private Stock_Report GetStockReportData(Stock stock)
{
try
{
List <Candel> candels = stock.Stock_Quote.Select(sq => new Candel()
{
Date = sq.date_round,
Close = sq.closing,
Maximun = sq.maximun,
Minimun = sq.minimun,
Open = sq.opening,
Visible = true,
Volume = (double)sq.volume
}).ToList();
if (candels.Any())
{
MA ma20 = new MA(candels, 20, "");
MA ma50 = new MA(candels, 50, "");
MA ma200 = new MA(candels, 200, "");
EMA ema12 = new EMA(candels, 12, "", false);
EMA ema20 = new EMA(candels, 20, "", false);
EMA ema26 = new EMA(candels, 26, "", false);
RSI rsi14 = new RSI(candels, 14, 0, 0, "", "");
Momentum momentum12 = new Momentum(candels, 12, "", "");
StochasticOscillatorFast soFast = new StochasticOscillatorFast(candels, 14, 0, 0, "", "", "");
MACD macd1226 = new MACD(candels, 12, 26, 9, "", "");
BoolingerBands boolinger20 = new BoolingerBands(candels, 20, "");
WilliansR williansr14 = new WilliansR(candels, 14, 0, 0, "", "", "");
Stock_Report result = new Stock_Report();
result.Stock_ID = stock.Id;
result.Price = stock.Stock_Quote.Last().closing;
result.Date_Round = stock.Stock_Quote.Last().date_round;
result.MA20 = ma20.Series[0].Data.Last().Value;
result.MA50 = ma50.Series[0].Data.Last().Value;
result.MA200 = ma200.Series[0].Data.Last().Value;
result.RSI14 = rsi14.Series[0].Data.Last().Value;
result.Momentum12 = momentum12.Series[0].Data.Last().Value;
result.SOFast_k14 = (soFast.Series[0].Data.Any()) ? soFast.Series[0].Data.Last().Value : 0;
result.SOFast_d3 = (soFast.Series[1].Data.Any()) ? soFast.Series[1].Data.Last().Value : 0;
result.EMA12 = ema12.Series[0].Data.Last().Value;
result.EMA26 = ema26.Series[0].Data.Last().Value;
result.MACD2612 = macd1226.Series[0].Data.Last().Value;
result.MA9 = macd1226.Series[1].Data.Last().Value;
result.EMA20 = ema20.Series[0].Data.Last().Value;
result.BoolUP = boolinger20.Series[1].Data.Last().Value;
result.BoolLOW = boolinger20.Series[2].Data.Last().Value;
result.WilliansR = (williansr14.Series[0].Data.Any()) ? williansr14.Series[0].Data.Last().Value : 0;
return(result);
}
return(null);
}
catch (Exception ex)
{
throw ex;
}
}
public void CanSerializeToXml_RSI()
{
var source = new RSI
{
Symbol = "A",
Date = DateTime.Today,
PercentGT50 = 1.0,
Avg = 2.0,
LastRSI = 3.0,
TotalDays = 4,
MaxContGT50Days = 5,
AvgContGT50Days = 6,
MaxContLT50Days = 7,
AvgContLT50Days = 8,
LastContDays = 9,
};
var i = source.ToIndicator();
var target = EntityHelper.DeserializeFromXml <RSI>(i.Data);
Assert.IsTrue(source.Symbol == target.Symbol);
Assert.IsTrue(source.Date == target.Date);
Assert.IsTrue(source.PercentGT50 == target.PercentGT50);
Assert.IsTrue(source.Avg == target.Avg);
Assert.IsTrue(source.LastRSI == target.LastRSI);
Assert.IsTrue(source.TotalDays == target.TotalDays);
Assert.IsTrue(source.MaxContGT50Days == target.MaxContGT50Days);
Assert.IsTrue(source.AvgContGT50Days == target.AvgContGT50Days);
Assert.IsTrue(source.MaxContLT50Days == target.MaxContLT50Days);
Assert.IsTrue(source.AvgContLT50Days == target.AvgContLT50Days);
Assert.IsTrue(source.LastContDays == target.LastContDays);
}
private TrendDirection Get4HDirection()
{
// check the 4h chart
EMA fastEMA = EMA(BarsArray[1], EMAFastPeriod);
EMA slowEMA = EMA(BarsArray[1], EMASlowPeriod);
Stochastics stoch = Stochastics(BarsArray[1], StochPeriodD, StochPeriodK, StochSmooth);
RSI rsi = RSI(BarsArray[1], RSIPeriod, RSISmooth);
// long
if (fastEMA[0] > slowEMA[0] && Rising(fastEMA) && rsi[0] > RSIUpper && Rising(stoch) && stoch[0] < StochUpper)
{
// BackColor = Color.LightGreen;
return(TrendDirection.Long);
}
// short
if (fastEMA[0] < slowEMA[0] && Falling(fastEMA) && rsi[0] < RSIUpper && Falling(stoch) && stoch[0] > StochLower)
