public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> rsi = candles.Rsi(5);
StochItem fast = candles.StochFast();
BbandItem bb = candles.Bbands(20);
List <decimal?> adx = candles.Adx(14);
List <decimal?> plusDi = candles.PlusDi(14);
List <decimal?> minusDi = candles.MinusDi(14);
for (int i = 0; i < candles.Count(); i++)
{
if (rsi[i] < 22 && fast.K[i] < 25 && fast.D[i - 1] > fast.K[i - 1] && fast.D[i] - fast.K[i] < 0.3m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (rsi[i] > 70 && fast.K[i] > 50)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
StochItem stoch = candles.Stoch(10);
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
if (stoch.K[i] > 20 && stoch.K[i - 1] < 20 || stoch.D[i] > 20 && stoch.D[i - 1] < 20)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (stoch.K[i] < 80 && stoch.K[i - 1] > 80 || stoch.D[i] < 80 && stoch.D[i - 1] > 80)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> rsi = candles.Rsi(14);
BbandItem bbands = candles.Bbands(20);
StochItem stoch = candles.Stoch();
StochItem stochRsi = candles.StochRsi(fastKPeriod: 3);
List <decimal> close = candles.Close();
List <decimal> open = candles.Open();
for (int i = 0; i < candles.Count(); i++)
{
if (rsi[i] > 70 && stoch.K[i] > 80 && close[i] > open[i] && stochRsi.K[i] > 80 && stoch.K[i] >= stoch.D[i] && stochRsi.K[i] >= stochRsi.D[i] && close[i] > bbands.UpperBand[i] + (bbands.UpperBand[i] - bbands.MiddleBand[i]) * 0.05m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (rsi[i] < 30 && stoch.K[i] < 20 && close[i] < open[i] && stochRsi.K[i] < 20 && stoch.K[i] <= stoch.D[i] && stochRsi.K[i] <= stochRsi.D[i] && close[i] < bbands.LowerBand[i] - (bbands.MiddleBand[i] - bbands.LowerBand[i]) * 0.05m)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
MacdItem macd = candles.Macd(7, 12, 9);
StochItem stoch = candles.StochRsi(9, CandleVariableCode.CLOSE, 3, 3, TicTacTec.TA.Library.Core.MAType.Sma);
for (int i = 0; i < candles.Count(); i++)
{
if (macd.Macd[i] - macd.Signal[i] < 0 && stoch.K[i] > 70 && stoch.K[i] < stoch.D[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (macd.Macd[i] - macd.Signal[i] > 0 && stoch.K[i] < 30 && stoch.K[i] > stoch.D[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
StochItem stoch = candles.Stoch(13);
List <decimal?> adx = candles.Adx(14);
List <decimal?> bearBull = candles.BearBull();
for (int i = 0; i < candles.Count(); i++)
{
if (adx[i] > 50 && (stoch.K[i] > 90 || stoch.D[i] > 90) && bearBull[i] == -1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (adx[i] < 20 && (stoch.K[i] < 10 || stoch.D[i] < 10) && bearBull[i] == 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
StochItem stoch = candles.Stoch();
List <decimal?> sma200 = candles.Sma(200);
List <decimal> closes = candles.Select(x => x.Close).ToList();
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
if (sma200[i] < closes[i] &&
stoch.K[i - 1] <= stoch.D[i - 1] &&
stoch.K[i] > stoch.D[i] &&
stoch.D[i - 1] < 20 &&
stoch.K[i - 1] < 20)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (stoch.K[i - 1] <= stoch.D[i - 1] &&
stoch.K[i] > stoch.D[i] &&
stoch.D[i - 1] > 80 &&
stoch.K[i - 1] > 80)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
SmaStochRsiPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <SmaStochRsiPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal> price = candles.Select(x => x.Close).ToList();
StochItem stoch = candles.Stoch(preset?.Stoch ?? 8);
List <decimal?> sma = candles.Sma(preset?.Sma ?? 150);
List <decimal?> rsi = candles.Rsi(preset?.Rsi ?? 3);
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
if (price[i] > sma[i] && stoch.K[i] > 70 && rsi[i] < 20 && stoch.K[i] > stoch.D[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (price[i] < sma[i] && stoch.K[i] > 70 && rsi[i] > 80 && stoch.K[i] < stoch.D[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal?> sma = candles.Sma(100);
List <decimal> closes = candles.Close();
List <decimal?> adx = candles.Adx();
List <decimal?> tema = candles.Tema(4);
List <decimal?> mfi = candles.Mfi(14);
List <decimal?> cci = candles.Cci(5);
StochItem stoch = candles.StochFast();
