public void AddMacd(Macd macd, string symbol)
{
}
private void AnalyzeMacd(int index, bool fromScratch)
{
//Check if this item should be analyzed.
DataItem item = (index < 0 || index >= Items.Length ? null : Items[index]);
if (item == null) return;
if (item.Quotation == null) return;
//If this item nor any later item has complete quotation, it means the previous one
//was the last real quotation and analysis should finish here.
if (!item.Quotation.IsComplete() && !LaterQuotationsExists(index)) return;
//Check if quotation is missing (but only in the middle of not-missing quotations,
//because missing quotations at the end of array was excluded one line above).
//If it is copy data from the previous quotation.
if (!item.Quotation.IsComplete())
{
var previousQuotation = (index > 0 ? Items[index - 1].Quotation : null);
if (previousQuotation != null)
{
item.Quotation.CompleteMissing(previousQuotation);
_dataService.UpdateQuotation(item.Quotation, Symbol);
}
}
//Ensure that [Macd] object is appended to this [DataItem].
var isChanged = false;
if (item.Macd == null || fromScratch)
{
item.Macd = new Macd();
item.Macd.Date = item.Date;
//Basic MACD values.
item.Macd.Ma13 = calculateMa(index, Fast);
item.Macd.Ema13 = calculateEma(index, Fast, (index > 0 ? previousMacd.Ema13 : 0));
item.Macd.Ma26 = calculateMa(index, Slow);
item.Macd.Ema26 = calculateEma(index, Slow, (index > 0 ? previousMacd.Ema26 : 0));
item.Macd.MacdLine = item.Macd.Ema13 - item.Macd.Ema26;
item.Macd.SignalLine = calculateSignalLine(index, item.Macd.MacdLine);
item.Macd.Histogram = item.Macd.MacdLine - item.Macd.SignalLine;
//[TM] Additional indicators.
item.Macd.DeltaHistogram = (previousMacd == null ? 0 : item.Macd.Histogram - previousMacd.Histogram);
//[???] histogramExtremum
//item.Macd.HistogramDirection3D;
//item.Macd.HistogramDirection2D;
//item.Macd.HistogramDirectionChanged;
item.Macd.HistogramToOx = Math.Sign(item.Macd.Histogram);
if (index >= Fast - 1){
if (item.Macd.HistogramToOx == previousMacd.HistogramToOx)
{
item.Macd.HistogramRow = previousMacd.HistogramRow + 1;
}
else
{
item.Macd.HistogramRow = 1;
//obliczyć! item.Macd.OxCrossing = 1;
}
}
//Peak and troughs.
}
//Set previousMacd variable to speed up calculations for next items.
previousMacd = item.Macd;
if (item.Macd.Id == 0)
{
_dataService.AddMacd(item.Macd, Symbol);
}
else if (isChanged)
{
_dataService.UpdateMacd(item.Macd, Symbol);
}
}
public void UpdateMacd(Macd macd, string symbol)
{
}
public static Macd FromDto(MacdDto dto)
{
var macd = new Macd();
macd.Id = dto.Id;
macd.AssetId = dto.AssetId;
macd.Date = dto.PriceDate;
macd.Ma13 = dto.Ma13;
macd.Ema13 = dto.Ema13;
macd.Ma26 = dto.Ma26;
macd.Ema26 = dto.Ema26;
macd.MacdLine = dto.MacdLine;
macd.SignalLine = dto.SignalLine;
macd.Histogram = dto.Histogram;
macd.HistogramAvg = dto.HistogramAvg;
macd.HistogramExtremum = dto.HistogramExtremum;
macd.DeltaHistogram = dto.DeltaHistogram;
macd.DeltaHistogramPositive = dto.DeltaHistogramPositive;
macd.DeltaHistogramNegative = dto.DeltaHistogramNegative;
macd.DeltaHistogramZero = dto.DeltaHistogramZero;
macd.HistogramDirection2D = dto.HistogramDirection2D;
macd.HistogramDirection3D = dto.HistogramDirection3D;
macd.HistogramDirectionChanged = dto.HistogramDirectionChanged;
macd.HistogramToOx = dto.HistogramToOx;
macd.HistogramRow = dto.HistogramRow;
macd.OxCrossing = dto.OxCrossing;
macd.MacdPeak = dto.MacdPeak;
macd.LastMacdPeak = dto.LastMacdPeak;
macd.MacdPeakSlope = dto.MacdPeakSlope;
macd.MacdTrough = dto.MacdTrough;
macd.LastMacdTrough = dto.LastMacdTrough;
macd.MacdTroughSlope = dto.MacdTroughSlope;
return macd;
}