{
// BackColor = Color.Pink;
return(TrendDirection.Short);
}
return(TrendDirection.Neutral);
}
private TrendDirection Get15MinuteDirection()
{
EMA fastEMA = EMA(EMAFastPeriod);
EMA slowEMA = EMA(EMASlowPeriod);
Stochastics stoch = Stochastics(StochPeriodD, StochPeriodK, StochSmooth);
RSI rsi = RSI(RSIPeriod, RSISmooth);
MACD macd = MACD(MACDFast, MACDSlow, MACDSmooth);
// long
if (CrossAbove(slowEMA, fastEMA[0], CrossoverLookbackPeriod) &&
rsi[0] > RSIUpper &&
Rising(stoch) &&
stoch[0] < StochUpper &&
(CrossAbove(0, macd.Diff, CrossoverLookbackPeriod) || (macd.Diff[0] < 0 && Rising(macd.Diff)))) // macd.diff should be just starting to rise
{
return(TrendDirection.Long);
}
// short
if (CrossBelow(slowEMA, fastEMA[0], CrossoverLookbackPeriod) &&
rsi[0] < RSIUpper &&
Falling(stoch) &&
stoch[0] > StochLower &&
(CrossBelow(0, macd.Diff, CrossoverLookbackPeriod) || (macd.Diff[0] > 0 && Falling(macd.Diff)))) // macd.diff should be just starting to fall
{
return(TrendDirection.Short);
}
return(TrendDirection.Neutral);
}
public void TestRSI()
{
var prices = new List <decimal>
{
44.34m, 44.09m, 44.15m, 43.61m, 44.33m, 44.83m, 45.10m, 45.42m, 45.84m, 46.08m, 45.89m,
46.03m, 45.61m, 46.28m, 46.28m, 46.00m, 46.03m, 46.41m, 46.22m, 45.64m, 46.21m, 46.25m,
45.71m, 46.45m, 45.78m, 45.35m, 44.03m, 44.18m, 44.22m, 44.57m, 43.42m, 42.66m, 43.13m,
};
var referenceResults = new List <decimal>
{
00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m, 00.00m,
00.00m, 00.00m, 00.00m, 70.53m, 66.32m, 66.55m, 69.41m, 66.36m, 57.97m, 62.93m, 63.26m,
56.06m, 62.38m, 54.71m, 50.42m, 39.99m, 41.46m, 41.87m, 45.46m, 37.30m, 33.08m, 37.77m,
};
var results = new List <decimal>();
IFinancialIndicator rsi = new RSI(14);
prices.ForEach(price => {
rsi.Update(price);
results.Add(rsi.Value);
});
// la verificación no es posible
//for (int i = 0; i < results.Count; i++) {
// Assert.AreEqual(referenceResults[i], results[i]);
//}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDescriptionSampleMultiInstrument;
Name = NinjaTrader.Custom.Resource.NinjaScriptStrategyNameSampleMultiInstrument;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
AddDataSeries("MSFT", Data.BarsPeriodType.Minute, 1);
// Sets a 20 tick trailing stop for an open position
SetTrailStop(CalculationMode.Ticks, 20);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
adx = ADX(14);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
}
}
/// <summary>
/// In this function we do all the work and send back the OrderAction.
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public OrderAction?calculate(IDataSeries data, IDataSeries open, IDataSeries high, IOrder longorder, IOrder shortorder, int bollinger_period, double bollinger_standarddeviation, int momentum_period, int rsi_period, int rsi_smooth, int rsi_level_low, int rsi_level_high, int momentum_level_low, int momentum_level_high)
{
//Calculate BB
Bollinger bb = Bollinger(data, bollinger_standarddeviation, bollinger_period);
Momentum mom = Momentum(data, momentum_period);
RSI rsi = RSI(data, rsi_period, rsi_smooth);
bb_lower = bb.Lower[0];
bb_middle = bb.Middle[0];
bb_upper = bb.Upper[0];
//if (high[0] > open[1])
//{
if (mom[0] >= momentum_level_high && rsi[0] <= rsi_level_low && data[0] <= bb.Lower[0] && data[1] <= bb.Lower[1] && data[2] <= bb.Lower[2])
{
return(OrderAction.Buy);
}
else if (mom[0] <= momentum_level_low && rsi[0] >= rsi_level_high && data[0] >= bb.Upper[0] && data[1] >= bb.Upper[1] && data[2] >= bb.Upper[2])
{
return(OrderAction.SellShort);
}
else if (data[0] >= bb.Upper[0] && longorder != null)
{
//currently we left the building on the upper band, is it better if we switch to a stop?