List <decimal?> middleBands = candles.Bbands().MiddleBand;
List <decimal?> fishers = candles.Fisher();
for (int i = 0; i < candles.Count(); i++)
{
if (closes[i] < sma[i] && cci[i] < -100 && fishers[i] < 0 && adx[i] > 20 && mfi[i] < 30 && tema[i] <= middleBands[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (fishers[i] == 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
WvfExtendedPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <WvfExtendedPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
//List<ICandle> candles = candleItems.ToList();
List <decimal> close = candles.Select(x => x.Close).ToList();
List <decimal> high = candles.Select(x => x.High).ToList();
List <decimal> low = candles.Select(x => x.Low).ToList();
List <decimal> open = candles.Select(x => x.Open).ToList();
List <decimal?> rsi = candles.Rsi(preset?.Rsi ?? 20);
List <decimal?> ema = rsi.Ema(preset?.Ema ?? 10);
StochItem stochRsi = candles.StochRsi(preset?.StochRsi ?? 14);
List <decimal> wvfs = new List <decimal>();
List <decimal> standardDevs = new List <decimal>();
List <decimal> rangeHighs = new List <decimal>();
List <decimal?> upperRanges = new List <decimal?>();
int pd = 22; // LookBack Period Standard Deviation High
int bbl = 20; // Bollinger Band Length
decimal mult = 2.0m; // Bollinger Band Standard Deviation Up
int lb = 50; // Look Back Period Percentile High
decimal ph = .85m; // Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%
decimal pl = 1.01m; // Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%
int ltLb = 40; // Long-Term Look Back Current Bar Has To Close Below This Value OR Medium Term")
int mtLb = 14; // Medium-Term Look Back Current Bar Has To Close Below This Value OR Long Term")
int str = 3; // Entry Price Action Strength--Close > X Bars Back")
for (int i = 0; i < candles.Count(); i++)
{
int itemsToPick = i < pd - 1 ? i + 1 : pd;
int indexToStartFrom = i < pd - 1 ? 0 : i - pd;
decimal highestClose = candles.Skip(indexToStartFrom).Take(itemsToPick).Select(x => x.Close).Max();
decimal wvf = (highestClose - candles.ElementAt(i).Low) / highestClose * 100;
// Calculate the WVF
wvfs.Add(wvf);
decimal standardDev = 0;
if (wvfs.Count > 1)
{
if (wvfs.Count < bbl)
{
standardDev = mult * GetStandardDeviation(wvfs.Take(bbl).ToList());
}
else
{
standardDev = mult * GetStandardDeviation(wvfs.Skip(wvfs.Count - bbl).Take(bbl).ToList());
}
}
// Also calculate the standard deviation.
standardDevs.Add(standardDev);
}
List <decimal?> midLines = wvfs.Sma(bbl);
for (int i = 0; i < candles.Count(); i++)
{
decimal?upperBand = midLines[i] + standardDevs[i];
if (upperBand.HasValue)
{
upperRanges.Add(upperBand.Value);
}
else
{
upperRanges.Add(null);
}
int itemsToPickRange = i < lb - 1 ? i + 1 : lb;
int indexToStartFromRange = i < lb - 1 ? 0 : i - lb;
decimal rangeHigh = wvfs.Skip(indexToStartFromRange).Take(itemsToPickRange).Max() * ph;
rangeHighs.Add(rangeHigh);
}
for (int i = 0; i < candles.Count(); i++)
{
if (i < ltLb)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
//Filtered Bar Criteria
bool upRange = low[i] > low[i - 1] && close[i] > high[i - 1];
bool upRangeAggr = close[i] > close[i - 1] && close[i] > open[i - 1];
//Filtered Criteria
bool filtered = (wvfs[i - 1] >= upperRanges[i - 1] || wvfs[i - 1] >= rangeHighs[i - 1]) && wvfs[i] < upperRanges[i] && wvfs[i] < rangeHighs[i];
bool filteredAggr = (wvfs[i - 1] >= upperRanges[i - 1] || wvfs[i - 1] >= rangeHighs[i - 1]) && !(wvfs[i] < upperRanges[i] && wvfs[i] < rangeHighs[i]);
bool filteredAlert = upRange && close[i] > close[i - str] && (close[i] < close[i - ltLb] || close[i] < close[i - mtLb]) && filtered;
bool aggressiveAlert = upRangeAggr && close[i] > close[i - str] && (close[i] < close[i - ltLb] || close[i] < close[i - mtLb]) && filteredAggr;
if ((filteredAlert || aggressiveAlert) && rsi[i] > ema[i] && rsi[i - 1] < ema[i - 1])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (stochRsi.K[i] > 80 && stochRsi.K[i] > stochRsi.D[i] && stochRsi.K[i - 1] < stochRsi.D[i - 1])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
WvfEmaCrossoverPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <WvfEmaCrossoverPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
