public SignalResult SellSignal(IList <DataSample> samples, DataSample sample, Position position)
{
var localMinimums = ExtremumArea.FindLocalMinimums(samples);
var localMaximums = ExtremumArea.FindLocalMaximums(samples);
localMinimums = ExtremumArea.FillMinimumsArea(localMinimums, localMaximums);
localMaximums = ExtremumArea.FillMaximumsArea(localMaximums, localMinimums);
// Проверяем, не сработал ли кастомный стоплосс с учетом максимального процента потерь
if (position != null)
{
var lastExtremumForPrice = ExtremumArea.GetLastExtremumForPriceBeforeSample(localMinimums, sample, position.OpenPrice, PositionDirection.Long);
if (lastExtremumForPrice != null)
{
var stopLossExtremumPrice = lastExtremumForPrice.CurrentExtremum.Candle.Close;
if (sample.Candle.Close < stopLossExtremumPrice - stopLossExtremumPrice * (MaxLoosePercentage / 100))
{
//Console.WriteLine($"##Sell Signal triggered because sample.Candle.Close({sample.Candle.Close}) < stopLossExtremumPrice({stopLossExtremumPrice}) - stopLossExtremumPrice({stopLossExtremumPrice}) * (MaxLoosePercentage({MaxLoosePercentage}) / 100)");
return(new SignalResult()
{
SignalTriggered = true,
ByStopLoss = true
});
}
}
}
var lastLocalMinimumPassed = false;
var lastLocalMaximumPassed = false;
var lastMaximumBeforeSample = ExtremumArea.GetLastMaximumBeforeAndWithSample(localMaximums, sample);
var lastMinimumBeforeSample = ExtremumArea.GetLastMinimumBeforeAndWithSample(localMinimums, sample);
if (lastMaximumBeforeSample != null && lastMinimumBeforeSample != null)
{
lastLocalMaximumPassed = lastMinimumBeforeSample.CurrentExtremum.Candle.Timestamp >
lastMaximumBeforeSample.CurrentExtremum.Candle.Timestamp;
//lastLocalMinimumPassed = sample.Candle.Close < lastMinimumBeforeSample.CurrentExtremum.Candle.Low;
lastLocalMinimumPassed = sample.Candle.Close < lastMinimumBeforeSample.CurrentExtremum.Candle.Low;
}
//if (lastLocalMaximumPassed && lastLocalMinimumPassed)
//Console.WriteLine($"##Sell Signal (stoploss) triggered for sample.Candle.Timestamp({sample.Candle.Timestamp}) because lastLocalMaximumPassed(minimum.Low is {lastMaximumBeforeSample.CurrentExtremum.Candle.High} maximum high is {lastMinimumBeforeSample.CurrentExtremum.Candle.Low}) and lastLocalMinimumPassed(sample.Candle.Close({sample.Candle.Close}) < lastMinimumBeforeSample.CurrentExtremum.Candle.Close({lastMinimumBeforeSample.CurrentExtremum.Candle.Close}))");
return(new SignalResult()
{
ByStopLoss = false,
SignalTriggered = lastLocalMaximumPassed && lastLocalMinimumPassed
});
}
public decimal GetStopLossPrice(IList <DataSample> samples, DataSample sample, Position position)
{
var maximums = ExtremumArea.FindLocalMaximums(samples);
var minimums = ExtremumArea.FindLocalMinimums(samples);
ExtremumArea lastExtremum;
decimal stopLossPrice = 0;
if (position.Direction == PositionDirection.Long)
{
lastExtremum = ExtremumArea.GetLastMinimumBeforeAndWithSample(minimums, sample);
stopLossPrice = lastExtremum.CurrentExtremum.Candle.Low - (position.OpenPrice - lastExtremum.CurrentExtremum.Candle.Low) * 10; //TODO убрать хардкод
}
else if (position.Direction == PositionDirection.Short)
{
lastExtremum = ExtremumArea.GetLastMaximumBeforeAndWithSample(maximums, sample);
stopLossPrice = lastExtremum.CurrentExtremum.Candle.High + (lastExtremum.CurrentExtremum.Candle.High - position.OpenPrice) * 10; //TODO убрать хардкод
}
return(stopLossPrice);
}