return(OrderAction.Sell);
}
else if (data[0] <= bb.Lower[0] && shortorder != null)
{
return(OrderAction.BuyToCover);
}
//}
return(null);
}
protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = "Hedge by itself";
Name = "StgSelfHedger";
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
Calculate = Calculate.OnBarClose;
//IsFillLimitOnTouch = false;
TraceOrders = false;
BarsRequiredToTrade = 22;
IsUnmanaged = false;
//IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("MNQ 06-20", Data.BarsPeriodType.Minute, 13);
// Sets a 20 tick trailing stop for an open position
SetTrailStop(CalculationMode.Ticks, 20);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
adx = ADX(14);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
}
}
//populate
public override void Populate()
{
TimeSeries source = Parameters[0].AsTimeSeries;
Int32 period = Parameters[1].AsInt;
Double multiplier = Parameters[2].AsDouble;
bool useSD = Parameters[3].AsBoolean;
DateTimes = source.DateTimes;
TimeSeries overbought = null;
RSI rsi = new RSI(source, period);
if (useSD)
{
StdDev sd = new StdDev(rsi, period);
overbought = 50 - multiplier * sd;
}
else
{
SMA sma = new SMA(rsi, period);
overbought = new SMA((rsi - sma).Abs(), period);
overbought = 50 - multiplier * overbought;
}
//modify the code below to implement your own indicator calculation
for (int n = 0; n < source.Count; n++)
{
Values[n] = overbought[n];
}
}
public override void GetAll(IIndicatorValues Ind)
{
int period = (int)this.IndicatorParameters.List[0];
decimal thresholdPercentage = (decimal)this.IndicatorParameters.List[1];
if (!Ind.RSI(period, thresholdPercentage).IsPopulated)
{
int oldCurrentBar = Ind.Bar.CurrentBar;
for (int i = 1; i <= Ind.Bar.MaxBar; i++)
{
Ind.Bar.CurrentBar = i;
object prototype = null;
if (i == 1)
{
prototype = new RSI(thresholdPercentage);
}
else
{
prototype = (RSI)Ind.RSI(period, thresholdPercentage)[1].Clone();
}
Get(ref prototype, Ind);
Ind.RSI(period, thresholdPercentage)[0] = (RSI)prototype;
Ind.RSI(period, thresholdPercentage).IsPopulated = true; // set here so instance is guaranteed to exits
}
Ind.Bar.CurrentBar = oldCurrentBar;
}
}
public override void PopulateExtendedIndicators(Entity.Indicator[] indArray)
{
double[] close = new double[indArray.Length];
double?[] rsiOutput = new double?[indArray.Length];
double?[] rsiOutput_Acc = new double?[indArray.Length];
for (int i = 0; i < indArray.Length; i++)
{
if (indArray[i].Close.HasValue)
{
close[i] = indArray[i].Close.Value;
}
else
{
close[i] = 0;
}
}
RSI.Calculate(close, 2, rsiOutput);
GenericHelper.GetAccumulate(rsiOutput, 2, 2, rsiOutput_Acc);
for (int i = 0; i < indArray.Length; i++)
{
indArray[i].ExtendedIndicators = new Dictionary <string, double?>();
indArray[i].ExtendedIndicators.Add("RSI2", rsiOutput[i]);
indArray[i].ExtendedIndicators.Add("RSI2ACC", rsiOutput_Acc[i]);
}
}
protected override void Create()
{
m_RSI = new RSI(this);
m_myrsi = new VariableSeries <Double>(this);
m_RsiLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiLE", EOrderAction.Buy));
}
public override void Load(IResourceCache cache, ResourcePath path)
{
var manifestPath = path / "meta.json";
string manifestContents;
using (var manifestFile = cache.ContentFileRead(manifestPath))
using (var reader = new StreamReader(manifestFile))
{
manifestContents = reader.ReadToEnd();
}
if (RSISchema != null)
{
var errors = RSISchema.Validate(manifestContents);
if (errors.Count != 0)
{
Logger.Error($"Unable to load RSI from '{path}', {errors.Count} errors:");
foreach (var error in errors)
{
Logger.Error("{0}", error.ToString());
}
throw new RSILoadException($"{errors.Count} errors while loading RSI. See console.");
}
}
// Ok schema validated just fine.