List <decimal> close = candles.Select(x => x.Close).ToList();
List <decimal> high = candles.Select(x => x.High).ToList();
List <decimal> low = candles.Select(x => x.Low).ToList();
List <decimal> open = candles.Select(x => x.Open).ToList();
List <decimal?> rsi = candles.Rsi(preset?.Rsi ?? 20);
List <decimal?> ema = rsi.Ema(preset?.Ema ?? 10);
StochItem stochRsi = candles.StochRsi(preset?.StochRsi ?? 14);
List <decimal> wvfs = new List <decimal>();
List <decimal> standardDevs = new List <decimal>();
List <decimal> rangeHighs = new List <decimal>();
List <decimal?> upperRanges = new List <decimal?>();
int pd = 22; // LookBack Period Standard Deviation High
int bbl = 20; // Bollinger Band Length
decimal mult = 2.0m; // Bollinger Band Standard Deviation Up
int lb = 50; // Look Back Period Percentile High
decimal ph = .85m; // Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%
List <decimal?> shorts = candles.Ema(6);
List <decimal?> longs = candles.Ema(3);
for (int i = 0; i < candles.Count(); i++)
{
int itemsToPick = i < pd - 1 ? i + 1 : pd;
int indexToStartFrom = i < pd - 1 ? 0 : i - pd;
decimal highestClose = candles.Skip(indexToStartFrom).Take(itemsToPick).Select(x => x.Close).Max();
decimal wvf = (highestClose - candles.ElementAt(i).Low) / highestClose * 100;
// Calculate the WVF
wvfs.Add(wvf);
decimal standardDev = 0;
if (wvfs.Count > 1)
{
if (wvfs.Count < bbl)
{
standardDev = mult * GetStandardDeviation(wvfs.Take(bbl).ToList());
}
else
{
standardDev = mult * GetStandardDeviation(wvfs.Skip(wvfs.Count - bbl).Take(bbl).ToList());
}
}
// Also calculate the standard deviation.
standardDevs.Add(standardDev);
}
List <decimal?> midLines = wvfs.Sma(bbl);
for (int i = 0; i < candles.Count(); i++)
{
decimal?upperBand = midLines[i] + standardDevs[i];
if (upperBand.HasValue)
{
upperRanges.Add(upperBand.Value);
}
else
{
upperRanges.Add(null);
}
int itemsToPickRange = i < lb - 1 ? i + 1 : lb;
int indexToStartFromRange = i < lb - 1 ? 0 : i - lb;
decimal rangeHigh = wvfs.Skip(indexToStartFromRange).Take(itemsToPickRange).Max() * ph;
rangeHighs.Add(rangeHigh);
}
for (int i = 0; i < candles.Count(); i++)
{
double diff = Convert.ToDouble(100 * (shorts[i] - longs[i]) / ((shorts[i] + longs[i]) / 2));
if (diff > 1.5 && (wvfs[i] >= upperRanges[i] || wvfs[i] >= rangeHighs[i] && rsi[i] > ema[i] && rsi[i - 1] < ema[i - 1]))
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (diff <= -0.1 && stochRsi.K[i] > 80 && stochRsi.K[i] > stochRsi.D[i] && stochRsi.K[i - 1] < stochRsi.D[i - 1])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
StochItem stoch = candles.Stoch(14);
List <decimal?> emaShort = candles.Ema(5);
List <decimal?> emaLong = candles.Ema(10);
List <decimal?> rsi = candles.Rsi(14);
for (int i = 0; i < candles.Count(); i++)
{
if (i < 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else
{
decimal?slowk1 = stoch.K[i];
decimal?slowkp = stoch.K[i - 1];
decimal?slowd1 = stoch.D[i];
decimal?slowdp = stoch.D[i - 1];
bool pointedUp = false, pointedDown = false, kUp = false, dUp = false;
if (slowkp < slowk1)
{
kUp = true;
}
if (slowdp < slowd1)
{
dUp = true;
}
if (slowkp < 80 && slowdp < 80 && kUp && dUp)
{
pointedUp = true;
}
if (slowkp > 20 && slowdp > 20 && !kUp && !dUp)
{
pointedDown = true;
}
if (emaShort[i] >= emaLong[i] && emaShort[i - 1] < emaLong[i] && rsi[i] > 50 && pointedUp)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (emaShort[i] <= emaLong[i] && emaShort[i - 1] > emaLong[i] && rsi[i] < 50 && pointedDown)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
SarStochPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <SarStochPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
StochItem stoch = candles.Stoch(preset?.Stoch ?? 13);
StochItem stochFast = candles.StochFast(preset?.StochFast ?? 13);
List <decimal?> sar = candles.Sar(preset?.SarAccelerationFactor ?? 3);
List <decimal> highs = candles.Select(x => x.High).ToList();
List <decimal> lows = candles.Select(x => x.Low).ToList();
List <decimal> closes = candles.Select(x => x.Close).ToList();
List <decimal> opens = candles.Select(x => x.Open).ToList();
