public Signal MACD(List <Double> askTemp, int longPeriod = 26, int midPeriod = 12, int shortPeriod = 9)
{
try
{
if (askTemp.Count >= longPeriod)
{
List <Double> ask = askTemp.GetRange(askTemp.Count - longPeriod, longPeriod);
macdLine.Add(exponentialMovingAverage(ask.GetRange(ask.Count - midPeriod, midPeriod)) - exponentialMovingAverage(ask));
if (macdLine.Count >= shortPeriod)
{
signalLine.Add(exponentialMovingAverage(macdLine));
}
if (macdLine.Count > shortPeriod)
{
if ((macdLine[macdLine.Count - 2] >= signalLine[signalLine.Count - 2]) && (macdLine[macdLine.Count - 1] < signalLine[signalLine.Count - 1]))
{
trendCurrent = CurrentTrend.Bearish;
return(Signal.Sell);
}
else if ((macdLine[macdLine.Count - 2] < signalLine[signalLine.Count - 2]) && (macdLine[macdLine.Count - 1] >= signalLine[signalLine.Count - 1]))
{
trendCurrent = CurrentTrend.Bullish;
return(Signal.Buy);
}
}
}
}
catch (Exception e)
{
logger.Warn("Maybe a message has been skipped");
logger.Warn(e.Message);
logger.Warn(e.StackTrace);
}
return(Signal.Hold);
}
//static public decimal SavedMoney { get; set; }
//static public decimal SavedCoins { get; set; }
public static string CsvRow()
{
return(string.Format("{0}, {1}, {2}, {3}, {4}, {5}, {6}, {7}, {8}, {9}, {10}, {11}, {12}, {13}, {14}, {15}, {16}, {17}, {18}",
CandleDate.ToString(CultureInfo.InvariantCulture),
Bid.ToString(CultureInfo.InvariantCulture),
Math.Round(EmaDiff, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(Macd, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(MacdStandard, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(Roc, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(RocSpeed, 4).ToString(CultureInfo.InvariantCulture),
CurrentTrend.ToString(),
CurrentLongTermTrend.ToString(),
SuggestedAction.ToString(),
(Action == TradeAction.Unknown || Action == TradeAction.Hold) ? "" : Action.ToString(),
Indicator,
Motivation,
Note,
Math.Round(TotMoney, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(TotCoins, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(TotValue, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(SellAt, 4).ToString(CultureInfo.InvariantCulture),
Math.Round(BuyAt, 4).ToString(CultureInfo.InvariantCulture)
));
}
public Signal BollingerBand(List <Double> bidTemp, List <Double> askTemp, int period = 20)
{
if (bidTemp.Count >= period)
{
List <Double> bid = bidTemp.GetRange(bidTemp.Count - period, period);
List <Double> ask = askTemp.GetRange(askTemp.Count - period, period);
Double upperLimit = bid.Mean() + (2 * bid.StandardDeviation());
Double lowerLimit = ask.Mean() - (2 * ask.StandardDeviation());
if (ask[ask.Count - 1] <= lowerLimit && trendBolingerBand != CurrentTrend.Bullish)
{
trendBolingerBand = CurrentTrend.Bullish;
return(Signal.Buy);
}
else if (bid[bid.Count - 1] >= upperLimit && trendBolingerBand != CurrentTrend.Bearish)
{
trendBolingerBand = CurrentTrend.Bearish;
return(Signal.Sell);
}
}
return(Signal.Hold);
}
