protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
List <Signal> pros = signals.ForIndicatorAndOffset(this, new[] { 0, -3 });
if (pros != null && pros.Count == 2)
{
Signal pro0 = pros[0];
Signal pro3 = pros[1];
double pro0D = pro0.Value;
double pro3D = pro3.Value;
result = new SignalInterpretation(this);
if (pro0D > 0)
{
result.Interpretation = (pro0D - pro3D) < 0
? SignalInterpretationValue.TurningBearish
: SignalInterpretationValue.Bullish;
}
else
{
result.Interpretation = (pro0D - pro3D) >= 0
? SignalInterpretationValue.BearishTurningBullish
: SignalInterpretationValue.Bearish;
}
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null && AvgPeriod == 20)
{
List <Signal> maxs = signals.ForIndicatorAndOffset(this, new[] { 0, -1 });
if (maxs != null && maxs.Count == 2)
{
Signal max0 = maxs[0];
Signal max1 = maxs[1];
double max0D = max0.Value;
double max1D = max1.Value;
result = new SignalInterpretation(this);
result.Interpretation = max0D > max1D
? SignalInterpretationValue.Bullish
: SignalInterpretationValue.Nothing;
}
}
return(result);
}
public TradeIdeasSentiment GetSentiment(TradeIdeaRule ruleMatch, HistoricalData historicalData)
{
TradeIdeasSentiment tradeIdeasSentiment = TradeIdeasSentiment.Bullish;
if (ruleMatch != TradeIdeaRule.None)
{
tradeIdeasSentiment = ruleMatch.GetSentiment();
return(tradeIdeasSentiment);
}
if (historicalData == null)
{
return(tradeIdeasSentiment);
}
Tuple <int?, int?> sentimentValues = _signalsProxyService.GetSyrahSentimentTermValues(historicalData);
Tuple <SignalInterpretation, SignalInterpretation> sentimentInterpretations =
_signalsProxyService.MakeInterpretationOfSyrahSentiments(sentimentValues);
SignalInterpretation shortTermInterpretation = sentimentInterpretations.Item1;
SignalInterpretation longTermInterpretation = sentimentInterpretations.Item2;
if (shortTermInterpretation == null || longTermInterpretation == null)
{
return(tradeIdeasSentiment);
}
SentimentInterpretationValue shortTermSentimentInterpretationValue = (SentimentInterpretationValue)shortTermInterpretation.Interpretation;
SentimentInterpretationValue longTermSentimentInterpretationValue = (SentimentInterpretationValue)longTermInterpretation.Interpretation;
if (longTermSentimentInterpretationValue == SentimentInterpretationValue.Neutral)
{
switch (shortTermSentimentInterpretationValue)
{
case SentimentInterpretationValue.Bullish:
case SentimentInterpretationValue.MildlyBullish:
case SentimentInterpretationValue.Neutral:
return(TradeIdeasSentiment.Bullish);
case SentimentInterpretationValue.Bearish:
case SentimentInterpretationValue.MildlyBearish:
return(TradeIdeasSentiment.Bearish);
default:
throw new ArgumentOutOfRangeException();
}
}
switch (longTermSentimentInterpretationValue)
{
case SentimentInterpretationValue.Bullish:
case SentimentInterpretationValue.MildlyBullish:
return(TradeIdeasSentiment.Bullish);
case SentimentInterpretationValue.Bearish:
case SentimentInterpretationValue.MildlyBearish:
return(TradeIdeasSentiment.Bearish);
default:
throw new ArgumentOutOfRangeException();
}
}
public static SignalInterpretation MakeInterpretationBasedOnValue(IIndicator indicator, int value)
{
SignalInterpretation result = new SignalInterpretation(indicator);
SentimentInterpretationValue interpretation = SentimentInterpretationValue.Neutral;
switch (value)
{
case -4:
interpretation = SentimentInterpretationValue.Bearish;
result.SecondaryTag = SecondaryTagValue.Overextended;
break;
case -3:
interpretation = SentimentInterpretationValue.Bearish;
result.SecondaryTag = SecondaryTagValue.Continuation;
break;
case -2:
interpretation = SentimentInterpretationValue.Bearish;
result.SecondaryTag = SecondaryTagValue.Start;
break;
case -1:
interpretation = SentimentInterpretationValue.Neutral;
result.SecondaryTag = SecondaryTagValue.BearishTurningNeutral;
break;
case 0:
interpretation = SentimentInterpretationValue.MildlyBearish;
break;
case 1:
interpretation = SentimentInterpretationValue.MildlyBullish;
break;
case 2:
interpretation = SentimentInterpretationValue.Neutral;
result.SecondaryTag = SecondaryTagValue.BullishTurningNeutral;
break;
case 3:
interpretation = SentimentInterpretationValue.Bullish;
result.SecondaryTag = SecondaryTagValue.Start;
break;
case 4:
interpretation = SentimentInterpretationValue.Bullish;
