public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
RedWeddingPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <RedWeddingPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
decimal fastEnd = 0.666m;
int smaPeriod = preset?.Sma ?? 6;
List <decimal?> open = candles.Open().Sma(smaPeriod);
List <decimal?> close = candles.Close().Sma(smaPeriod);
List <decimal?> high = candles.High().Sma(smaPeriod);
List <decimal?> low = candles.Low().Sma(smaPeriod);
List <decimal> closes = candles.Close();
List <decimal> highs = candles.High();
List <decimal> opens = candles.Open();
// Calculate the vClose
List <decimal?> vClose = new List <decimal?>();
for (int i = 0; i < open.Count; i++)
{
if (open[i].HasValue && close[i].HasValue && low[i].HasValue && high[i].HasValue)
{
vClose.Add((open[i].Value + close[i].Value + low[i].Value + high[i].Value) / 4);
}
else
{
vClose.Add(null);
}
}
// Calculate the vOpen
decimal smooth = fastEnd * fastEnd;
List <decimal?> vOpen = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
decimal?prev_close = i == 0 ? null : vClose[i - 1];
decimal?prev_open = i == 0 ? null : vOpen[i - 1];
if (prev_close == null && prev_open == null)
{
vOpen.Add(null);
}
else
{
vOpen.Add((prev_open == null ? prev_close : prev_open) + smooth * (prev_close - (prev_open == null ? prev_close : prev_open)));
}
}
List <decimal?> snow_high = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (high[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_high.Add(Math.Max(high[i].Value, Math.Max(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_high.Add(null);
}
}
List <decimal?> snow_low = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (low[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_low.Add(Math.Min(low[i].Value, Math.Min(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_low.Add(null);
}
}
List <decimal?> fish = candles.Fisher(9);
for (int i = 0; i < candles.Count(); i++)
{
if (i <= 2)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else if (fish[i] >= fish[i - 1] && fish[i - 1] >= fish[i - 2] && fish[i - 2] >= fish[i - 3] && closes[i] < snow_low[i] && opens[i] < snow_low[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (closes[i] > snow_high[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
RedWeddingPreset preset = null;
if (!string.IsNullOrWhiteSpace(Preset))
{
preset = JsonConvert.DeserializeObject <RedWeddingPreset>(Preset);
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
decimal fastEnd = 0.666m;
int smaPeriod = preset?.Sma ?? 6;
List <decimal?> open = candles.Open().Sma(smaPeriod);
List <decimal?> close = candles.Close().Sma(smaPeriod);
List <decimal?> high = candles.High().Sma(smaPeriod);
List <decimal?> low = candles.Low().Sma(smaPeriod);
List <decimal> closes = candles.Close();
// Calculate the vClose
List <decimal?> vClose = new List <decimal?>();
for (int i = 0; i < open.Count; i++)
{
if (open[i].HasValue && close[i].HasValue && low[i].HasValue && high[i].HasValue)
{
vClose.Add((open[i].Value + close[i].Value + low[i].Value + high[i].Value) / 4);
}
else
{
vClose.Add(null);
}
}
// Calculate the vOpen
decimal smooth = fastEnd * fastEnd;
List <decimal?> vOpen = new List <decimal?>();
List <decimal?> shiftedvClose = new List <decimal?> {
null
};
foreach (decimal?item in vClose)
{
if (item != vClose.Last())
{
shiftedvClose.Add(item);
}
}
for (int i = 0; i < vClose.Count; i++)
{
if (shiftedvClose[i] != null)
{
if (vClose[i] == null)
{
vOpen.Add(shiftedvClose[i]);
}
else if (vOpen[i - 1] == null)
{
vOpen.Add(shiftedvClose[i]);
}
else
{
vOpen.Add(vOpen[i - 1] + smooth * (shiftedvClose[i] - vOpen[i - 1]));
}
}
}
List <decimal?> snow_high = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (high[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_high.Add(Math.Max(high[i].Value, Math.Max(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_high.Add(null);
}
}
List <decimal?> snow_low = new List <decimal?>();
for (int i = 0; i < vClose.Count; i++)
{
if (low[i].HasValue && vClose[i].HasValue && vOpen[i].HasValue)
{
snow_low.Add(Math.Min(low[i].Value, Math.Min(vClose[i].Value, vOpen[i].Value)));
}
else
{
snow_low.Add(null);
}
}
List <decimal?> long_sma = vClose.Sma(10);
List <decimal?> short_sma = vClose.Sma(3);
StochItem stoch = candles.Stoch();
List <decimal?> fish = candles.Fisher();
List <bool> sma_crossover = short_sma.Crossover(long_sma);
List <bool> sma_crossunder = short_sma.Crossunder(long_sma);
List <bool> snow_cross = vClose.Crossunder(vOpen);
List <bool> stoch_cross = stoch.K.Crossunder(80);
List <bool> stoch_cross2 = stoch.K.Crossunder(stoch.D);
for (int i = 0; i < candles.Count(); i++)
{
if (i <= 1)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
else if (fish[i] >= fish[i - 1] && closes[i] < snow_high[i] && sma_crossover[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (fish[i] < fish[i - 1] && fish[i - 1] >= fish[i - 2] || sma_crossunder[i] || snow_cross[i] || stoch_cross[i] || stoch_cross2[i] && stoch.K[i - 1] > 80)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
