コード例 #1
0
        public bool GenerateOpenTradeSignal(IList <BitfinexCandle> data, DateTime now)
        {
            var indicator1 = new ADTM();
            var indicator2 = new RSI();

            var appliedData = data.TakeWhile(d => d.Timestamp <= now).ToList();

            var adtm = indicator1.Fit(appliedData, 14);
            var rsi  = indicator2.Fit(appliedData, 5);

            var tradeSignal = adtm > -0.7m && adtm < -0.4m && rsi < 0.32m;

            return(tradeSignal);
        }
コード例 #2
0
        public bool GenerateCloseTradeSignal(IList <BitfinexCandle> data, DateTime now, Trade trade)
        {
            var indicator1 = new ADTM();
            var indicator2 = new RSI();

            var appliedData = data.TakeWhile(d => d.Timestamp <= now).ToList();

            var adtm = indicator1.Fit(appliedData, 14);
            var rsi  = indicator2.Fit(appliedData, 5);

            var loss = CalculateLoss(data.Last().Close, trade.OpenPrice);

            if (loss >= 0.03)
            {
                return(true);
            }

            return(adtm > -0.4m || adtm < -0.7m || rsi > 0.32m);
        }