public virtual Dictionary <String, String> selectFor(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.02)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, 3) > 0)
{
return(null);
}
if (dsh.AccZF(3) < 0.05)
{
return(null);
}
if (dsh.AccZF(3, 3) > 0)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 2)
{
return(null);
}
for (int i = 0; i < 4; ++i)
{
if (dsh.DownShadow(i) < -0.04)
{
return(null);
}
if ((dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1)) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.OF, i) > 0.02 && dsh.Ref(Info.ZF, i) < -0.02)
{
return(null);
}
}
var hhCO = dsh.HH(Info.CO, 8);
if (dsh.Ref(Info.ZF, hhCO) > 0)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.LL(Info.ZF, 8)) < -0.095)
{
return(null);
}
if (dsh.HH(Info.V, 6) == 0)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0 || zf < -0.06)
{
return(null);
}
if (dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > 0)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetRealUp = false;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxVol = float.MinValue;
float otherMaxZF = float.MinValue;
float otherMaxC = 0;
float otherMaxH = 0;
float sigDateVol = 0;
float sigZF = 0;
float minDownShadow = float.MaxValue;
float maxUpShadow = float.MinValue;
float totalUp = 0;
float totalDown = 0;
float otherMinZF = float.MaxValue;
float otherMaxCO = float.MinValue;
bool bMeetTradeSigAllready = false;
int nNotRealCount = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curLf = dsh.Ref(Info.LF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
var coRate = dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1);
if (curZf > 0 && curZf < 0.095 && coRate > 0.05 &&
vol > dsh.MA(Info.V, 5, i + 1) && dsh.HH(Info.CO, 30, i) == i)
{
for (int j = i + 1; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > vol && dsh.Ref(Info.C, j) < dsh.Ref(Info.O, j))
{
return(null);
}
}
if (dsh.AccZF(8, i + 1) < -0.1)
{
return(null);
}
if (dsh.AccZF(3, i + 1) > 0.095)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 20, i);
if (dsh.Ref(Info.C, iMaxVolIndex) > dsh.Ref(Info.O, iMaxVolIndex))
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
break;
}
}
if (curOf < -0.04)
{
return(null);
}
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (!dsh.IsReal(i))
{
++nNotRealCount;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (curZf < -0.03 && dsh.Ref(Info.ZF, i - 1) > 0)
{
bMeetTradeSigAllready = true;
}
float upShadow = dsh.UpShadow(i);
float downShadow = dsh.DownShadow(i);
if (upShadow > maxUpShadow)
{
maxUpShadow = upShadow;
}
if (downShadow < minDownShadow)
{
minDownShadow = downShadow;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
otherMaxVol = Math.Max(vol, otherMaxVol);
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
otherMinZF = Math.Min(otherMinZF, curZf);
otherMaxCO = Math.Max(otherMaxCO, dsh.Ref(Info.CO, i));
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
if (otherMinZF > 0.02)
{
return(null);
}
if (nNotRealCount > 1)
{
return(null);
}
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (maxUpShadow > 0.03)
{
bHasUpShadowTooHight = true;
}
if (minDownShadow < -0.03)
{
bHasDownShadowTooLow = true;
}
if (nUpCount < 2)
{
return(null);
}
if (otherMaxH < dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (dsh.Ref(Info.C) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
if (otherMaxZF + zf > 0)
{
return(null);
}
if (otherMaxZF + zf < -0.02)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF stra = (IStrategy_LF)this;
if (!meetBuyChance(dsh, selectMode))
{
return(null);
}