var manifestJson = JObject.Parse(manifestContents);
var size = manifestJson["size"].ToObject <Vector2u>();
var rsi = new RSI(size);
var images = new List <Image <Rgba32> >();
var directionFramesList = new List <(Texture, float)[]>();
public override bool OnExecution()
{
BinanceConnectorNode binanceConnector = this.InParameters["connection"].GetValue() as BinanceConnectorNode;
var result = binanceConnector.Client.FuturesUsdt.Market.GetKlines(this.InParameters["symbol"].GetValue().ToString(), global::Binance.Net.Enums.KlineInterval.OneHour);
RSI rsi = new RSI(30);
List <Ohlc> ohlcList = new List <Ohlc>();
foreach (var candle in result.Data)
{
ohlcList.Add(new Ohlc()
{
Date = candle.CloseTime,
Open = (double)candle.Open,
High = (double)candle.High,
Low = (double)candle.Low,
Close = (double)candle.Close,
Volume = (double)candle.QuoteVolume,
AdjClose = 1
});
}
rsi.Load(ohlcList);
var serie = rsi.Calculate();
this.OutParameters["RSI"].SetValue(serie.RSI.LastOrDefault());
return(true);
}
public ConnorsRSI(DataSeries ds, int periodRSI, int periodStreak, int periodPR, string description)
: base(ds, description)
{
base.FirstValidValue = Math.Max(Math.Max(periodRSI, periodStreak), periodPR);
if (FirstValidValue <= 1)
{
return;
}
ConsecDaysDown cdd = ConsecDaysDown.Series(ds, 0);
ConsecDaysUp cdu = ConsecDaysUp.Series(ds, 0);
DataSeries streak = new DataSeries(ds, "streak");
for (int bar = 0; bar < ds.Count; bar++)
{
streak[bar] = cdd[bar] > 0 ? -cdd[bar] : cdu[bar] > 0 ? cdu[bar] : 0;
}
RSI rsi3 = RSI.Series(ds, periodRSI);
RSI rsiStreak = RSI.Series(streak, periodStreak);
ROC ret = ROC.Series(ds, 1);
DataSeries pr = PercentRank.Series(ret, periodPR) * 100.0;
DataSeries connorsRSI = (rsi3 + rsiStreak + pr) / 3;
for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = connorsRSI[bar];
}
}
public Indicator AnalyzeData(DataState state)
{
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
double[] RsiValues = RSICalculator.CalculateRsi(RSICalculator.Period, closePrices);
if (RsiValues.Length == 0)
{
return(null);
}
var cont = new ContinuousCalculator(RsiValues, r => r > 50.0);
RSI value = new RSI();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.Avg = RsiValues.Average();
value.LastRSI = AlgorithmHelper.GetLast(RsiValues);
value.PercentGT50 = RsiValues.Where(r => r > 50).Count() * 100 / RsiValues.Count();
value.TotalDays = RsiValues.Count();
value.MaxContGT50Days = cont.TrueMax;
value.MaxContLT50Days = cont.FalseMax;
value.AvgContGT50Days = cont.TrueAvg;
value.AvgContLT50Days = cont.FalseAvg;
value.LastContDays = cont.LastCont;
return(value.ToIndicator());
}
protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = "Free Sample Strategy using MA Cross";
Name = "StgFreeSample";
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
Calculate = Calculate.OnBarClose;
//IsFillLimitOnTouch = false;
TraceOrders = false;
BarsRequiredToTrade = 22;
IsUnmanaged = false;
OrderFillResolution = OrderFillResolution.Standard;
EntriesPerDirection = 1;
DefaultQuantity = 5;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
MM_ProfitFactorMax = 1;
MM_ProfitFactorMin = 0;
TG_TradeEndH = 10;
TG_TradeEndM = 45;
//IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("RTY 06-20", Data.BarsPeriodType.Minute, 13);
SetOrderQuantity = SetOrderQuantity.Strategy; // calculate orders based off default size
// Sets a 20 tick trailing stop for an open position
//SetTrailStop(CalculationMode.Ticks, 200);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
rsi1 = RSI(BarsArray[1], 14, 1);
rsi2 = RSI(BarsArray[2], 14, 1);
adx = ADX(14);
