Esempio n. 1
0
        Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
        {
            float zf             = dsh.Ref(Info.ZF);
            bool  bIsTwoDownMode = false;
            Dictionary <String, String> ret;

            if (zf < -0.04 && zf > -0.095)
            {
                ret = selectFor(dsh, selectMode, ref sigInfo, 1, out bIsTwoDownMode);
                if (bIsTwoDownMode)
                {
                    var retDict = new Dictionary <String, String>();
                    retDict[String.Format("TwoDownMode/1")] = "";
                    return(retDict);
                }
            }
            ret = selectFor(dsh, selectMode, ref sigInfo, 0, out bIsTwoDownMode);
            if (ret == null)
            {
                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);
            }
            ret[String.Format("TwoDownMode/0")] = "";
            return(ret);
        }
Esempio n. 2
0
        public bool selectBySZ(DataStoreHelper dsh)
        {
            {
                var szzf = dsh.SZRef(Info.ZF);
                if (dsh.SZRef(Info.ZF, dsh.SZLL(Info.ZF, 3)) < -0.03 &&
                    szzf < 0.005 && szzf > -0.005 &&
                    dsh.SZUpShadow() > 0.005 && dsh.SZDownShadow() < -0.005)
                {
                    return(false);
                }
            }

            float minSZZF   = float.MaxValue;
            float maxSZZF   = float.MinValue;
            int   iSigIndex = -1;

            for (int i = 1; i <= 3; ++i)
            {
                var szzf = dsh.SZRef(Info.ZF, i);
                if (minSZZF > szzf)
                {
                    minSZZF = szzf;
                    if (minSZZF < -0.02)
                    {
                        iSigIndex = i;
                        break;
                    }
                }
                maxSZZF = Math.Max(maxSZZF, szzf);
            }
            if (iSigIndex != -1 && maxSZZF < 0.01)
            {
                var acc = dsh.SZAcc(Info.ZF, 3, iSigIndex + 1);
                if (acc > 0.02)
                {
                    return(false);
                }
            }
            if (dsh.SZAcc(Info.ZF, 6, 1) < -0.06 && dsh.SZRedCount(6, 1) < 3)
            {
                return(false);
            }
            return(true);
        }
Esempio n. 3
0
        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.IsReal())
            {
                return(null);
            }
            if (dsh.Ref(Info.OF, 1) < -0.03)
            {
                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;
            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);
                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);
                        }
                    }
                    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);
                        }
                    }
                    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 (curZf > 0)
                {
                    totalUp += curZf;
                }
                else
                {
                    totalDown += curZf;
                }
                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();
            if (dsh.Ref(Info.C) < dsh.Ref(Info.L, iSigDateIndex))
            {
                return(null);
            }
            if (dsh.Ref(Info.ZF) + Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) < -0.01)
            {
                return(null);
            }
            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 (sigDateVol > otherMaxVol * 2)
            {
                return(null);
            }
            if (otherMaxZF + zf > 0)
            {
                return(null);
            }
            sigInfo = (otherMaxZF + zf).ToString("F4");


            if (dsh.Ref(Info.LF) < -0.06)
            {
                return(null);
            }
            if (bHasUpShadowTooHight || bHasDownShadowTooLow)
            {
                return(null);
            }
            //             if (dsh.Ref(Info.OF) < -0.02)
            //             {
            //                 return null;
            //             }

            if (
                dsh.Ref(Info.ZF, 2) < 0.005 &&
                dsh.Ref(Info.ZF, 3) < 0.005)
            {
                return(null);
            }

            //             if (dsh.Ref(Info.ZF, iSigDateIndex-1) < 0 &&
            //                  dsh.Ref(Info.ZF, iSigDateIndex - 2) < 0)
            //             {
            //                 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);
            }

            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("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("prezf/{0}", dsh.Ref(Info.ZF, 1) > 0 ? "1" : "0")] = "";
            return(ret);
        }
Esempio n. 4
0
        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);
        }
Esempio n. 5
0
        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);
        }
Esempio n. 6
0
        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 > 0.03 || zf < 0.02)
            {
                return(null);
            }
            if (!dsh.IsReal())
            {
                return(null);
            }
            if (dsh.UpShadow() > 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) > -0.005)
            {
                return(null);
            }

            if (dsh.Ref(Info.ZF, 2) < 0.005 || !dsh.IsReal(2))
            {
                return(null);
            }
            if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5)
            {
                return(null);
            }
            if ((dsh.Ref(Info.C) - dsh.Ref(Info.C, 2)) / dsh.Ref(Info.C, 1) > 0.01)
            {
                return(null);
            }
            if (dsh.Ref(Info.C) > dsh.Ref(Info.O, 1))
            {
                return(null);
            }
            if ((dsh.Ref(Info.L) - dsh.Ref(Info.L, 2)) / dsh.Ref(Info.C, 1) > 0.01)
            {
                return(null);
            }
            int nTotalDownDays = dsh.EveryDown(3);

            if (nTotalDownDays < 4)
            {
                return(null);
            }
            if (dsh.EveryUp(3 + nTotalDownDays) > nTotalDownDays)
            {
                return(null);
            }
            float totalZF = dsh.AccZF(nTotalDownDays, 3);

            if (totalZF > -0.1)
            {
                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);
        }
Esempio n. 7
0
        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 > 0.03 || zf < 0.02)
            {
                return(null);
            }

            if (!dsh.IsReal())
            {
                return(null);
            }
            if (dsh.UpShadow() > 0.04)
            {
                return(null);
            }
            var of = dsh.Ref(Info.OF);

            if (of > 0.02 || of < -0.04)
            {
                return(null);
            }
            if ((dsh.Ref(Info.H) - dsh.Ref(Info.H, 1)) / dsh.Ref(Info.C, 1) < -0.03)
            {
                return(null);
            }
            int   nOccurCount     = 0;
            bool  bSearchDown     = true;
            int   iMaxSearchIndex = 1;
            float maxDownVol      = float.MinValue;
            float maxUpVol        = float.MinValue;

            for (int i = 1; i < 100; ++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 (curZF < -0.095)
                {
                    break;
                }
                if (!dsh.IsReal(i))
                {
                    return(null);
                }
                if (bSearchDown && curZF > 0)
                {
                    break;
                }
                if (!bSearchDown && curZF < 0)
                {
                    break;
                }
                if (dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, 1) < 0.01)
                {
                    break;
                }
                if (dsh.IsReal(i) && curZF < -0.01 &&
                    dsh.IsReal(i + 1) && dsh.Ref(Info.ZF, i + 1) > 0.01 &&
                    dsh.IsReal(i + 2) && dsh.Ref(Info.ZF, i + 2) < -0.01)
                {
                    ++nOccurCount;
                    iMaxSearchIndex = i;
                }
                bSearchDown = !bSearchDown;
                if (curZF > 0)
                {
                    maxUpVol = Math.Max(maxUpVol, dsh.Ref(Info.V, i));
                }
                else
                {
                    maxDownVol = Math.Max(maxDownVol, dsh.Ref(Info.V, i));
                }
            }
            if (nOccurCount != 2)
            {
                return(null);
            }
            if (dsh.Ref(Info.V) > Math.Max(maxDownVol, maxUpVol) * 1.5)
            {
                return(null);
            }
            if (maxUpVol > maxDownVol * 2)
            {
                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);
        }
Esempio n. 8
0
        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);
        }