private void CalculateFiveBasicValues()
{
var sixtyEightLowLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)(-1.0) && t.ZScore > (Decimal)(-2.0)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var sixtyEightLowLimitPrice = sixtyEightLowLimit.StdDev * sixtyEightLowLimit.ZScore + sixtyEightLowLimit.Mean;
var sixtyEightHighLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)1.0 && t.ZScore > (Decimal)(0)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var sixtyEightHighLimitPrice = sixtyEightHighLimit.StdDev * sixtyEightHighLimit.ZScore + sixtyEightHighLimit.Mean;
var ninetyLowLimit = StdDevResults.Where(t => t.ZScore > (Decimal)(-2.0) && t.ZScore < (Decimal)(-1.0)).OrderBy(t => t.ZScore).FirstOrDefault();
var ninetyLowLimitPrice = ninetyLowLimit.StdDev * ninetyLowLimit.ZScore + ninetyLowLimit.Mean;
var ninetyHighLimit = StdDevResults.Where(t => t.ZScore <= (Decimal)2.0 && t.ZScore > (Decimal)1.0).OrderByDescending(t => t.ZScore).FirstOrDefault();
var ninetynineHighLimitPrice = HistoricalQuotes.Max(q => q.Close);
var mean = StdDevResults.Where(t => t.ZScore <(Decimal)(0) && t.ZScore>(Decimal)(-1)).OrderByDescending(t => t.ZScore).FirstOrDefault();
var meanPrice = mean.StdDev * mean.ZScore + mean.Mean;
var List = new List <decimal> {
sixtyEightLowLimitPrice.Value,
sixtyEightHighLimitPrice.Value,
meanPrice.Value,
ninetynineHighLimitPrice,
ninetyLowLimitPrice.Value
};
var sorted = List.OrderBy(t => t).ToList();
FiveBasicNumber = new FiveBasicNumberValue
{
NinetyLow = sorted[0],
SixtyEightLow = sorted[1],
Mean = sorted[2],
SixtyEightHigh = sorted[3],
NinetyNineHigh = sorted[4] * ((decimal)1.1)
};
}
private void CalculateHighAndLowLimitPriceForLowAlertInfo(AlertInfo stdLowAlertInfo,
decimal maxStickerQuote, decimal minStickerQuote)
{
var maxStdResult = StdDevResults.Max(s => s.StdDev);
var maxStdItem = StdDevResults.Where(s => s.StdDev == maxStdResult).FirstOrDefault();
var maxPrice = maxStdItem.StdDev * maxStdItem.ZScore + maxStdItem.Mean;
//maxPrice = Math.Max(maxPrice.Value, maxStickerQuote);
var minStdResult = StdDevResults.Min(s => s.StdDev);
var minStdItem = StdDevResults.Where(s => s.StdDev == minStdResult).FirstOrDefault();
var minPrice = minStdItem.StdDev * minStdItem.ZScore + minStdItem.Mean;
//minPrice = Math.Min(minPrice.Value, minStickerQuote);
var priceResultRange = maxPrice.Value - minPrice.Value;
var lowLimitPriceRange = priceResultRange * (stdLowAlertInfo.ExceptedLowPercentage / 100);
stdLowAlertInfo.LowLimit = minPrice.Value;
stdLowAlertInfo.HighLimit = lowLimitPriceRange + minPrice.Value;
}
