コード例 #1
0
        public virtual FormulaPackage Run(IDataProvider dp)
        {
            this.DataProvider = (__Null)dp;
            FormulaData formulaData1 = FormulaBase.IF(FormulaData.op_BitwiseAnd(FormulaData.op_GreaterThanOrEqual(this.get_YEAR(), FormulaData.op_Implicit(2010.0)), FormulaData.op_GreaterThanOrEqual(this.get_MONTH(), FormulaData.op_Implicit(2.0))), FormulaData.op_Implicit(0.0), FormulaData.op_Implicit(1.0));

            formulaData1.Name = (__Null)"VAR1";
            FormulaData formulaData2 = FormulaData.op_Multiply(this.get_VOL(), this.get_C());

            formulaData2.Name = (__Null)"VAR2";
            FormulaData formulaData3 = FormulaData.op_Division(FormulaBase.EMA(formulaData2, 13.0), FormulaBase.EMA(this.get_VOL(), 13.0));

            formulaData3.Name = (__Null)"VAR3";
            FormulaData formulaData4 = FormulaData.op_Multiply(FormulaData.op_Multiply(FormulaData.op_Division(FormulaData.op_Subtraction(FormulaBase.EMA(this.get_CLOSE(), this.P1), formulaData3), formulaData3), FormulaData.op_Implicit(100.0)), formulaData1);

            formulaData4.Name = (__Null)"CYS";
            FormulaData formulaData5 = FormulaData.op_Multiply(FormulaBase.EMA(formulaData4, this.P2), formulaData1);

            formulaData5.Name = (__Null)"ML";
            FormulaData formulaData6 = FormulaData.op_Implicit(0.0);

            formulaData6.Name = (__Null)"LO";
            formulaData6.SetAttrs(" POINTDOT");
            return(new FormulaPackage(new FormulaData[3]
            {
                formulaData4,
                formulaData5,
                formulaData6
            }, ""));
        }
コード例 #2
0
ファイル: DMI.cs プロジェクト: Bulletz4mysa/NBTrade
        public virtual FormulaPackage Run(IDataProvider dp)
        {
            this.DataProvider = (__Null)dp;
            FormulaData formulaData1 = FormulaBase.SUM(FormulaBase.MAX(new FormulaData[2]
            {
                FormulaBase.MAX(new FormulaData[2]
                {
                    FormulaData.op_Subtraction(this.get_HIGH(), this.get_LOW()),
                    FormulaBase.ABS(FormulaData.op_Subtraction(this.get_HIGH(), FormulaBase.REF(this.get_CLOSE(), 1.0)))
                }),
                FormulaBase.ABS(FormulaData.op_Subtraction(this.get_LOW(), FormulaBase.REF(this.get_CLOSE(), 1.0)))
            }), this.N);

            formulaData1.Name = (__Null)"TR ";
            FormulaData formulaData2 = FormulaData.op_Subtraction(this.get_HIGH(), FormulaBase.REF(this.get_HIGH(), 1.0));

            formulaData2.Name = (__Null)"HD ";
            FormulaData formulaData3 = FormulaData.op_Subtraction(FormulaBase.REF(this.get_LOW(), 1.0), this.get_LOW());

            formulaData3.Name = (__Null)"LD ";
            FormulaData formulaData4 = FormulaBase.SUM(FormulaBase.IF(FormulaData.op_BitwiseAnd(FormulaData.op_GreaterThan(formulaData2, FormulaData.op_Implicit(0.0)), FormulaData.op_GreaterThan(formulaData2, formulaData3)), formulaData2, FormulaData.op_Implicit(0.0)), this.N);

            formulaData4.Name = (__Null)"DMP";
            FormulaData formulaData5 = FormulaBase.SUM(FormulaBase.IF(FormulaData.op_BitwiseAnd(FormulaData.op_GreaterThan(formulaData3, FormulaData.op_Implicit(0.0)), FormulaData.op_GreaterThan(formulaData3, formulaData2)), formulaData3, FormulaData.op_Implicit(0.0)), this.N);

            formulaData5.Name = (__Null)"DMM";
            FormulaData formulaData6 = FormulaData.op_Division(FormulaData.op_Multiply(formulaData4, FormulaData.op_Implicit(100.0)), formulaData1);

            formulaData6.Name = (__Null)"PDI";
            FormulaData formulaData7 = FormulaData.op_Division(FormulaData.op_Multiply(formulaData5, FormulaData.op_Implicit(100.0)), formulaData1);

