private SignalStatus MacdStatus(Symbol symbol)
{
var status = new SignalStatus();
if (!_macdHistograms.ContainsKey(symbol) ||
!_macdHistograms[symbol].IsReady)
{
return(status);
}
var histograms = _macdHistograms[symbol].Select(x => x.Value).ToList();
var daysSinceInSellRange = histograms.FindIndex(x => x < 0);
if (histograms[0] > 0 && daysSinceInSellRange > 0)
{
status.Direction = InsightDirection.Up;
status.DaysPastSignal = daysSinceInSellRange - 1;
}
var daysSinceInBuyRange = histograms.FindIndex(x => x > 0);
if (histograms[0] < 0 && daysSinceInBuyRange > 0)
{
status.Direction = InsightDirection.Down;
status.DaysPastSignal = daysSinceInBuyRange - 1;
}
return(status);
}
private SignalStatus StoStatus(Symbol symbol)
{
var status = new SignalStatus();
if (!_stos.ContainsKey(symbol) ||
!_stos[symbol].IsReady)
{
return(status);
}
var stos = _stos[symbol].Select(x => x.Value).ToList();
var daysSinceOutBuyRange = stos.FindIndex(x => x > StoBuyThreshold) - 1;
if (stos[0] <= StoBuyThreshold && daysSinceOutBuyRange > 0)
{
status.DaysPastSignal = daysSinceOutBuyRange;
status.Direction = InsightDirection.Up;
}
var daysSinceOutSellRange = stos.FindIndex(x => x < StoSellThreshold) - 1;
if (stos[0] >= StoSellThreshold && daysSinceOutSellRange > 0)
{
status.DaysPastSignal = daysSinceOutSellRange;
status.Direction = InsightDirection.Down;
}
return(status);
}
