public Operation GetOperationDetail(double[] arrayPriceOpen, double[] arrayPriceClose, double[] arrayPriceLow, double[] arrayPriceHigh, double[] arrayVolume)
{
try
{
int atr1 = 0;
int atr2 = 0;
double[] atr3 = new double[arrayPriceClose.Length];
TicTacTec.TA.Library.Core.Atr(0, arrayPriceClose.Length - 1, arrayPriceHigh, arrayPriceLow, arrayPriceClose, 14, out atr1, out atr2, atr3);
double atrVal = atr3[atr2 - 1];
IndicatorMACD macd = new IndicatorMACD();
Operation operationMACD = macd.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorCCI cci = new IndicatorCCI();
Operation operationCCI = cci.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorRSI rsi = new IndicatorRSI();
Operation operationRSI = rsi.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
//TicTacTec.TA.Library.Core.Atr();
MainClass.log("CCI: " + cci.result);
MainClass.log("CCI Tendency: " + cci.getTendency());
MainClass.log("RSI: " + rsi.result);
MainClass.log("RSI Tendency: " + rsi.getTendency());
MainClass.log("MACD: " + macd.result);
if (MainClass.carolatr)
{
MainClass.log("ATR: " + atrVal);
}
if (cci.result > 0 && operationMACD == Operation.buy && rsi.result > 50 && cci.getTendency() == Tendency.high && rsi.getTendency() == Tendency.high && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.buy)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] > arrayresultMA[outNbElement - 1])
{
return(Operation.buy);
}
}
if (cci.result < 0 && operationMACD == Operation.sell && rsi.result < 50 && cci.getTendency() == Tendency.low && rsi.getTendency() == Tendency.low && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.sell)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] < arrayresultMA[outNbElement - 1])
{
return(Operation.sell);
}
}
return(Operation.nothing);
}
catch
{
return(Operation.nothing);
}
}
public Operation GetOperationDetail(double[] arrayPriceOpen, double[] arrayPriceClose, double[] arrayPriceLow, double[] arrayPriceHigh, double[] arrayVolume)
{
try
{
IndicatorMACD macd = new IndicatorMACD();
Operation operationMACD = macd.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorCCI cci = new IndicatorCCI();
Operation operationCCI = cci.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorRSI rsi = new IndicatorRSI();
Operation operationRSI = rsi.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
MainClass.log("CCI " + cci.result);
MainClass.log("RSI " + rsi.result);
if (cci.result > 0 && operationMACD == Operation.buy && rsi.result > 50 && cci.getTendency() == Tendency.high && rsi.getTendency() == Tendency.high)
//if (operationMACD == Operation.buy)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] > arrayresultMA[outNbElement - 1])
{
return(Operation.buy);
}
}
if (cci.result < 0 && operationMACD == Operation.sell && rsi.result < 50 && cci.getTendency() == Tendency.low && rsi.getTendency() == Tendency.low)
//if (operationMACD == Operation.sell)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] < arrayresultMA[outNbElement - 1])
{
return(Operation.sell);
}
}
return(Operation.nothing);
}
catch
{
return(Operation.nothing);
}
}
public static void run()
{
MainClass.arrayPriceClose = new double[sizeArrayCandles];
MainClass.arrayPriceHigh = new double[sizeArrayCandles];
MainClass.arrayPriceLow = new double[sizeArrayCandles];
MainClass.arrayPriceVolume = new double[sizeArrayCandles];
MainClass.arrayPriceOpen = new double[sizeArrayCandles];
MainClass.arrayDate = new DateTime[sizeArrayCandles];
List <BitMEX.Candle> lstCandle = MainClass.bitMEXApi.GetCandleHistory(symbol, sizeArrayCandles, size);
int i = 0;
foreach (var candle in lstCandle)
{
MainClass.arrayPriceClose[i] = (double)candle.close;
MainClass.arrayPriceHigh[i] = (double)candle.high;
MainClass.arrayPriceLow[i] = (double)candle.low;
MainClass.arrayPriceVolume[i] = (double)candle.volume;
MainClass.arrayPriceOpen[i] = (double)candle.open;
MainClass.arrayDate[i] = (DateTime)candle.TimeStamp;
i++;
}
Array.Reverse(MainClass.arrayPriceClose);
Array.Reverse(MainClass.arrayPriceHigh);
Array.Reverse(MainClass.arrayPriceLow);
Array.Reverse(MainClass.arrayPriceVolume);
Array.Reverse(MainClass.arrayPriceOpen);
Array.Reverse(MainClass.arrayDate);
for (i = 10; i < sizeArrayCandles; i++)
{
IndicatorSAR sar = new IndicatorSAR();
IndicatorCCI cci = new IndicatorCCI();
Operation result = sar.GetOperation(SubArray(MainClass.arrayPriceOpen, 0, i), SubArray(MainClass.arrayPriceClose, 0, i), SubArray(MainClass.arrayPriceLow, 0, i), SubArray(MainClass.arrayPriceHigh, 0, i), SubArray(MainClass.arrayPriceVolume, 0, i));
Operation resultCCI = cci.GetOperation(SubArray(MainClass.arrayPriceOpen, 0, i), SubArray(MainClass.arrayPriceClose, 0, i), SubArray(MainClass.arrayPriceLow, 0, i), SubArray(MainClass.arrayPriceHigh, 0, i), SubArray(MainClass.arrayPriceVolume, 0, i));
MainClass.log(MainClass.arrayDate[i].ToString() + " - " + MainClass.arrayPriceClose[i].ToString() + " - " + result.ToString());
MainClass.log("CCI - " + cci.result);
if (result == Operation.buy)
{
//MainClass.log("Buy");
//MainClass.log("Open " + MainClass.arrayPriceOpen[i].ToString());
//MainClass.log("Close " + MainClass.arrayPriceClose[i].ToString());
//MainClass.log("Low " + MainClass.arrayPriceLow[i].ToString());
//MainClass.log("High " + MainClass.arrayPriceHigh[i].ToString());
//MainClass.log("Volume " + MainClass.arrayPriceVolume[i].ToString());
}
else if (result == Operation.sell)
{
//MainClass.log("Sell");
//MainClass.log("Open " + MainClass.arrayPriceOpen[i].ToString());
//MainClass.log("Close " + MainClass.arrayPriceClose[i].ToString());
//MainClass.log("Low " + MainClass.arrayPriceLow[i].ToString());
//MainClass.log("High " + MainClass.arrayPriceHigh[i].ToString());
//MainClass.log("Volume " + MainClass.arrayPriceVolume[i].ToString());
}
else if (result == Operation.nothing)
{
}
}
}