protected virtual IndicatorContext CreateIndicatorContext(DateTime dateUnderAnalysis)
{
var context = new IndicatorContext();
context.DateUnderAnalysis = dateUnderAnalysis;
return(context);
}
public bool IsSatifiedBy(Stock stock)
{
if (Expression == null)
{
return false;
}
var indicators = Expression.Indicators == null ? new List<IIndicator>() : Expression.Indicators.ToList();
if (indicators.Count == 0)
{
return Expression.Evaluator.Evaluate().Equals(1);
}
var indicatorcontext = new IndicatorContext(stock.Id, CutoffTime);
indicators.ForEach(i => i.Context = indicatorcontext);
var param = indicators.Select(i => new ExpressionParam(i.Name, i.GetValue())).ToArray();
return Expression.Evaluator.Evaluate(param).Equals(1);
}
public IndicatorResult GetResult(IndicatorContext context)
{
try {
IPriceInstrument instrument = context.PriceInstrument; // Its pre-created for speed based on the "TicksBack" property field
int position = instrument.Close.Count() - (1 + context.Offset);
int outBegIdx, outNBElement;
double[] outMAMA = new double[position];
double[] outFAMA = new double[position];
double[] o = new double[position];
double[] c = new double[position];
double[] h = new double[position];
double[] l = new double[position];
double[] hl2 = new double[position];
double[] hlc3 = new double[position];
double[] ohlc4 = new double[position];
double[] priceSource = new double[position];
for (int i = 0; i < position; i++)
{
o[i] = instrument.Open[i];
c[i] = instrument.Close[i];
h[i] = instrument.High[i];
l[i] = instrument.Low[i];
hl2[i] = (instrument.High[i] + instrument.Low[i]) / 2;
hlc3[i] = (instrument.High[i] + instrument.Low[i] + instrument.Close[i]) / 3;
ohlc4[i] = (instrument.Open[i] + instrument.High[i] + instrument.Low[i] + instrument.Close[i]) / 4;
}
// priceSource = (double[])this.GetType().GetField(sourceConfig).GetValue(this);
// is not working. take this instead until i found a solution:
if (sourceConfig == "o")
{
priceSource = o;
}
else
if (sourceConfig == "c")
{
priceSource = c;
}
else
if (sourceConfig == "h")
{
priceSource = h;
}
else
if (sourceConfig == "l")
{
priceSource = l;
}
else
if (sourceConfig == "hl2")
{
priceSource = hl2;
}
else
if (sourceConfig == "hlc3")
{
priceSource = hlc3;
}
else
if (sourceConfig == "ohlc4")
{
priceSource = ohlc4;
}
var mamaReturnCode = Core.Mama(0, position - 1, priceSource, fastLimit, slowLimit, out outBegIdx, out outNBElement, outMAMA, outFAMA);
//context.Logger.LogToFile("outNBElement: " + outNBElement); //Log to file
if (mamaReturnCode == Core.RetCode.Success)
{
if (outNBElement == 0)
{
// Something went wrong
mama = instrument.Close[position - 1];
fama = instrument.Close[position - 1];
return(IndicatorResult.StayNoPosition);
}
else
{
mama = outMAMA[outNBElement - 1]; //Take current MAMA (last one of the valid values)
fama = outFAMA[outNBElement - 1]; //Take current FAMA (last one of the valid values)
//context.Logger.LogToFile("MAMA: " + mama + "\tFAMA:" + fama); //Log to file
//Determine indicator signal
if (mama > fama)
{
//context.Logger.LogToFile("Buying at " + instrument.Close + "\tMAMA: " + mama + "\tFAMA:" + fama); //Log to file
return(IndicatorResult.BuyLong);
}
else if (fama > mama)
{
//context.Logger.LogToFile("Selling at " + instrument.Close + "\tMAMA: " + mama + "\tFAMA:" + fama); //Log to file
return(IndicatorResult.SellShort);
}
else
{
return(IndicatorResult.StayNoPosition);
}
}
}
}
catch (Exception ex) // This try catch block is an highly recommend practice
{
context.Logger.LogToFile(string.Format("Exception detected: {0}", ex.Message));
}
return(IndicatorResult.StayNoPosition); // Default output
}
public IndicatorsController(IndicatorContext context)
{
_context = context;
}
