/// <param name="series"> a time series </param>
/// <returns> a 2-period RSI strategy </returns>
public static Strategy BuildStrategy(TimeSeries series)
{
if (series == null)
{
throw new ArgumentException("Series cannot be null");
}
var closePrice = new ClosePriceIndicator(series);
var shortSma = new SMAIndicator(closePrice, 5);
var longSma = new SMAIndicator(closePrice, 200);
// We use a 2-period RSI indicator to identify buying
// or selling opportunities within the bigger trend.
var rsi = new RSIIndicator(closePrice, 2);
// Entry rule
// The long-term trend is up when a security is above its 200-period SMA.
var entryRule = (new OverIndicatorRule(shortSma, longSma)).And(new CrossedDownIndicatorRule(rsi, Decimal.ValueOf(5))).And(new OverIndicatorRule(shortSma, closePrice)); // Signal 2 - Signal 1 - Trend
// Exit rule
// The long-term trend is down when a security is below its 200-period SMA.
var exitRule = (new UnderIndicatorRule(shortSma, longSma)).And(new CrossedUpIndicatorRule(rsi, Decimal.ValueOf(95))).And(new UnderIndicatorRule(shortSma, closePrice)); // Signal 2 - Signal 1 - Trend
return(new Strategy(entryRule, exitRule));
}
void labelDisplayMode_SelectedIndexChanged(object sender, EventArgs e)
{
animationPickerLabel.Text = animationPicker.Items[animationPicker.SelectedIndex];
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
if (Device.RuntimePlatform == Device.UWP)
{
numericalAxis.LabelStyle.LabelFormat = "'$'0.00";
}
else
{
numericalAxis.LabelStyle.LabelFormat = "'$'##.##";
}
switch (animationPicker.SelectedIndex)
{
case 0:
Chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator sma = new AccumulationDistributionIndicator();
sma.SeriesName = "Series";
sma.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma);
break;
case 1:
Chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator sma1 = new AverageTrueIndicator();
sma1.SeriesName = "Series";
sma1.Period = 14;
sma1.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma1);
break;
case 2:
Chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator sma2 = new ExponentialMovingAverageIndicator();
sma2.SeriesName = "Series";
sma2.Period = 14;
sma2.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma2);
break;
case 3:
Chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator sma3 = new MomentumIndicator();
sma3.SeriesName = "Series";
sma3.Period = 14;
sma3.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma3);
break;
case 4:
if (Chart.TechnicalIndicators.Count > 0)
{
Chart.TechnicalIndicators.RemoveAt(0);
}
SimpleMovingAverageIndicator sma4 = new SimpleMovingAverageIndicator();
sma4.YAxis = numericalAxis;
sma4.SeriesName = "Series";
sma4.Period = 14;
Chart.TechnicalIndicators.Add(sma4);
break;
case 5:
Chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator sma5 = new RSIIndicator();
sma5.SeriesName = "Series";
sma5.Period = 14;
sma5.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma5);
break;
case 6:
Chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator sma6 = new TriangularMovingAverageIndicator();
sma6.SeriesName = "Series";
sma6.Period = 14;
sma6.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma6);
break;
case 7:
Chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator sma7 = new MACDIndicator();
sma7.ItemsSource = (Chart.BindingContext as TechnicalIndicatorViewModel).TechnicalIndicatorData;
sma7.SeriesName = "Series";
sma7.LongPeriod = 10;
sma7.ShortPeriod = 2;
sma7.Trigger = 14;
sma7.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma7);
break;
case 8:
Chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator sma8 = new StochasticIndicator();
sma8.SeriesName = "Series";
sma8.Period = 14;
sma8.KPeriod = 5;
sma8.DPeriod = 6;
sma8.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma8);
break;
case 9:
Chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator sma9 = new BollingerBandIndicator();
sma9.Period = 14;
sma9.SeriesName = "Series";
sma9.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma9);
break;
}
}
void labelDisplayMode_SelectedIndexChanged(object sender, EventArgs e)
{
switch (animationPicker.SelectedIndex)
{
case 0:
Chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator sma = new AccumulationDistributionIndicator();
sma.SeriesName = "Series";
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
sma.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma);
break;
case 1:
Chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator sma1 = new AverageTrueIndicator();
sma1.SeriesName = "Series";
sma1.Period = 14;
NumericalAxis numericalAxis1 = new NumericalAxis();
numericalAxis1.OpposedPosition = true;
numericalAxis1.ShowMajorGridLines = false;
sma1.YAxis = numericalAxis1;
Chart.TechnicalIndicators.Add(sma1);
break;
case 2:
Chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator sma2 = new ExponentialMovingAverageIndicator();
sma2.SeriesName = "Series";
sma2.Period = 14;
NumericalAxis numericalAxis2 = new NumericalAxis();
numericalAxis2.OpposedPosition = true;
numericalAxis2.ShowMajorGridLines = false;
sma2.YAxis = numericalAxis2;
Chart.TechnicalIndicators.Add(sma2);
break;
case 3:
Chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator sma3 = new MomentumIndicator();
sma3.SeriesName = "Series";
sma3.Period = 14;
NumericalAxis numericalAxis3 = new NumericalAxis();
numericalAxis3.OpposedPosition = true;
numericalAxis3.ShowMajorGridLines = false;
sma3.YAxis = numericalAxis3;
Chart.TechnicalIndicators.Add(sma3);
break;
case 4:
if (Chart.TechnicalIndicators.Count > 0)
{
Chart.TechnicalIndicators.RemoveAt(0);
}
SimpleMovingAverageIndicator sma4 = new SimpleMovingAverageIndicator();
NumericalAxis numericalAxis4 = new NumericalAxis();
numericalAxis4.OpposedPosition = true;
numericalAxis4.ShowMajorGridLines = false;
sma4.YAxis = numericalAxis4;
sma4.SeriesName = "Series";
sma4.Period = 14;
Chart.TechnicalIndicators.Add(sma4);
break;
case 5:
Chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator sma5 = new RSIIndicator();
sma5.SeriesName = "Series";
sma5.Period = 14;
NumericalAxis numericalAxis5 = new NumericalAxis();
numericalAxis5.OpposedPosition = true;
numericalAxis5.ShowMajorGridLines = false;
sma5.YAxis = numericalAxis5;
Chart.TechnicalIndicators.Add(sma5);
break;
case 6:
Chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator sma6 = new TriangularMovingAverageIndicator();
sma6.SeriesName = "Series";
sma6.Period = 14;
NumericalAxis numericalAxis6 = new NumericalAxis();
numericalAxis6.OpposedPosition = true;
numericalAxis6.ShowMajorGridLines = false;
sma6.YAxis = numericalAxis6;
Chart.TechnicalIndicators.Add(sma6);
break;
case 7:
Chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator sma7 = new MACDIndicator();
sma7.ItemsSource = (this.BindingContext as ViewModel).TechnicalIndicatorData;
sma7.SeriesName = "Series";
sma7.LongPeriod = 10;
sma7.ShortPeriod = 2;
sma7.Trigger = 14;
NumericalAxis numericalAxis7 = new NumericalAxis();
numericalAxis7.OpposedPosition = true;
numericalAxis7.ShowMajorGridLines = false;
sma7.YAxis = numericalAxis7;
Chart.TechnicalIndicators.Add(sma7);
break;
case 8:
Chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator sma8 = new StochasticIndicator();
sma8.SeriesName = "Series";
sma8.Period = 14;
sma8.KPeriod = 5;
sma8.DPeriod = 6;
NumericalAxis numericalAxis8 = new NumericalAxis();
numericalAxis8.OpposedPosition = true;
numericalAxis8.ShowMajorGridLines = false;
sma8.YAxis = numericalAxis8;
Chart.TechnicalIndicators.Add(sma8);
break;
case 9:
Chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator sma9 = new BollingerBandIndicator();
sma9.Period = 14;
sma9.SeriesName = "Series";
NumericalAxis numericalAxis9 = new NumericalAxis();
numericalAxis9.OpposedPosition = true;
numericalAxis9.ShowMajorGridLines = false;
sma9.YAxis = numericalAxis9;
Chart.TechnicalIndicators.Add(sma9);
break;
}
}
private void SelectLabelMode_ItemSelected(object sender, AdapterView.ItemSelectedEventArgs e)
{
String selectedItem = adapter[e.Position];
if (selectedItem.Equals("Accumulation Distribution Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator accumulationDistribution = new AccumulationDistributionIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
accumulationDistribution.YAxis = numericalAxis;
accumulationDistribution.SeriesName = "Series";
