public static TriggerDetail Create(bool isTriggered, DateTime triggerTime, double triggeredPrice, ActionTypeEnum tradeType)
{
var triggerDetail = new TriggerDetail()
{
IsTriggered = isTriggered,
TriggerTime = triggerTime,
TriggeredPrice = triggeredPrice,
TradeType = tradeType
};
return(triggerDetail);
}
public static ROCIndicator Create(double eMA9Day, double eMA12Day, double rOCOnEMA9Day,
Quote market, TriggerDetail triggerDetail)
{
var macd = new ROCIndicator()
{
ROC14Days = eMA9Day,
EMA9Day = eMA12Day,
ROCOnEMA9Day = rOCOnEMA9Day,
Quote = market,
TriggerDetail = triggerDetail
};
return(macd);
}
public ROCLists EvaluateTrigger(ROCLists indicators, int index)
{
if (indicators[index].EMA9Day <= 0)
{
return(indicators);
}
var tradeType = indicators[index].ROC14Days > indicators[index].ROCOnEMA9Day ? ActionTypeEnum.Buy : ActionTypeEnum.Sell;
var isTriggered = indicators[index - 1].TriggerDetail == null || indicators[index - 1].TriggerDetail.TradeType == tradeType ? false : true;
indicators[index].SetTriggerDetail(TriggerDetail.Create(isTriggered, indicators[index].Quote.Today, indicators[index].Quote.Close, tradeType));
return(indicators);
}
public void SetTriggerDetail(TriggerDetail triggerDetail)
{
TriggerDetail = triggerDetail;
}
