private int CheckEnterCondition(string name, float candleClose)
{
var currentPair = new PriceRsi(candleClose, null);
var currentPairs = rsiClosePairs[name];
currentPairs.Add(currentPair);
if (currentPairs.Length < currentPairs.MaxQueueLength)
{
return(0);
}
currentPair.Rsi = CalculateRsi(currentPairs);
for (var i = M; i < N; i++)
{
var previousPair = currentPairs.ElementAt(currentPairs.MaxQueueLength - i - 1);
if (!previousPair.Rsi.HasValue)
{
continue;
}
var diffClose = Math.Sign(currentPair.Price - previousPair.Price);
var diffRsi = Math.Sign(currentPair.Rsi.Value - previousPair.Rsi.Value);
if (diffClose == diffRsi || diffRsi == 0)
{
continue;
}
return(diffRsi);
}
return(0);
}
private int CheckEnterCondition(string name, float candleClose)
{
var currentPair = new PriceRsi(candleClose, null);
var currentPairs = rsiClosePairs[name];
currentPairs.Add(currentPair);
if (currentPairs.Length < currentPairs.MaxQueueLength)
return 0;
currentPair.Rsi = CalculateRsi(currentPairs);
for (var i = M; i < N; i++)
{
var previousPair = currentPairs.ElementAt(currentPairs.MaxQueueLength - i - 1);
if (!previousPair.Rsi.HasValue)
continue;
var diffClose = Math.Sign(currentPair.Price - previousPair.Price);
var diffRsi = Math.Sign(currentPair.Rsi.Value - previousPair.Rsi.Value);
if (diffClose == diffRsi || diffRsi == 0)
continue;
return diffRsi;
}
return 0;
}
