private void CalculateRSI(RSISignal trade)
{
var rs = (double)(trade.AverageGain / trade.AverageLoss);
trade.RS = Math.Round(rs, 2);
trade.RSI = trade.AverageLoss == 0 ? 100 : Math.Round(100 - (100 / (1 + rs)), 2);
}
private void CalculateStochRSI(RSISignal trade)
{
var last14 = this.Values.TakeLast(14);
double highestRSI = (from x in last14 select x.RSI).Max();
double lowestRSI = (from x in last14 select x.RSI).Min();
trade.StochRSI = Math.Round((trade.RSI - lowestRSI) / (highestRSI - lowestRSI), 2);
}
private static void tickerHndl_RSI_IndicatorReady(object sender, RSISignal e)
{
Console.ForegroundColor = ConsoleColor.Gray;
if (!e.UpTrend && (e.RSI <= 70))
{
//bearishing
Console.ForegroundColor = ConsoleColor.Red;
}
if (e.UpTrend && (e.RSI >= 30))
{
//bullishing
Console.ForegroundColor = ConsoleColor.Green;
}
Console.WriteLine($"{e.CloseDate.ToString("HH:mm:ss")} Last Trade: {e.ClosePrice} - RSI: {e.RSI} - Stochastich RSI: {e.StochRSI}");
}
public void Add(DateTime TradeDate, decimal Price)
{
try
{
var trade = new RSISignal()
{
CloseDate = TradeDate, ClosePrice = Price
};
if (this.Values.Count > 0)
{
trade.Change = trade.ClosePrice - this.Values[this.Values.Count - 1].ClosePrice;
if (trade.Change > 0)
{
trade.Gain = trade.Change;
trade.Loss = 0;
}
else
{
trade.Gain = 0;
trade.Loss = -trade.Change;
}
}
if (this.Values.Count == 14)
{
decimal averageGain = 0;
decimal averageLoss = 0;
this.Values.ForEach(i => averageGain += i.Gain);
trade.AverageGain = averageGain / 14;
this.Values.ForEach(i => averageLoss += i.Loss);
trade.AverageLoss = averageLoss / 14;
CalculateRSI(trade);
}
else if (this.Values.Count > 14)
{
trade.AverageGain = ((this.Values[this.Values.Count - 1].AverageGain * 13) + trade.Gain) / 14;
trade.AverageLoss = ((this.Values[this.Values.Count - 1].AverageLoss * 13) + trade.Loss) / 14;
CalculateRSI(trade);
//calc trend based on the inclination
double y1, y2;
double x1, x2;
x2 = this.Values.Count;
x1 = x2 - 14;
y2 = this.Values[this.Values.Count - 1].RSI;
y1 = this.Values[this.Values.Count - 15].RSI;
trade.Inclination = (y2 - y1) / (x2 - x1);
trade.UpTrend = trade.Inclination > 0;
}
Values.Add(trade);
if (this.Values.Count > 27)
{
CalculateStochRSI(Values.Last());
//calc trend based on the inclination
double y1, y2;
double x1, x2;
x2 = this.Values.Count;
x1 = x2 - 14;
y2 = this.Values[this.Values.Count - 1].StochRSI;
y1 = this.Values[this.Values.Count - 15].StochRSI;
trade.Inclination = (y2 - y1) / (x2 - x1);
trade.UpTrendSRSI = trade.Inclination > 0;
}
if (this.Values.Count > 14)
{
IndicatorReady?.Invoke(this, trade);
}
}
catch (Exception ex)
{
if (this.OnError != null)
{
OnError(this, ex.Message);
}
}
}
private void _trades_IndicatorReady(object sender, RSISignal e)
{
RSIReady(this, e);
}
