Esempio n. 1
0
        public static MacdItem Macd(this IEnumerable <ICandle> candles, int?fastPeriod = null, int?slowPeriod = null, int?signalPeriod = null)
        {
            fastPeriod ??= 12;
            slowPeriod ??= 26;
            signalPeriod ??= 9;

            IIndicatorOptions options = new MacdOptions(fastPeriod.Value, slowPeriod.Value, signalPeriod.Value);
            Macd macd = new Macd();

            return((MacdItem)macd.Get(candles, options));
        }
Esempio n. 2
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        public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
        {
            MacdOptions config = options != null ? (MacdOptions)options.Options : new MacdOptions(26, 12, 9);

            double[] macdValues   = new double[source.Count()];
            double[] signalValues = new double[source.Count()];
            double[] histValues   = new double[source.Count()];
            double[] closes       = source.Select(x => Convert.ToDouble(x.Close)).ToArray();

            TicTacTec.TA.Library.Core.RetCode macd = TicTacTec.TA.Library.Core.Macd(0, source.Count() - 1, closes, config.FastPeriod, config.SlowPeriod, config.SignalPeriod, out int outBegIdx, out int outNbElement, macdValues, signalValues, histValues);

            if (macd == TicTacTec.TA.Library.Core.RetCode.Success)
            {
                return(new MacdItem()
                {
                    Macd = FixIndicatorOrdering(macdValues.ToList(), outBegIdx, outNbElement),
                    Signal = FixIndicatorOrdering(signalValues.ToList(), outBegIdx, outNbElement),
                    Hist = FixIndicatorOrdering(histValues.ToList(), outBegIdx, outNbElement)
                });
            }

            throw new Exception("Could not calculate MACD!");
        }