accumulationDistribution.XBindingPath = "XValue";
accumulationDistribution.Open = "Open";
accumulationDistribution.Close = "Close";
accumulationDistribution.High = "High";
accumulationDistribution.Low = "Low";
chart.TechnicalIndicators.Add(accumulationDistribution);
}
else if (selectedItem.Equals("Average True Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator aTR = new AverageTrueIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
aTR.YAxis = numericalAxis;
aTR.Period = 14;
aTR.SeriesName = "Series";
aTR.XBindingPath = "XValue";
aTR.Open = "Open";
aTR.Close = "Close";
aTR.High = "High";
aTR.Low = "Low";
chart.TechnicalIndicators.Add(aTR);
}
else if (selectedItem.Equals("Exponential Moving Averge Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator eMA = new ExponentialMovingAverageIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
eMA.YAxis = numericalAxis;
eMA.Period = 14;
eMA.SeriesName = "Series";
eMA.XBindingPath = "XValue";
eMA.Open = "Open";
eMA.Close = "Close";
eMA.High = "High";
eMA.Low = "Low";
chart.TechnicalIndicators.Add(eMA);
}
else if (selectedItem.Equals("Momentum Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator momentum = new MomentumIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
momentum.YAxis = numericalAxis;
momentum.SeriesName = "Series";
momentum.XBindingPath = "XValue";
momentum.Open = "Open";
momentum.Close = "Close";
momentum.High = "High";
momentum.Low = "Low";
momentum.Period = 14;
chart.TechnicalIndicators.Add(momentum);
}
else if (selectedItem.Equals("Simple Moving Average Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
SimpleMovingAverageIndicator sMA = new SimpleMovingAverageIndicator();
sMA.SeriesName = "Series";
sMA.XBindingPath = "XValue";
sMA.Open = "Open";
sMA.Close = "Close";
sMA.High = "High";
sMA.Low = "Low";
sMA.Period = 14;
chart.TechnicalIndicators.Add(sMA);
}
else if (selectedItem.Equals("RSI Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator rSI = new RSIIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
rSI.YAxis = numericalAxis;
rSI.Period = 14;
rSI.SeriesName = "Series";
rSI.XBindingPath = "XValue";
rSI.Open = "Open";
rSI.Close = "Close";
rSI.High = "High";
rSI.Low = "Low";
chart.TechnicalIndicators.Add(rSI);
}
else if (selectedItem.Equals("Triangular Moving Average Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator tMA = new TriangularMovingAverageIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
tMA.YAxis = numericalAxis;
tMA.Period = 14;
tMA.SeriesName = "Series";
tMA.XBindingPath = "XValue";
tMA.Open = "Open";
tMA.Close = "Close";
tMA.High = "High";
tMA.Low = "Low";
chart.TechnicalIndicators.Add(tMA);
}
else if (selectedItem.Equals("MACD Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator mACD = new MACDIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
mACD.YAxis = numericalAxis;
mACD.SeriesName = "Series";
mACD.XBindingPath = "XValue";
mACD.Open = "Open";
mACD.Close = "Close";
mACD.High = "High";
mACD.Low = "Low";
mACD.ShortPeriod = 2;
mACD.LongPeriod = 10;
mACD.Trigger = 14;
chart.TechnicalIndicators.Add(mACD);
}
else if (selectedItem.Equals("Stochastic Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator stochastic = new StochasticIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
stochastic.YAxis = numericalAxis;
stochastic.SeriesName = "Series";
stochastic.XBindingPath = "XValue";
stochastic.Open = "Open";
stochastic.Close = "Close";
stochastic.High = "High";
stochastic.Low = "Low";
stochastic.Period = 14;
stochastic.KPeriod = 5;
stochastic.DPeriod = 6;
chart.TechnicalIndicators.Add(stochastic);
}
else if (selectedItem.Equals("Bollinger Band Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator bB = new BollingerBandIndicator();
bB.Period = 14;
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
//bB.YAxis = numericalAxis;
bB.SeriesName = "Series";
bB.XBindingPath = "XValue";
bB.Open = "Open";
bB.Close = "Close";
bB.High = "High";
bB.Low = "Low";
chart.TechnicalIndicators.Add(bB);
}
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("DaenerysStrategy onInitialize()");
