public void Add(DateTime TradeDate, decimal HighPrice, decimal LowPrice, decimal Price)
{
try
{
var trade = new CCISignal()
{
CloseDate = TradeDate, ClosePrice = Price, HighPrice = HighPrice, LowPrice = LowPrice
};
trade.TypicalPrice = Math.Round((trade.HighPrice + trade.LowPrice + trade.ClosePrice) / 3, 4);
if (this.Values.Count >= 19)
{
//calculate SMA
decimal sumOfPrices = trade.TypicalPrice;
this.Values.GetRange(this.Values.Count - 19, 19).ForEach(i => sumOfPrices += i.TypicalPrice);
trade.SMA = Math.Round((double)(sumOfPrices / 20), 4);
//calculate MAD
double mad = Math.Abs(trade.SMA - (double)trade.TypicalPrice);
this.Values.GetRange(this.Values.Count - 19, 19).ForEach(i => mad += Math.Abs(trade.SMA - ((double)i.TypicalPrice)));
trade.MAD = Math.Round(mad / 20, 4);
//calculate 20-period CCI
trade.CCI = Math.Round(((double)trade.TypicalPrice - trade.SMA) / (0.015 * trade.MAD), 4);
//calc trend based on the inclination
double y1, y2;
double x1, x2;
x2 = this.Values.Count;
x1 = x2 - 19;
y2 = this.Values[this.Values.Count - 1].CCI;
y1 = this.Values[this.Values.Count - 19].CCI;
trade.Inclination = (y2 - y1) / (x2 - x1);
trade.UpTrend = trade.Inclination > 0;
}
Values.Add(trade);
if (this.Values.Count >= 19)
{
IndicatorReady?.Invoke(this, trade);
}
}
catch (Exception ex)
{
if (this.OnError != null)
{
OnError(this, ex.Message);
}
}
}
private static void tickerHndl_CCI_IndicatorReady(object sender, CCISignal e)
{
Console.ForegroundColor = ConsoleColor.Gray;
if (!e.UpTrend && (e.CCI <= -100))
{
//bearishing
Console.ForegroundColor = ConsoleColor.Red;
}
if (e.UpTrend && (e.CCI >= 100))
{
//bullishing
Console.ForegroundColor = ConsoleColor.Green;
}
Console.WriteLine($"{e.CloseDate.ToString("HH:mm:ss")} Last Trade: {e.ClosePrice} - CCI: {e.CCI}");
}
private void calculateCCI(CCISignal trade)
{
}
private void _cci_IndicatorReady(object sender, CCISignal e)
{
CCIReady(this, e);
}