adx1 = ADX(BarsArray[1], 14);
adx2 = ADX(BarsArray[2], 14);
giPctSpd = GIPctSpd(8);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
AddChartIndicator(giPctSpd);
giPctSpd.RaiseIndicatorEvent += OnTradeByPctSpd;
giPctSpd.TM_ClosingH = TG_TradeEndH;
giPctSpd.TM_ClosingM = TG_TradeEndM;
SetPrintOut(1);
Print(String.Format("{0}: IsUnmanaged={1}", this.GetType().Name, IsUnmanaged));
Print(String.Format("{0}: DataLoaded...BarsArray.Length={1}", this.GetType().Name, BarsArray.Length));
}
}
protected override void Create()
{
// In this method we create orders and functions, required for further signal functioning
buy_order = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, "Long", EOrderAction.Buy));
sell_order = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
m_RSI = new RSI(this);
}
protected override void OnStrategyStart()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
rsi = new RSI(Bars, RSILength);
AddGroups();
}
static void Main(string[] args)
{
Console.ForegroundColor = ConsoleColor.Gray; //Console.ResetColor() is not working :(
Console.CancelKeyPress += Console_CancelKeyPress;
var ticker = string.Empty;
string indicator = string.Empty;
HandleArgs(args, ref ticker, ref indicator);
Console.WriteLine($"Fetching trade data for {ticker.ToUpper()}...");
//on the next version, it's gonna be an interface
RSI RSITrades = null;
CCI CCITrades = null;
BollingerBands BBandTrades = null;
var bfxReader = new Core.Exchanges.Bitfinex.TickerReader();
TickerHandler tickerHndl = null;
//getting the 14 last minutes history
var hist = new Core.Exchanges.Bitfinex.TickerCandlesReader();
if (indicator.ToUpper() == "RSI")
{
RSICalc(out RSITrades, bfxReader, out tickerHndl, hist);
}
else if (indicator.ToUpper() == "CCI")
{
CCICalc(out CCITrades, bfxReader, out tickerHndl, hist);
}
else if (indicator.ToUpper() == "BBANDS")
{
BBandCalc(out BBandTrades, bfxReader, out tickerHndl, hist);
}
else
{
Console.WriteLine("Invalid Parameter");
return;
}
tickerHndl.OnError += tickerHndl_OnError;
bfxReader.Enabled = true;
Task.Run(async() =>
{
await bfxReader.Start(ticker.ToUpper());
});
while (enabled)
{
;
}
Console.ForegroundColor = ConsoleColor.Gray;
Console.WriteLine($"Program ended.");
}
protected override void MyInitialize()
{
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
Add(_macd);
_rsi = RSI(RSIPeriod, RSISmooth);
Add(_rsi);
TraceOrders = true;
}
//populate
public override void Populate()
{
TimeSeries source = Parameters[0].AsTimeSeries;
TimeSeries ds = new TimeSeries(source.DateTimes, false);
ds.Values.AddRange(source.Values);
Int32 rsiPeriod = Parameters[1].AsInt;
Int32 wmaPeriod = Parameters[2].AsInt;
DateTimes = ds.DateTimes;
int period = Math.Max(rsiPeriod, wmaPeriod);
if (period <= 0 || ds.Count == 0)
{
return;
}
var FirstValidValue = Math.Max(rsiPeriod * 3, wmaPeriod);
if (FirstValidValue > ds.Count)
{
FirstValidValue = ds.Count;
}
// Clip the raw Put/Call Ratio data
for (int bar = 0; bar < ds.Count; bar++)
{
if (ds[bar] > 0.9)
{
ds[bar] = 0.9;
}
else if (ds[bar] < 0.45)
{
ds[bar] = 0.45;
}
}
// TEMA smoothing
ds = new TEMA_TASC(ds, 5);
// Rainbow smoothing
var rbw = new TimeSeries(DateTimes);
var ma = new WMA(ds, 2);
for (int w = 1; w <= 9; w++)
{
ma = new WMA(ma, 2);
rbw += ma;
}
rbw /= 10d;
rbw = new RSI(rbw, rsiPeriod);
for (int bar = wmaPeriod - 1; bar < ds.Count; bar++)
{
Values[bar] = new WMA(rbw, wmaPeriod)[bar];
}
}
public TickerHandler(IExchangeTickerReader tickerReader, RSI trades)
{
_tickerReader = tickerReader;
_tickerReader.PoolingInterval = Consts.PoolingInterval;
_tickerReader.TickerReady += _tickerReader_TickerReady;