// Adding an RSI indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:relative_strength_index_rsi)
rsiIndicator = new RSIIndicator(Bars.Close, (int)this.GetInputParameter("RSI Period"), (int)this.GetInputParameter("RSI Sell signal trigger level"), (int)this.GetInputParameter("RSI Buy signal trigger level"));
this.AddIndicator("RSI indicator", rsiIndicator);
}
public static WalkerIndicator getRandomIndicator()
{
WalkerIndicator theIndicator = null;
long timeframeOne = z.Next(1, 2880) * 60 * 1000;
long timeframeTwo = z.Next(1, 2880) * 60 * 1000;
long timeFrameThree = z.Next(1, 2880) * 60 * 1000;
long timeFrameSmaller = z.Next(1, 2880) * 60 * 1000;
switch (z.Next(0, 18)) //Todo: set max value for choosing the indicator
{
case 0:
theIndicator = new BolingerBandsIndicator(timeframeOne, getRanDouble(1d, 5d));
break;
case 1:
theIndicator = new MACDContinousIndicator(timeframeOne, timeframeTwo, timeFrameSmaller);
break;
case 2:
theIndicator = new MACDIndicator(timeframeOne, timeframeTwo, timeFrameSmaller);
break;
case 3:
theIndicator = new MovingAveragePriceSubtractionIndicator(timeframeOne);
break;
case 4:
theIndicator = new MovingAverageSubtractionCrossoverIndicator(timeframeOne, timeframeTwo);
break;
case 5:
theIndicator = new MovingAverageSubtractionIndicator(timeframeOne, timeframeTwo);
break;
case 6:
theIndicator = new RangeIndicator(timeframeOne);
break;
case 7:
theIndicator = new RSIBorderCrossoverIndicator(timeframeOne, getRanDouble(0.1, 0.4));
break;
case 8:
theIndicator = new RSIBorderIndicator(timeframeOne, getRanDouble(0.1, 0.4));
break;
case 9:
theIndicator = new RSIIndicator(timeframeOne);
break;
case 10:
theIndicator = new RSIMACrossoverContinousIndicator(timeframeOne, timeFrameSmaller);
break;
case 11:
theIndicator = new RSIMACrossoverIndicator(timeframeOne, timeFrameSmaller);
break;
case 12:
theIndicator = new StandartDeviationIndicator(timeframeOne);
break;
case 13:
theIndicator = new StochBorderCrossoverIndicator(timeframeOne, getRanDouble(0.1, 0.4));
break;
case 14:
theIndicator = new StochBorderIndicator(timeframeOne, getRanDouble(0.1, 0.4));
break;
case 15:
theIndicator = new StochIndicator(timeframeOne);
break;
case 16:
theIndicator = new VolumeAtPriceIndicator(timeframeOne, getRanDouble(0.0003, 0.002), z.Next(1000 * 30, 1000 * 60 * 10));
break; //Not sure about stepsize todo
case 17:
theIndicator = new TimeOfDayIndicator(); //Only once?
break;
case 18:
theIndicator = new TimeDayOfWeekIndicator(); //Todo: Only once?
break;
default:
throw new Exception("Fired a unexpected random value");
}
return(theIndicator);
}
public static WalkerIndicator getIndicatorByString(string input)
{
string[] args;
if (input.Contains("_") == false)
{
args = new string[] { input }
}
;
else
{
args = input.Split('_');
}
WalkerIndicator selected = null;
if (args[0] == BolingerBandsIndicator.Name)
{
selected = new BolingerBandsIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == MACDContinousIndicator.Name)
{
selected = new MACDContinousIndicator(long.Parse(args[1]), long.Parse(args[2]), long.Parse(args[3]));
}
if (args[0] == MACDIndicator.Name)
{
selected = new MACDIndicator(long.Parse(args[1]), long.Parse(args[2]), long.Parse(args[3]));
}
if (args[0] == MovingAverageIndicator.Name)
{
selected = new MovingAverageIndicator(long.Parse(args[1]));
}
if (args[0] == MovingAveragePriceSubtractionIndicator.Name)
{
selected = new MovingAveragePriceSubtractionIndicator(long.Parse(args[1]));
}
if (args[0] == MovingAverageSubtractionIndicator.Name)
{
selected = new MovingAverageSubtractionIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == MovingAverageSubtractionCrossoverIndicator.Name)
{
selected = new MovingAverageSubtractionCrossoverIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == RangeIndicator.Name)
{
selected = new RangeIndicator(long.Parse(args[1]));
}
if (args[0] == RSIBorderCrossoverIndicator.Name)
{
selected = new RSIBorderCrossoverIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == RSIBorderIndicator.Name)
{
selected = new RSIBorderIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == RSIIndicator.Name)
{
selected = new RSIIndicator(long.Parse(args[1]));
}