            formulaData7.Name = (__Null)"MDI";
            FormulaData formulaData8 = FormulaBase.MA(FormulaData.op_Multiply(FormulaData.op_Division(FormulaBase.ABS(FormulaData.op_Subtraction(formulaData7, formulaData6)), FormulaData.op_Addition(formulaData7, formulaData6)), FormulaData.op_Implicit(100.0)), this.M);

            formulaData8.Name = (__Null)"ADX";
            FormulaData formulaData9 = FormulaData.op_Division(FormulaData.op_Addition(formulaData8, FormulaBase.REF(formulaData8, this.M)), FormulaData.op_Implicit(2.0));

            formulaData9.Name = (__Null)"ADXR";
            return(new FormulaPackage(new FormulaData[4]
            {
                formulaData6,
                formulaData7,
                formulaData8,
                formulaData9
            }, ""));
        }
コード例 #3
0
ファイル: ASI.cs プロジェクト: Bulletz4mysa/NBTrade
        public virtual FormulaPackage Run(IDataProvider dp)
        {
            this.DataProvider = (__Null)dp;
            FormulaData formulaData1 = FormulaBase.REF(this.get_CLOSE(), 1.0);

            formulaData1.Name = (__Null)"LC";
            FormulaData formulaData2 = FormulaBase.ABS(FormulaData.op_Subtraction(this.get_HIGH(), formulaData1));

            formulaData2.Name = (__Null)"AA";
            FormulaData formulaData3 = FormulaBase.ABS(FormulaData.op_Subtraction(this.get_LOW(), formulaData1));

            formulaData3.Name = (__Null)"BB";
            FormulaData formulaData4 = FormulaBase.ABS(FormulaData.op_Subtraction(this.get_HIGH(), FormulaBase.REF(this.get_LOW(), 1.0)));

            formulaData4.Name = (__Null)"CC";
            FormulaData formulaData5 = FormulaBase.ABS(FormulaData.op_Subtraction(formulaData1, FormulaBase.REF(this.get_OPEN(), 1.0)));

            formulaData5.Name = (__Null)"DD";
            FormulaData formulaData6 = FormulaBase.IF(FormulaData.op_BitwiseAnd(FormulaData.op_GreaterThan(formulaData2, formulaData3), FormulaData.op_GreaterThan(formulaData2, formulaData4)), FormulaData.op_Addition(FormulaData.op_Addition(formulaData2, FormulaData.op_Division(formulaData3, FormulaData.op_Implicit(2.0))), FormulaData.op_Division(formulaData5, FormulaData.op_Implicit(4.0))), FormulaBase.IF(FormulaData.op_BitwiseAnd(FormulaData.op_GreaterThan(formulaData3, formulaData4), FormulaData.op_GreaterThan(formulaData3, formulaData2)), FormulaData.op_Addition(FormulaData.op_Addition(formulaData3, FormulaData.op_Division(formulaData2, FormulaData.op_Implicit(2.0))), FormulaData.op_Division(formulaData5, FormulaData.op_Implicit(4.0))), FormulaData.op_Addition(formulaData4, FormulaData.op_Division(formulaData5, FormulaData.op_Implicit(4.0)))));

            formulaData6.Name = (__Null)"R";
            FormulaData formulaData7 = FormulaData.op_Subtraction(FormulaData.op_Addition(FormulaData.op_Addition(FormulaData.op_Subtraction(this.get_CLOSE(), formulaData1), FormulaData.op_Division(FormulaData.op_Subtraction(this.get_CLOSE(), this.get_OPEN()), FormulaData.op_Implicit(2.0))), formulaData1), FormulaBase.REF(this.get_OPEN(), 1.0));

            formulaData7.Name = (__Null)"X";
            FormulaData formulaData8 = FormulaData.op_Multiply(FormulaData.op_Division(FormulaData.op_Multiply(FormulaData.op_Implicit(16.0), formulaData7), formulaData6), FormulaBase.MAX(new FormulaData[2]
            {
                formulaData2,
                formulaData3
            }));

            formulaData8.Name = (__Null)"SI";
            FormulaData formulaData9 = FormulaBase.SUM(formulaData8, 0.0);

            formulaData9.Name = (__Null)"ASI";
            return(new FormulaPackage(new FormulaData[1]
            {
                formulaData9
            }, ""));
        }