public List <IndicatorResult> Calculate(List <QuotesModel> quotes, MacdParams inputParams)
{
if (!Validate(quotes, inputParams))
{
return(null);
}
var slowEma = new EMA().Calculate(quotes, inputParams.SlowEmaPeriod);
var fastEma = new EMA().Calculate(quotes, inputParams.FastEmaPeriod);
var macdLine = fastEma.Substract(slowEma);
var signalEma = new EMA().Calculate(macdLine.AsQuotesModel(QuoteModelField.Close), inputParams.SignalEmaPeriod);
var macdHist = macdLine.Substract(signalEma);
var result = macdHist.Select(c => new IndicatorResult(c.Date)
{
Value = c.Value
}).ToList();
return(result.OrderByDescending(r => r.Date).ToList());
}
public List <IndicatorResult> Calculate(List <QuotesModel> quotes, int period)
{
if (!Validate(quotes, period))
{
return(null);
}
var ema = new EMA();
var emaResult = ema.Calculate(quotes, period);
var initialMargin = quotes.Max(q => q.High - q.Low) / 2;
var margin = initialMargin;
while (InsideChannel(emaResult, quotes, margin) > 89)
{
margin = margin + initialMargin * (decimal)0.1;
}
emaResult.ForEach(r => r.Value = r.Value + margin);
return(emaResult.OrderByDescending(r => r.Date).ToList());
}
public List <IndicatorResult> Calculate(List <QuotesModel> quotes, ImpulseSystemParams inputParams)
{
var macdHist = new MACD().Calculate(quotes, inputParams.MacdParams);
var ema = new EMA().Calculate(quotes, inputParams.EmaPeriod);
var impulseData = (from h in macdHist
join e in ema
on h.Date equals e.Date
select new ImpulseData {
Date = h.Date, Histogram = h.Value, Ema = e.Value
})
.ToList();
var result = impulseData.AsImpulseSystemModel().OrderByDescending(r => r.Date).ToList();
foreach (var quote in quotes)
{
var data = result.FirstOrDefault(i => i.Date == quote.Date);
if (data != null)
{
quote.Impulse = data.Value;
}
}
return(result);
}