for (int i = 0; i < candles.Count(); i++)
{
if (i > 2)
{
decimal?currentSar = sar[i];
decimal?priorSar = sar[i - 1];
decimal lastHigh = highs[i];
decimal lastLow = lows[i];
decimal lastOpen = opens[i];
decimal lastClose = closes[i];
decimal priorHigh = highs[i - 1];
decimal priorLow = lows[i - 1];
decimal priorOpen = opens[i - 1];
decimal priorClose = closes[i - 1];
decimal prevOpen = opens[i - 2];
decimal prevClose = closes[i - 2];
bool below = currentSar < lastLow;
bool above = currentSar > lastHigh;
bool redCandle = lastOpen < lastClose;
bool greenCandle = lastOpen > lastClose;
bool priorBelow = priorSar < priorLow;
bool priorAbove = priorSar > priorHigh;
bool priorRedCandle = priorOpen < priorClose;
bool priorGreenCandle = priorOpen > priorClose;
bool prevRedCandle = prevOpen < prevClose;
bool prevGreenCandle = prevOpen > prevClose;
priorRedCandle = prevRedCandle || priorRedCandle;
priorGreenCandle = prevGreenCandle || priorGreenCandle;
int fsar = 0;
if (priorAbove && priorRedCandle && below && greenCandle)
{
fsar = 1;
}
else if (priorBelow && priorGreenCandle && above && redCandle)
{
fsar = -1;
}
if (fsar == -1 && (stoch.K[i] > 90 || stoch.D[i] > 90 || stochFast.K[i] > 90 || stochFast.D[i] > 90))
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (fsar == 1 && (stoch.K[i] < 10 || stoch.D[i] < 10 || stochFast.K[i] < 10 || stochFast.D[i] < 10))
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
RedWeddingPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <RedWeddingPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
decimal fastEnd = 0.666m;
int smaPeriod = preset?.Sma ?? 6;
List <decimal?> open = candles.Open().Sma(smaPeriod);
List <decimal?> close = candles.Close().Sma(smaPeriod);
List <decimal?> high = candles.High().Sma(smaPeriod);
List <decimal?> low = candles.Low().Sma(smaPeriod);
List <decimal> closes = candles.Close();
// Calculate the vClose
List <decimal?> vClose = new List <decimal?>();
for (int i = 0; i < open.Count; i++)
{
if (open[i].HasValue && close[i].HasValue && low[i].HasValue && high[i].HasValue)
{
vClose.Add((open[i].Value + close[i].Value + low[i].Value + high[i].Value) / 4);
}
else
{
vClose.Add(null);
}
}
// Calculate the vOpen
decimal smooth = fastEnd * fastEnd;
List <decimal?> vOpen = new List <decimal?>();
List <decimal?> shiftedvClose = new List <decimal?> {
null
};
foreach (decimal?item in vClose)
{
if (item != vClose.Last())
{
shiftedvClose.Add(item);
}
}
for (int i = 0; i < vClose.Count; i++)
{
if (shiftedvClose[i] != null)
{
if (vClose[i] == null)
{
vOpen.Add(shiftedvClose[i]);
}
else if (vOpen[i - 1] == null)
{
vOpen.Add(shiftedvClose[i]);
}
else
{
vOpen.Add(vOpen[i - 1] + smooth * (shiftedvClose[i] - vOpen[i - 1]));
}
}
}
List <decimal?> snow_high = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (high[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_high.Add(Math.Max(high[i].Value, Math.Max(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_high.Add(null);
}
}
List <decimal?> snow_low = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (low[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_low.Add(Math.Min(low[i].Value, Math.Min(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_low.Add(null);
}
}
List <decimal?> long_sma = vClose.Sma(10);
List <decimal?> short_sma = vClose.Sma(3);
StochItem stoch = candles.Stoch();
List <decimal?> fish = candles.Fisher();
List <bool> sma_crossover = short_sma.Crossover(long_sma);
List <bool> sma_crossunder = short_sma.Crossunder(long_sma);
List <bool> snow_cross = vClose.Crossunder(vOpen);
List <bool> stoch_cross = stoch.K.Crossunder(80);
List <bool> stoch_cross2 = stoch.K.Crossunder(stoch.D);
for (int i = 0; i < candles.Count(); i++)
{
if (i <= 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else if (fish[i] >= fish[i - 1] && closes[i] < snow_high[i] && sma_crossover[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (fish[i] < fish[i - 1] && fish[i - 1] >= fish[i - 2] || sma_crossunder[i] || snow_cross[i] || stoch_cross[i] || stoch_cross2[i] && stoch.K[i - 1] > 80)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}