public void Add(DateTime TradeDate, decimal Price)
{
try
{
var trade = new BBandSignal()
{
Price = Price, CloseDate = TradeDate
};
if (this.Values.Count >= 19)
{
decimal sumOfPrices = trade.Price;
this.Values.GetRange(this.Values.Count - 19, 19).ForEach(i => sumOfPrices += i.Price);
//Middle Band 20-Day SMA
trade.SMA = Math.Round((double)(sumOfPrices / 20), 4);
//Standard Deviation formula
//SD = Sqrt((∑∣x−μ∣²)/N)
double aux = Math.Pow(Math.Abs((double)Price - trade.SMA), 2);
this.Values.GetRange(this.Values.Count - 19, 19).ForEach(i => aux += Math.Pow(((double)i.Price - trade.SMA), 2));
trade.SD = Math.Round(Math.Sqrt(aux / 20), 4);
trade.UpperBandSMA = Math.Round(trade.SMA + trade.SD * 2, 2);
trade.LowerBandSMA = Math.Round(trade.SMA - trade.SD * 2, 2);
trade.BandWidth = Math.Round(trade.UpperBandSMA - trade.LowerBandSMA, 2);
//calc trend based on the inclination
decimal y1, y2;
decimal x1, x2;
x2 = this.Values.Count;
x1 = x2 - 19;
y2 = this.Values[this.Values.Count - 1].Price;
y1 = this.Values[this.Values.Count - 19].Price;
trade.Inclination = (y2 - y1) / (x2 - x1);
trade.UpTrend = trade.Inclination > 0;
var pos = (trade.Price - (decimal)trade.LowerBandSMA) / (decimal)(trade.UpperBandSMA - trade.LowerBandSMA);
trade.Position = Math.Round(pos * 100, 4);
}
Values.Add(trade);
IndicatorReady?.Invoke(this, trade);
}
catch (Exception ex)
{
if (this.OnError != null)
{
OnError(this, ex.Message);
}
}
}
private static void tickerHndl_BBand_IndicatorReady(object sender, BBandSignal e)
{
Console.ForegroundColor = ConsoleColor.Gray;
if (!e.UpTrend && (e.Position <= (decimal)0.8))
{
//bearishing
Console.ForegroundColor = ConsoleColor.Red;
}
if (e.UpTrend && (e.Position >= (decimal)0.2))
{
//bullishing
Console.ForegroundColor = ConsoleColor.Green;
}
Console.WriteLine($"{e.CloseDate.ToString("HH:mm:ss")} Last Trade: {e.Price} - Upper Band: {e.UpperBandSMA} - Middle Band: {e.SMA} - Lower Band: {e.LowerBandSMA} - Bandwidth: {e.BandWidth} - Position: {e.Position}");
}
private void _bband_IndicatorReady(object sender, BBandSignal e)
{
BBandReady(this, e);
}