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);
}
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)
{
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);
}