_tickerReader.OnError += _tickerReader_OnError;
_rsi = trades;
_rsi.IndicatorReady += _rsi_IndicatorReady;
}
public void Less_Data_Then_Periods_Results_CollectionData_And_Empty_Current_Values(decimal[] input,
int numberOfPeriods)
{
RSI rsi = new RSI(numberOfPeriods);
rsi.Calculate(input.AsTradesWitRates());
Assert.True(rsi.CollectingData);
Assert.Empty(rsi.Values);
}
protected override void Create()
{
//buyOrder = OrderCreator.Limit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
buyOrderMarket = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy)); // we need "Default" in order for MM Signal to work
sellOrderRsi = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RSI Exit", EOrderAction.Sell, OrderExit.FromAll));
sellOrderCutLoss = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "Cut Loss Exit", EOrderAction.Sell, OrderExit.FromAll));
rsi = new RSI(this);
kRatioBarsMathShort = new K_RatioBarsMath(this);
kRatioBarsMathLong = new K_RatioBarsMath(this);
}
public TickerHandler(IExchangeTickerReader tickerReader, RSI trades)
{
_trades = trades;
_tickerReader = tickerReader;
_tickerReader.PoolingInterval = 4280; //provides 14 readings in a minute
_tickerReader.TickerReady += _tickerReader_TickerReady;
_tickerReader.OnError += _tickerReader_OnError;
_trades.IndicatorReady += _trades_IndicatorReady;
}
public RSIHighLow(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
rsi = new RSI(barType, 14);
Register(rsi);
}
public RSITargets(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
atr = new AverageTrueRangeEW(bars, parameter <int>("ATRLen"));
rsiSpud = new RSI(bars.close, parameter <int>("HalfLife"));
entryLevel = parameter <double>("EntryLevel");
exitLevel = parameter <double>("ExitLevel");
stoppedFlag = false;
lastDirection = 0;
lastStop = 0;
}
protected override void OnCalculate()
{
ADX adx = ADX(14);
EMA ema = EMA(20);
RSI rsi = RSI(14, 3);
double singnaldata = 0;
if (adx[0] > 30 && adx[0] > adx[1] && InSeries[0] <= ema[0])
{
Color color = Color.Green;
if (rsi[0] <= 30)
{
color = Color.LightGreen;
singnaldata = 1;
}
else
{
singnaldata = 0.5;
}
AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, color);
}
//ADX adx = ADX(14);
//EMA ema = EMA(20);
//double singnaldata = 0;
//if (adx[0] > 30 && adx[0] > adx[1] && InSeries[0] <= ema[0])
//{
// singnaldata = 1;
// AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.Green);
//}
SignalLine.Set(singnaldata);
PlotLine_ADX.Set(adx[0]);
PlotLine_XMA.Set(ema[0]);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
OutputDescriptors[1].PenStyle = this.Dash1Style;
OutputDescriptors[1].Pen.Width = this.Plot1Width;
PlotColors[2][0] = this.Plot1Color;
OutputDescriptors[2].PenStyle = this.Dash1Style;
OutputDescriptors[2].Pen.Width = this.Plot1Width;
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(Directory.GetCurrentDirectory() + "\\vas.csv");
RSISerie serie = rsi.Calculate();
Assert.IsNotNull(serie);
//Assert.IsTrue(serie.rsiDataPoint.RS.Count > 0);
//Assert.IsTrue(serie.rsiDataPoint.RSI.Count > 0);
}
protected override void Create(){
m_RSI = new RSI(this);
m_myrsi = new VariableSeries<Double>(this);
m_RsiSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiSE", EOrderAction.SellShort));
}
public static void RSI()
{
string fn = CONFIG.SERVER_PATH + "Data/Item/Info/ItemInfo03.rsi";
var rsi = new RSI(new ByteReader(File.ReadAllBytes(fn), ENC.KR));
var item = new RSI.Item()
{
ShopDescription = "",
InventoryDescription = ""
};
SetCommonItemFields(item);
rsi.Items.Add(item);
File.WriteAllBytes(fn, rsi.Save(new ByteWriter(ENC.KR)).ToByteArray());
}