if (dsh.Ref(Info.OF) > 0.04 || dsh.Ref(Info.OF) < -0.015 || dsh.Ref(Info.ZF, 1) < -0.02 || dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.CO, 1) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curOf < 0.03 && curZf > 0.03 && curZf < 0.095 &&
dsh.Ref(Info.OF, i + 1) < 0.03 && dsh.Ref(Info.ZF, i + 1) > 0.03)
{
for (int j = i + 2; j < i + 5; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
break;
}
if (dsh.Ref(Info.ZF, j) > 0.05)
{
return(null);
}
}
bool bHasDown = false;
for (int j = i + 2; j < i + 7; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
bHasDown = true;
break;
}
}
if (dsh.AccZF(8, i + 2) < -0.15)
{
return(null);
}
float preVol = dsh.Ref(Info.V, i + 1);
float chkVol = Math.Max(vol, preVol);
for (int j = i + 2; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > chkVol * 2)
{
return(null);
}
}
if (!bHasDown)
{
return(null);
}
sumOfSigDateZF = curZf + dsh.Ref(Info.ZF, i + 1);
if (sumOfSigDateZF > 0.1)
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
int iMaxCOIndex = dsh.HH(Info.CO, 30, 1);
if (dsh.Ref(Info.ZF, iMaxCOIndex) < 0)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() - 0.01) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) + dsh.Ref(Info.ZF, iSigDateIndex + 2) < -0.01)
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
return(EmptyRateItemButSel);
// var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
// if (delta > -0.01)
// {
// return null;
// }
// var ret = new Dictionary<String, String>();
// ret[String.Format("sumSig/{0}", sumOfSigDateZF>0.12 ? "1": "0")] = "";
// ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
// ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
// ret[String.Format("diffzf/{0}", otherMaxZF + zf > -0.02 ? "1" : "0")] = "";
// return ret;
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.01)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
if ((dsh.Ref(Info.C, 1) - dsh.Ref(Info.L, 3)) / dsh.Ref(Info.C, 1) > 0)
{
return(null);
}
if (dsh.Ref(Info.HL, 1) > dsh.Ref(Info.HL, 2) * 2)
{
return(null);
}
if (dsh.Ref(Info.HL, 2) > dsh.Ref(Info.HL, 1) * 2)
{
return(null);
}
if (dsh.Ref(Info.C) < dsh.Ref(Info.O, 1))
{
return(null);
}
if ((dsh.Ref(Info.C, 1) - dsh.Ref(Info.O, 5)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
if (dsh.Ref(Info.L) < dsh.Ref(Info.L, 1) && dsh.Ref(Info.H) > dsh.Ref(Info.H, 1))
{
return(null);
}
if (dsh.AccZF(2, 1) < -0.1)
{
return(null);
}
if (dsh.AccZF(3) > 0.02)
{
return(null);
}
if (dsh.AccZF(2) < -0.04)
{
return(null);
}
var accZF6 = dsh.AccZF(6);
if (accZF6 > 0.08)
{
return(null);
}
int nDownCount = 2;
if (dsh.EveryDown(1) != nDownCount)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 1) < 0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.ZF, 6)) < 0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 2) > -0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 3) < 0.01)
{
return(null);
}
var upV = dsh.Acc(Info.V, 6, 0, 1);
var downV = dsh.Acc(Info.V, 6, 0, -1);
if (upV > downV * 1.5)
{
return(null);
}
for (int i = 0; i <= 5; ++i)
{
var curOF = dsh.Ref(Info.OF, i);
var curZF = dsh.Ref(Info.ZF, i);
if (!dsh.IsReal(i))
{
return(null);
}
if (curZF > 0.095 || curZF < -0.095)
{
return(null);
}
if (curOF > 0.02 && curZF < 0)
{
return(null);
}
if (curOF < -0.02 && curZF < 0)
{
return(null);
}
if (dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1) < 0.006)
{
return(null);
}
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.01)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF < 0.01)
{
return(null);
}
if (szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
