public static List <Stoch> Stochastic(StockData aStock, int aFastKPeriod, int aSlowKPeriod, int aSlowDPeriod)
{
int nStartIndex = 0;
int nEndIndex = aStock.DataPoints.Count - 1;
double[] nInHigh = getHighValues(aStock);
double[] nInLow = getLowValues(aStock);
double[] nInClose = getCloseValues(aStock);
int nOutBegIdx;
int nOutNBElement;
double[] nOutSlowK = new double[nEndIndex - nStartIndex + 1];
double[] nOutSlowD = new double[nEndIndex - nStartIndex + 1];
TicTacTec.TA.Library.Core.Stoch(nStartIndex, nEndIndex, nInHigh, nInLow, nInClose,
aFastKPeriod, aSlowKPeriod, Core.MAType.Sma, aSlowDPeriod, Core.MAType.Sma, out nOutBegIdx, out nOutNBElement, nOutSlowK, nOutSlowD);
List <Stoch> nOutput = new List <Stoch>();
for (int j = 0; j < nOutBegIdx; j++)
{
nOutput.Add(new Stoch());
}
for (int i = nStartIndex; i < nEndIndex - nStartIndex + 1 - nOutBegIdx; i++)
{
Stoch nStoch = new Stoch();
nStoch.SlowK = nOutSlowK[i];
nStoch.SlowD = nOutSlowD[i];
nOutput.Add(nStoch);
}
return(nOutput);
}
public override void Compute(StockData aStockData)
{
List <Stoch> nStochs = TAUtil.Stochastic(aStockData, 14, 3, 3);
Stoch nCurStoch = nStochs[nStochs.Count - 1];
if (nCurStoch.SlowK < 20)
{
this.Score = 1;
this.Signal = true;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var diff = zmax[0] - zmin[0];
if (diff > 0.0)
{
Stoch.Set((Input[0] - zmin[0]) / diff);
}
else
{
Stoch.Set(0.5);
}
}
public static StochItem Stoch(this IEnumerable <ICandle> candles, int?fastPeriod = null, int?slowKPeriod = null, TicTacTec.TA.Library.Core.MAType?slowKmaType = null, int?slowDPeriod = null, TicTacTec.TA.Library.Core.MAType?slowDmaType = null)
{
fastPeriod ??= 5;
slowKPeriod ??= 3;
slowKmaType ??= TicTacTec.TA.Library.Core.MAType.Sma;
slowDPeriod ??= 3;
slowDmaType ??= TicTacTec.TA.Library.Core.MAType.Sma;
IIndicatorOptions options = new StochOptions(fastPeriod.Value, slowDPeriod.Value, slowKmaType.Value, slowDPeriod.Value, slowDmaType.Value);
Stoch stosh = new Stoch();
return((StochItem)stosh.Get(candles, options));
}
// TODO: implement smooth
public static Stoch[] GetStoch(float[] high, float[] low, float[] close, int kperiod = 14, int dperiod = 3, int smooth = 1)
{
Stoch[] stochs = new Stoch[high.Length - kperiod];
for (int c = kperiod; c < high.Length; c++)
{
float highest = high[c], lowest = low[c];
for (int i = c - kperiod; i < c; i++)
{
if (highest < high[i])
{
highest = high[i];
}
else if (lowest > low[i])
{
lowest = low[i];
}
}
stochs[c - kperiod].stoch = (close[c] - lowest) / (highest - lowest) * 100; // %K
if (c - kperiod - dperiod + 1 <= 0)
{
stochs[c - kperiod].stoch_ma = 0;
}
else
{
List <float> tmp = new List <float>(dperiod);
for (int i = c - kperiod - dperiod; i < c - kperiod; i++)
{
tmp.Add(stochs[i].stoch);
}
stochs[c - kperiod].stoch_ma = GetSMA(tmp.ToArray(), dperiod).Last(); // %D
}
}
return(stochs);
}
internal static TradeIdeasGeneratorArgument Create(List <Signal> signals, HistoricalData historicalData)
{
TradeIdeasGeneratorArgument result = new TradeIdeasGeneratorArgument();
SmaVol smaVol20 = new SmaVol(20);
Sma sma50 = new Sma(50);
Rsi stRsi5 = new Rsi(5);
Rsi rsi14 = new Rsi(14);
Rsi ltrsi50 = new Rsi(50);
Cci stCci5 = new Cci(5);
Cci cci14 = new Cci(14);
Cci ltCci50 = new Cci(50);
Stoch stoch14 = new Stoch(14, 14, 3);
WillR willr14 = new WillR(14);
Mfi mfi14 = new Mfi(14);
Adx adx20 = new Adx(20);
Atr atr20 = new Atr(20);
//Assuming that signals are sorted by dates descending and all signals are present. otherwize an exception will be thrown during fetching signals (First())
#region Indicators
result.Rsi14 = GetValue(signals.LatestForIndicator(rsi14));
result.YesterdayRsi14 = GetValue(signals.PreviousForIndicator(rsi14, 1));
result.StRsi5 = GetValue(signals.LatestForIndicator(stRsi5));
result.YesterdayStRsi5 = GetValue(signals.PreviousForIndicator(stRsi5, 1));
result.LtRsi50 = GetValue(signals.LatestForIndicator(ltrsi50));
result.Cci14 = GetValue(signals.LatestForIndicator(cci14));
result.YesterdayCci14 = GetValue(signals.PreviousForIndicator(cci14, 1));
result.StCci5 = GetValue(signals.LatestForIndicator(stCci5));
result.YesterdayStCci5 = GetValue(signals.PreviousForIndicator(stCci5, 1));
result.LtCci50 = GetValue(signals.LatestForIndicator(ltCci50));
result.Stoch14 = GetValue(signals.LatestForIndicator(stoch14));
result.YesterdayStoch14 = GetValue(signals.PreviousForIndicator(stoch14, 1));
result.WillR14 = GetValue(signals.LatestForIndicator(willr14));
result.YesterdayWillR14 = GetValue(signals.PreviousForIndicator(willr14, 1));
result.Mfi14 = GetValue(signals.LatestForIndicator(mfi14));
result.YesterdayMfi14 = GetValue(signals.PreviousForIndicator(mfi14, 1));
result.SmaVol20 = GetValue(signals.LatestForIndicator(smaVol20));
result.Sma50 = GetValue(signals.LatestForIndicator(sma50));
result.Adx20 = GetValue(signals.LatestForIndicator(adx20));
result.Atr20 = GetValue(signals.LatestForIndicator(atr20));
//Long Term Sentiment(6 months)
Signal syrahSentiment = signals.LatestForIndicator(LongTermSentimentForDependencies);
int? sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.LongTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
//Short Term Sentiment(1 month)
syrahSentiment = signals.LatestForIndicator(ShortTermSentimentForDependencies);
sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.ShortTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
#endregion
//if (expandedQuote == null)
//{
// result.LastPrice = historicalData.Close[historicalData.Count - 1];
//}
//else
//{
// result.LastPrice = expandedQuote.Last;
// result.HasOption = expandedQuote.HasOption;
//}
result.RangeStdDev = historicalData.GetPriceRangeStdDevFor6Months();
//result.NearestSupport = supportAndResistance.GetClosestSupport(expandedQuote.Last);
//result.NearestResistance = supportAndResistance.GetClosestResistance(expandedQuote.Last);
//TODO: check
int yesterdayIndex = historicalData.High.Length - 2;
result.YesterdayHigh = historicalData.High[yesterdayIndex];
result.YesterdayLow = historicalData.Low[yesterdayIndex];
return(result);
}
