public void RunStrategy(List <OHLCKandle> inputkandles, RobotInput robotInput, ref StrategyData strategyData, ref SimplePosition currentPosition)
{
PineScriptFunction fn = new PineScriptFunction();
//convert to higher timeframe
var largekandles = fn.converttohighertimeframe(inputkandles, KandleMultiplier);//3
if (Smoothing.ToUpper() == "DEMA")
{
//higher timeframe candles with dema values
largekandles = fn.dema(largekandles, 8);
//lower timeframe candles with dema values
inputkandles = fn.dema(inputkandles, 8);
}
else
{
//higher timeframe candles with smma values
largekandles = fn.smma(largekandles, 8);
//lower timeframe candles with smma values
inputkandles = fn.smma(inputkandles, 8);
}
var closeseriesmma = inputkandles.Select(x => x.Close).ToList();
//map higher timeframe values to lower timeframe values
var altkandles = fn.superimposekandles(largekandles, inputkandles);
var closeSeriesAlt = altkandles.Select(x => x.Close).ToList();
var openSeriesAlt = altkandles.Select(x => x.Open).ToList();
//trend and mood calculation-
strategyData.trend = closeSeriesAlt.Last() > openSeriesAlt.Last() ? "BULLISH" : "BEARISH";
strategyData.mood = closeseriesmma.Last() > openSeriesAlt.Last() ? "BULLISH" : "BEARISH";
//buy sell signal
var xlong = fn.crossover(closeSeriesAlt, openSeriesAlt);
var xshort = fn.crossunder(closeSeriesAlt, openSeriesAlt);
strategyData.isBuy = xlong.Last();
strategyData.isSell = xshort.Last();
//historical data
strategyData.histdata = "";
for (int i = 0; i < xlong.Count; i++)
{
if (xlong[i])
{
strategyData.histdata += " B" + (xlong.Count - i - 1).ToString();
}
else if (xshort[i])
{
strategyData.histdata += " S" + (xlong.Count - i - 1).ToString();
}
else
{
// meh :\
}
}
MakeBuySellDecision(ref strategyData, ref currentPosition, robotInput);
if (strategyData.Output != StrategyOutput.None)
{
ResetCounters();
strategyData.profitFactor = 1m;
}
}
public void RunStrategy(RobotInput robotInput, SimplePosition currentPosition, ref StrategyData strategyData)
{
List <OHLCKandle> inputkandles = strategyData.kandles.Select(x => new OHLCKandle
{
Close = x.Close,
CloseTime = x.CloseTime,
High = x.High,
Low = x.Low,
Open = x.Open,
OpenTime = x.OpenTime
}).ToList();
PineScriptFunction fn = new PineScriptFunction();
//convert to higher timeframe
var largekandles = fn.converttohighertimeframe(inputkandles, KandleMultiplier);//3
//higher timeframe candles with smoothened values
largekandles = GetSmoothData(largekandles, 8, Smoothing);
//lower timeframe candles with smoothened values
inputkandles = GetSmoothData(inputkandles, 8, Smoothing);
var inputcloseseriesmoothed = inputkandles.Select(x => x.Close).ToList();
//map higher timeframe values to lower timeframe values
var altkandles = fn.superimposekandles(largekandles, inputkandles);
var closeSeriesAlt = altkandles.Select(x => x.Close).ToList();
var openSeriesAlt = altkandles.Select(x => x.Open).ToList();
//end map higher timeframe values to lower timeframe values
//trend and mood calculation-
strategyData.trend = closeSeriesAlt.Last() > openSeriesAlt.Last() ? "BULLISH" : "BEARISH";
strategyData.mood = inputcloseseriesmoothed.Last() > openSeriesAlt.Last() ? "BULLISH" : "BEARISH";
//start buy sell signal
var xlong = fn.crossover(closeSeriesAlt, openSeriesAlt);
var xshort = fn.crossunder(closeSeriesAlt, openSeriesAlt);
strategyData.isBuy = xlong.Last();
strategyData.isSell = xshort.Last();
//end buy sell signal
UpdateBollingerData(ref strategyData);
UpdateSignalData(ref strategyData, xlong, xshort);
strategyDecision.Decide(ref strategyData, currentPosition, robotInput);
if (strategyData.Decision != StrategyDecision.None)
{
strategyDecision.ResetCounters();
strategyData.profitFactor = 1m;
}
}