var recentMaxSZZF = dsh.SZRef(Info.ZF, dsh.SZHH(Info.ZF, 10, 1));
if (recentMaxSZZF < 0.005)
{
return(null);
}
var minSZZFIndex = dsh.SZLL(Info.ZF, 8, 1);
if (dsh.SZRef(Info.ZF, minSZZFIndex) > -0.005)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
var of = dsh.Ref(Info.OF);
if (of > 0.02 || of < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.02 || dsh.Ref(Info.ZF, 1) < -0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < -0.02)
{
return(null);
}
if (zf + dsh.Ref(Info.ZF, 1) < 0)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5)
{
return(null);
}
for (int i = 1; i < 8; ++i)
{
var curZF = dsh.Ref(Info.ZF, i);
var curOf = dsh.Ref(Info.OF, i);
if (curOf > 0.04 && curZF < 0)
{
return(null);
}
if (curOf < -0.02 && curZF < 0)
{
return(null);
}
}
if (dsh.AccZF(8, 1) < -0.1)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.CO, 10)) > 0)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 10);
if (dsh.Ref(Info.C, iMaxVolIndex) > dsh.Ref(Info.O, iMaxVolIndex))
{
return(null);
}
if ((dsh.Ref(Info.H, dsh.HH(Info.H, 8)) - dsh.Ref(Info.L, dsh.LL(Info.L, 8))) / dsh.Ref(Info.C, 1) > 0.2)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF_M stra = (IStrategy_LF_M)this;
int nowMiniute = Utils.NowMinute();
if (nowMiniute < 60)
{
return(null);
}
if (dsh.stock_.name_.ToUpper().IndexOf("ST") != -1)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.ZF, 10)) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.LL(Info.ZF, 10)) < -0.095)
{
return(null);
}
var hf = dsh.Ref(Info.HF);
if (hf > 0.05 || hf < 0.01)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
var lastDayC = dsh.Ref(Info.C, 1);
var gllc = dsh.Ref(Info.L);
var ghhc = dsh.Ref(Info.H);
var c = dsh.Ref(Info.C);
var o = dsh.Ref(Info.O);
if (c >= lastDayC)
{
return(null);
}
if (ghhc <= lastDayC)
{
return(null);
}
var rsh = dsh.newRuntimeDsh();
var c5 = rsh.Ref(Info.C, 5);
if ((c - c5) / lastDayC > -0.01)
{
return(null);
}
var c10 = rsh.Ref(Info.C, 10);
if ((c - c10) / lastDayC > -0.015)
{
return(null);
}
var c15 = rsh.Ref(Info.C, 15);
if ((c - c15) / lastDayC > -0.02)
{
return(null);
}
var c20 = rsh.Ref(Info.C, 20);
if ((c - c20) / lastDayC < -0.025)
{
return(null);
}
var c25 = rsh.Ref(Info.C, 25);
if ((c - c25) / lastDayC < -0.03)
{
return(null);
}
var c30 = rsh.Ref(Info.C, 30);
if ((c - c30) / lastDayC > -0.035)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf > 0.002 || zf < -0.002)
{
return(null);
}
// if (Math.Abs(dsh.Ref(Info.C) - dsh.Ref(Info.C, 1)) > 0.02*Setting.NormalizeRate)
// {
// return null;
// }
if (dsh.Ref(Info.HF) < 0.012)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.04 || dsh.Ref(Info.ZF, 2) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) < 0.01 || dsh.Ref(Info.ZF, 1) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 3) < -0.095)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.2 && dsh.Ref(Info.V) > dsh.Ref(Info.V, 2) * 1.2)
{
return(null);
}
if (dsh.Ref(Info.OF) < -0.002 || dsh.Ref(Info.OF) > 0.005)
{
return(null);
}
if (dsh.AccZF(8, 3) < -0.15)
{
return(null);
}
var accZF3 = dsh.AccZF(3, 3);
if (accZF3 > 0.02 && accZF3 < 0.05)
{
return(null);
}
if (accZF3 > 0.1)
{
return(null);
}
if (dsh.Ref(Info.OF, 1) > 0.03)
{
return(null);
}
if (dsh.Ref(Info.OF, 2) > 0.03)
{
return(null);
}
if (dsh.Ref(Info.HF, 1) > 0.095)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 20, 3);
if (dsh.Ref(Info.C, iMaxVolIndex) < dsh.Ref(Info.O, iMaxVolIndex))
{
return(null);
}
else
{
if (dsh.Ref(Info.HF, iMaxVolIndex - 1) <= 0 &&
dsh.Ref(Info.L, iMaxVolIndex - 1) <= dsh.Ref(Info.L, iMaxVolIndex))
{
return(null);
}
