntity lastBoughtStockEntity, StockEntity lastSoldStockEntity, List<StockEntity> sortedAllStockEntities)
{
if (currentStockEntity.Close == 0)
{
return false;
}
bool biasSellDecesion = false;
if (currentStockEntity.GetMA(20) != 0)
{
double bias = (currentStockEntity.GetMA(5) - currentStockEntity.GetMA(20)) / currentStockEntity.GetMA(5);
if (bias > tooStrongTheashold)
{
biasSellDecesion = true;
int index = sortedAllStockEntities.FindIndex(entity => entity.RowKey == currentStockEntity.RowKey);
if (index > 1)
{
var lastStockEntity = sortedAllStockEntities[index - 1];
if ((currentStockEntity.Close - lastStockEntity.Close) / lastStockEntity.Close > 0.05)
{
Console.WriteLine("Stock is too strong, ignore sell decesion.");
biasSellDecesion = false;
}
}
}
else if (bias < balenceThreshold && bias >= tooWeakThreshold)
{
biasSellDecesion = true;
}
}
return biasSellDecesion;
}
public static bool PriceBelowLast5IfCloseToMA5(StockEntity stockEntity, List<StockEntity> sortedStockEntities, double deltaForPrice, double deltaForMA5)
{
if (stockEntity.Close < stockEntity.GetMA(5) * (1 + deltaForMA5))
{
int index = sortedStockEntities.IndexOf(stockEntity);
double lastMinPrice = double.MaxValue;
for (int i = Math.Max(0, index - 5); i < index; i++)
{
if (sortedStockEntities[i].Close <= lastMinPrice) lastMinPrice = sortedStockEntities[i].Close;
}
if (stockEntity.Close < lastMinPrice * (1 - deltaForPrice))
{
return true;
}
}
else
{
return false;
}
return false;
}
public static bool PriceAboveMA20(StockEntity stockEntity, double delta)
{
return stockEntity.Close > stockEntity.GetMA(20) * (1 + delta);
}
public static bool MA5AboveMA20(StockEntity stockEntity, double delta)
{
return stockEntity.GetMA(5) > stockEntity.GetMA(20) * (1 + delta);
}
public static bool PriceBelowMA20(StockEntity stockEntity, double delta)
{
return stockEntity.Close < stockEntity.GetMA(20) * (1 - delta);
}
private StockEntity SellStock(StockEntity stockEntity, ref double money, ref double quantity)
{
Console.WriteLine("{0}: Sell at price {1}, MA5: {2}, MA20: {3}, Vol: {4}", stockEntity.Date.ToString("yyyy-MM-dd"), stockEntity.Close, stockEntity.GetMA(5), stockEntity.GetMA(20), stockEntity.Volume);
money = quantity * stockEntity.Close;
quantity = -1;
return stockEntity;
}