void BittrexOHLC(string pair, bool display = true)
{
// TODO: CONVERT THIS TO USE BINANCE (or other) SOURCE FOR OHLC CANDLESTICK DATA
var ohlc = bittrex.GetOHLC(pair, 1); // OHLC 1-MINUTE BARS
if (ohlc == null)
{
return; // if an exception occurs, skip this iteration
}
long last = ohlc.Last;
//ohlc.WriteToFile(Folders.crypto_path(string.Format("Kraken.{0}.DF.csv", pair)));
double MACD, signal, hist;
foreach (var bar in ohlc.Pairs.Values.First())
{
if (m_bars.Count == 0 || bar.Time > m_bars.Last().Time) // only add bars whose Time is greater than the last added bar
{
m_bars.Add(bar);
decimal o = bar.Open;
decimal h = bar.High;
decimal l = bar.Low;
decimal c = bar.Close;
int time = bar.Time;
decimal volume = bar.Volume;
decimal vwap = bar.Vwap;
int count = bar.Count;
if (display)
{
cout(bar.ToString());
}
m_macd.ReceiveTick((double)c);
if (m_macd.isPrimed()) // indicator is "primed" when it has enough data to calculate values
{
m_macd.Value(out MACD, out signal, out hist); // calculate MACD values
if (display)
{
cout("---MACD:{0} signal:{1} hist:{2}", MACD, signal, hist); // display the values
}
m_indicator.Add(new double[] { MACD, signal, hist }); // add the values to the m_indicator List
if (m_pos > 0 && hist < 0) // CHECK TO SEE IF WE CROSSED pos-to-neg or neg-to-pos
{
TradeSell(pair); // long position and histMACD negative = SELL
}
else if (m_pos < 0 && hist > 0)
{
TradeBuy(pair); // short position and histMACD positive = BUY
}
}
}
}
}