if (args[0] == RSIMACrossoverContinousIndicator.Name)
{
selected = new RSIMACrossoverContinousIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == RSIMACrossoverIndicator.Name)
{
selected = new RSIMACrossoverIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == StandartDeviationIndicator.Name)
{
selected = new StandartDeviationIndicator(long.Parse(args[1]));
}
if (args[0] == StochBorderCrossoverIndicator.Name)
{
selected = new StochBorderCrossoverIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == StochBorderIndicator.Name)
{
selected = new StochBorderIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == StochIndicator.Name)
{
selected = new StochIndicator(long.Parse(args[1]));
}
if (args[0] == TestIndicator.Name)
{
selected = new TestIndicator();
}
if (args[0] == TimeDayOfWeekIndicator.Name)
{
selected = new TimeDayOfWeekIndicator();
}
if (args[0] == TimeOfDayIndicator.Name)
{
selected = new TimeOfDayIndicator();
}
if (args[0] == TimeOpeningHoursIndicator.Name)
{
selected = new TimeOpeningHoursIndicator();
}
if (args[0] == VolumeAtPriceIndicator.Name)
{
selected = new VolumeAtPriceIndicator(long.Parse(args[1]), double.Parse(args[2]), long.Parse(args[3]));
}
if (selected == null)
{
throw new Exception("Name not found: " + args[0]);
}
if (selected.getName() != input)
{
throw new Exception(input + " != " + selected.getName());
}
return(selected);
}
public static void Main(string[] args)
{
/// <summary>
/// Getting time series
/// </summary>
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
/// <summary>
/// Creating indicators
/// </summary>
// Close price
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
// Typical price
TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series);
// Price variation
PriceVariationIndicator priceVariation = new PriceVariationIndicator(series);
// Simple moving averages
SMAIndicator shortSma = new SMAIndicator(closePrice, 8);
SMAIndicator longSma = new SMAIndicator(closePrice, 20);
// Exponential moving averages
EMAIndicator shortEma = new EMAIndicator(closePrice, 8);
EMAIndicator longEma = new EMAIndicator(closePrice, 20);
// Percentage price oscillator
PPOIndicator ppo = new PPOIndicator(closePrice, 12, 26);
// Rate of change
ROCIndicator roc = new ROCIndicator(closePrice, 100);
// Relative strength index
RSIIndicator rsi = new RSIIndicator(closePrice, 14);
// Williams %R
WilliamsRIndicator williamsR = new WilliamsRIndicator(series, 20);
// Average true range
AverageTrueRangeIndicator atr = new AverageTrueRangeIndicator(series, 20);
// Standard deviation
StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, 14);
/// <summary>
/// Building header
/// </summary>
StringBuilder sb = new StringBuilder("timestamp,close,typical,variation,sma8,sma20,ema8,ema20,ppo,roc,rsi,williamsr,atr,sd\n");
/// <summary>
/// Adding indicators values
/// </summary>
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nbTicks = series.getTickCount();
int nbTicks = series.TickCount;
for (int i = 0; i < nbTicks; i++)
{
sb.Append(series.getTick(i).EndTime.Millis / 1000d).Append(',').Append(closePrice.getValue(i)).Append(',').Append(typicalPrice.getValue(i)).Append(',').Append(priceVariation.getValue(i)).Append(',').Append(shortSma.getValue(i)).Append(',').Append(longSma.getValue(i)).Append(',').Append(shortEma.getValue(i)).Append(',').Append(longEma.getValue(i)).Append(',').Append(ppo.getValue(i)).Append(',').Append(roc.getValue(i)).Append(',').Append(rsi.getValue(i)).Append(',').Append(williamsR.getValue(i)).Append(',').Append(atr.getValue(i)).Append(',').Append(sd.getValue(i)).Append('\n');
}
/// <summary>
/// Writing CSV file
/// </summary>
System.IO.StreamWriter writer = null;
try
{
writer = new System.IO.StreamWriter("indicators.csv");
writer.Write(sb.ToString());
} catch (IOException ioe)
{
//JAVA TO C# CONVERTER WARNING: The .NET Type.FullName property will not always yield results identical to the Java Class.getName method:
Logger.getLogger(typeof(IndicatorsToCsv).FullName).log(Level.SEVERE, "Unable to write CSV file", ioe);
} finally
{
try
{
if (writer != null)
{
writer.Close();
}
} catch (IOException)
{
}
}
}
