public static IchimokuItem Ichimoku(this IEnumerable <ICandle> candles, int?conversionLinePeriod = null, int?baseLinePeriod = null, int?laggingSpanPeriods = null, int?displacement = null)
{
conversionLinePeriod = conversionLinePeriod ?? 20;
baseLinePeriod = baseLinePeriod ?? 60;
laggingSpanPeriods = laggingSpanPeriods ?? 120;
displacement = displacement ?? 30;
IIndicatorOptions options = new IchimokuOptions(conversionLinePeriod.Value, baseLinePeriod.Value, laggingSpanPeriods.Value, displacement.Value);
Ichimoku ichimoku = new Ichimoku();
return((IchimokuItem)ichimoku.Get(candles, options));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
try
{
IchimokuOptions config = options != null ? (IchimokuOptions)options.Options : new IchimokuOptions(20, 60, 120, 30);
List <decimal> highs = source.Select(x => x.High).ToList();
List <decimal> lows = source.Select(x => x.Low).ToList();
List <decimal> closes = source.Select(x => x.Close).ToList();
var ichi = new IchimokuItem
{
TenkanSen = Donchian(source, config.ConversionLinePeriod, highs, lows),
KijunSen = Donchian(source, config.BaseLinePeriod, highs, lows),
SenkouSpanB = Donchian(source, config.LaggingSpanPeriods, highs, lows),
SenkouSpanA = new List <decimal?>()
};
// SenkouSpanA is calculated...
for (int i = 0; i < ichi.TenkanSen.Count; i++)
{
if (ichi.TenkanSen[i].HasValue && ichi.KijunSen[i].HasValue)
{
ichi.SenkouSpanA.Add((ichi.TenkanSen[i].Value + ichi.KijunSen[i].Value) / 2);
}
else
{
ichi.SenkouSpanA.Add(null);
}
}
// Add the displacement for the cloud
for (int i = 0; i < config.Displacement; i++)
{
ichi.SenkouSpanA.Insert(0, null);
ichi.SenkouSpanB.Insert(0, null);
}
// Add the ChikouSpan
ichi.ChikouSpan = new List <decimal?>();
// Add the displacement for the lagging span
var displacedCloses = closes.Skip(config.Displacement).ToList();
for (int i = 0; i < closes.Count; i++)
{
if (i < closes.Count - config.Displacement)
{
ichi.ChikouSpan.Add(displacedCloses[i]);
}
else
{
ichi.ChikouSpan.Add(null);
}
}
return(ichi);
}
catch (Exception ex)
{
throw new Exception("Could not calculate ichimoku cloud");
}
}