public Company[] Filter(Company[] companies)
{
List <Company> result = new List <Company>();
foreach (var company in companies)
{
if (direction > 0)
{
var donchian = DonchianChannell.High(period, company.Chart);
var last = company.Chart.Last().High;
var percentage = (donchian - last) / donchian;
if (last >= donchian || (percentage > 0 && percentage < this.percentage))
{
result.Add(company);
}
}
else
{
var donchian = DonchianChannell.Low(period, company.Chart);
var last = company.Chart.Last().Low;
var percentage = (last - donchian) / last;
if (last <= donchian || (percentage > 0 && percentage < this.percentage))
{
result.Add(company);
}
}
}
return(result.ToArray());
}
public void DonchianHighMiddleTest()
{
var candleList = new Candle[]
{
new Candle()
{
High = 1
},
new Candle()
{
High = 2
},
new Candle()
{
High = 1
},
new Candle()
{
High = 3
},
new Candle()
{
High = 1
},
new Candle()
{
High = 1
},
new Candle()
{
High = 1
}
};
var highValue = DonchianChannell.High(3, candleList, 2);
Assert.AreEqual(2, highValue);
}
public void DonchianLowMiddleTest()
{
var candleList = new Candle[]
{
new Candle()
{
Low = 2
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 1
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
}
};
var lowValue = DonchianChannell.Low(3, candleList, 2);
Assert.AreEqual(2, lowValue);
}
public void DonchianLowTest()
{
var candleList = new Candle[]
{
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 1
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
},
new Candle()
{
Low = 3
}
};
var lowValue = DonchianChannell.Low(5, candleList);
Assert.AreEqual(1, lowValue);
}