result.SecondaryTag = SecondaryTagValue.Continuation;
break;
case 5:
interpretation = SentimentInterpretationValue.Bullish;
result.SecondaryTag = SecondaryTagValue.Overextended;
break;
}
result.Interpretation = (SignalInterpretationValue)interpretation;
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
List <Signal> macds = signals.ForIndicatorAndOffset(this, new[] { 0, -3 });
if (macds != null && macds.Count == 2)
{
Signal macd0 = macds[0];
Signal macd3 = macds[1];
double macd0D = macd0.Value;
double macd3D = macd3.Value;
result = new SignalInterpretation(this);
if (macd0D > 0)
{
result.Interpretation = (macd0D - macd3D) < 0
? SignalInterpretationValue.BullishTurningBearish
: SignalInterpretationValue.Bullish;
}
else
{
result.Interpretation = (macd0D - macd3D) >= 0
? SignalInterpretationValue.BearishTurningBullish
: SignalInterpretationValue.Bearish;
}
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
if (signals == null)
{
return(null);
}
Signal signal = signals.FirstOrDefault(x => x.Name == Name);
if (signal == null)
{
return(null);
}
SignalInterpretation result = new SignalInterpretation(this);
double willrValue = signal.Value;
if (willrValue >= -20)
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
else if (willrValue > -80 && willrValue < -20)
{
result.Interpretation = SignalInterpretationValue.Neutral;
}
else
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null && AvgPeriod == 20)
{
Signal adxSignal = signals.LatestForIndicator(new Adx(AvgPeriod));
Signal plusDiSignal = signals.LatestForIndicator(new PlusDi(AvgPeriod));
Signal minusDiSignal = signals.LatestForIndicator(new MinusDi(AvgPeriod));
if (adxSignal != null && plusDiSignal != null && minusDiSignal != null)
{
double adxD = adxSignal.Value;
double plusDiD = plusDiSignal.Value;
double minusDiD = minusDiSignal.Value;
result = new SignalInterpretation(this);
if (adxD < 25)
{
result.Interpretation = SignalInterpretationValue.Neutral;
}
else if (adxD >= 25 && adxD < 35)
{
if (plusDiD >= minusDiD)
{
result.Interpretation = SignalInterpretationValue.TrendingBullish;
}
else if (plusDiD < minusDiD)
{
result.Interpretation = SignalInterpretationValue.TrendingBearish;
}
}
else if (adxD >= 35)
{
if (plusDiD >= minusDiD)
{
result.Interpretation = SignalInterpretationValue.StrongTrendBullish;
}
else if (plusDiD < minusDiD)
{
result.Interpretation = SignalInterpretationValue.StrongTrendBearish;
}
}
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
if (signals == null)
{
return(null);
}
Signal signal = signals.FirstOrDefault(x => x.Name == Name);
if (signal == null)
{
return(null);
}
SignalInterpretation result = MakeInterpretationBasedOnValue(this, (int)signal.Value);
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
Signal cci = signals.LatestForIndicator(this);
if (cci != null)
{
double cciD = cci.Value;
result = new SignalInterpretation(this);
if (cciD <= -200)
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
else if (cciD > -200 && cciD <= -100)
{
result.Interpretation = SignalInterpretationValue.Bearish;
}
else if (cciD > -100 && cciD < -0)
{
result.Interpretation = SignalInterpretationValue.MildlyBearish;
}
else if (cciD >= 0 && cciD < 100)
{
result.Interpretation = SignalInterpretationValue.MildlyBullish;
}
else if (cciD >= 100 && cciD < 200)
{
result.Interpretation = SignalInterpretationValue.Bullish;
}
else
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
}
}
return(result);
}
public List <SignalInterpretation> GetSignalsInterpretation(HistoricalData historicalData, List <IIndicator> indicators, StockQuoteInfo quote, DateTime?forDate = null)
{
DependencyScope dependencyScope = indicators.GetDependencies();
DateTime startDate = forDate ?? DateTime.UtcNow.Date;
List <Signal> signals = GetSignalsByDependencies(historicalData, dependencyScope, startDate);
List <SignalInterpretation> interpretations = new List <SignalInterpretation>();
foreach (ICalculatableIndicator indicator in indicators.OfType <ICalculatableIndicator>())
{
SignalInterpretation interpretation = indicator.MakeInterpretation(signals, quote);
if (interpretation != null)
{
interpretations.Add(interpretation);
}
}
return(interpretations);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
Signal stoch = signals.LatestForIndicator(this);