if (dsh.UpShadow(iMaxVolIndex) > 0.06)
{
return(null);
}
}
for (int i = 0; i < 8; ++i)
{
if (dsh.UpShadow(i) > 0.04)
{
return(null);
}
}
int iMaxCOIndex = dsh.HH(Info.CO, 30, 1);
if (dsh.Ref(Info.C, iMaxCOIndex) > dsh.Ref(Info.O, iMaxCOIndex))
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("of/{0}", dsh.Ref(Info.OF) > 0 ? "1" : "-1")] = "";
ret[String.Format("hf/{0}", dsh.Ref(Info.HF) > 0.02 ? "1" : "-1")] = "";
ret[String.Format("zf/{0}", Math.Abs(dsh.Ref(Info.ZF)) > 0.001 ? "1" : "-1")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.02 || zf > 0.03)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.Ref(Info.OF) < -0.015)
{
return(null);
}
if (dsh.EveryDown(1) >= 3)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.02 || dsh.Ref(Info.ZF, 1) < -0.05)
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
if (dsh.Ref(Info.CO) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
if (dsh.AccZF(8) > -0.1)
{
return(null);
}
if (dsh.AccZF(2) > 0)
{
return(null);
}
if (dsh.HH(Info.V, 8) == 0)
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < -0.01)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
for (int i = 1; i < 8; ++i)
{
var curZF = dsh.Ref(Info.ZF, i);
var curOF = dsh.Ref(Info.OF, i);
if (curZF < -0.095 || curZF > 0.095)
{
return(null);
}
if (curOF > 0.04 && dsh.IsGreen(i))
{
return(null);
}
if (dsh.IsUpStopEveryDay(3, i))
{
return(null);
}
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0 || zf < -0.095)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nDownCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMinZF = float.MaxValue;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
float otherMaxDownV = 0;
float minSigV = float.MaxValue;
float totalUp = 0;
float totalDown = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
var preVol = dsh.Ref(Info.V, i + 1);
if (dsh.Ref(Info.OF, i) > 0.03 && curZf < 0)
{
return(null);
}
float ma5 = dsh.MA(Info.V, 10, i + 2);
float hhv = dsh.Ref(Info.V, dsh.HH(Info.V, 5, i + 2));
if (curZf > 0.01 && curPreZf > 0.01 && vol > 1.3 * hhv && preVol > 1.3 * hhv && (vol < vRate_ * preVol && preVol < vRate_ * vol) && vol / ma5 > vRate_ &&
preVol / ma5 > vRate_ && dsh.Ref(Info.ZF, i + 2) < 0.05 &&
dsh.Ref(Info.V, i + 2) / dsh.MA(Info.V, 5, i + 3) < vRate_)
{
for (int j = i + 2; j < i + 7; j++)
{
if (dsh.Ref(Info.ZF, j) < -0.095)
{
return(null);
}
}
if (dsh.AccZF(2, i) < 0.05)
{
return(null);
}
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
minSigV = Math.Min(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0.005 && dsh.IsReal(i))
{
nUpCount++;
}
else if (curZf < -0.005 && dsh.IsReal(i))
{
nDownCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMinZF = Math.Min(otherMinZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
if (curZf < 0)
{
otherMaxDownV = Math.Max(otherMaxDownV, vol);
}
}
if (iSigDateIndex == -1)
{
return(null);
}
// sigInfo = dsh.Date(iSigDateIndex).ToString();
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (otherMaxZF + zf > 0)
{
return(null);
}
sigInfo = (otherMaxZF + zf).ToString("F4");
if (otherMaxZF + zf < -0.02)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
if (Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) + dsh.Ref(Info.ZF, iSigDateIndex + 2) < -0.01)
{
return(null);
}
var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("sumSig/{0}", sumOfSigDateZF > 0.12 ? "1" : "0")] = "";
ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
ret[String.Format("maxZF/{0}", otherMaxZF + zf > -0.01 ? "1" : "0")] = "";
ret[String.Format("diffzf/{0}", otherMaxZF + zf > -0.02 ? "1" : "0")] = "";
return(ret);
}