if (stoch != null)
{
double stochD = stoch.Value;
result = new SignalInterpretation(this);
if (stochD <= 20)
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
else if (stochD > 20 && stochD <= 35)
{
result.Interpretation = SignalInterpretationValue.Bearish;
}
else if (stochD > 35 && stochD < 50)
{
result.Interpretation = SignalInterpretationValue.MildlyBearish;
}
else if (stochD >= 50 && stochD < 65)
{
result.Interpretation = SignalInterpretationValue.MildlyBullish;
}
else if (stochD >= 65 && stochD < 80)
{
result.Interpretation = SignalInterpretationValue.Bullish;
}
else
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null && AvgPeriod == 20)
{
Signal signal = signals.LatestForIndicator(this);
if (signal != null)
{
result = new SignalInterpretation(this);
double rsiD = signal.Value;
if (rsiD <= 30)
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
else if (rsiD > 30 && rsiD <= 40)
{
result.Interpretation = SignalInterpretationValue.Bearish;
}
else if (rsiD > 40 && rsiD < 50)
{
result.Interpretation = SignalInterpretationValue.MildlyBearish;
}
else if (rsiD >= 50 && rsiD < 60)
{
result.Interpretation = SignalInterpretationValue.MildlyBullish;
}
else if (rsiD >= 60 && rsiD < 70)
{
result.Interpretation = SignalInterpretationValue.Bullish;
}
else if (rsiD >= 70)
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
}
}
return(result);
}
public Tuple <SignalInterpretation, SignalInterpretation> MakeInterpretationOfSyrahSentiments(Tuple <int?, int?> sentiments)
{
SignalInterpretation longTermInterpretation = null;
SignalInterpretation shortTermInterpretation = null;
SyrahSentiment syrahLongTerm = new SyrahSentiment(SyrahSentiment.TermValue.LongTerm);
SyrahSentiment syrahShortTerm = new SyrahSentiment(SyrahSentiment.TermValue.ShortTerm);
if (sentiments.Item2.HasValue)
{
longTermInterpretation = SyrahSentiment.MakeInterpretationBasedOnValue(syrahLongTerm, sentiments.Item2.Value);
}
if (sentiments.Item1.HasValue)
{
shortTermInterpretation = SyrahSentiment.MakeInterpretationBasedOnValue(syrahShortTerm, sentiments.Item1.Value);
}
return(Tuple.Create(shortTermInterpretation, longTermInterpretation));
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
Signal mfi = signals.LatestForIndicator(this);
if (mfi != null)
{
double mfiD = mfi.Value;
result = new SignalInterpretation(this);
if (mfiD <= 10)
{
result.Interpretation = SignalInterpretationValue.OversoldUnsustainable;
}
else if (mfiD > 10 && mfiD <= 20)
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
else if (mfiD > 20 && mfiD < 80)
{
result.Interpretation = SignalInterpretationValue.Neutral;
}
else if (mfiD >= 80 && mfiD < 90)
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
else
{
result.Interpretation = SignalInterpretationValue.OverboughtUnsustainable;
}
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (quote != null && signals != null)
{
Signal wma = signals.LatestForIndicator(this);
if (wma != null)
{
double wmaD = wma.Value;
double lastPrice = (double)quote.LastPrice.Value;
result = new SignalInterpretation(this)
{
Interpretation = lastPrice > wmaD ? SignalInterpretationValue.Bullish : SignalInterpretationValue.Bearish
};
}
}
return(result);
}
protected override SignalInterpretation MakeInterpretation(List <Signal> signals, StockQuoteInfo quote = null)
{
SignalInterpretation result = null;
if (signals != null)
{
Signal roc = signals.LatestForIndicator(this);
if (roc == null)
{
return(null);
}
double rocD = roc.Value;
switch (AvgPeriod)
{
case 20:
result = new SignalInterpretation(this);
if (rocD < -8)
{
result.Interpretation = SignalInterpretationValue.Oversold;
}
else if (rocD >= -8 && rocD < 0)
{
result.Interpretation = SignalInterpretationValue.Bearish;
}
else if (rocD.Equals(0))
{
result.Interpretation = SignalInterpretationValue.Neutral;
}
else if (rocD > 0 && rocD < 8)
{
result.Interpretation = SignalInterpretationValue.Bullish;
}
else
{
result.Interpretation = SignalInterpretationValue.Overbought;
}
break;
case 125:
result = new SignalInterpretation(this);
if (rocD < 0)
{
result.Interpretation = SignalInterpretationValue.Bearish;
}
else if (rocD.Equals(0))
{
result.Interpretation = SignalInterpretationValue.Neutral;
}
else
{
result.Interpretation = SignalInterpretationValue.Bullish;
}
break;
}
}
return(result);
}
