/// <summary>
/// Constructeur des données. Récupère les Chandeliers et les différents indicateurs.
/// </summary>
public Donnees(MonnaieBTC monnaie, String monnaieReference = "BTC", String interval = "1h", String limit = "500")
{
// Récupération de la monnaie.
Monnaie = monnaie;
MonnaieReference = monnaieReference;
Interval = interval;
Limit = limit;
RecuperationMaxDonnees();
// Récupération de l'indicateur MA.
MA = new IndicatorMA(this);
// Récupération de l'indicateur MACD.
MACD = new IndicatorMACD(this);
// Récupération de l'indicateur DMI.
DMI = new IndicatorDMI(this);
// Récupération de l'indicateur BOLL.
BOLL = new IndicatorBOLL(this);
// Récupération de l'indicateur RSI.
RSI = new IndicatorRSI(this);
// Récupération de l'indicateur MTM.
MTM = new IndicatorMTM(this);
// Création du réseau de neurones.
Neurone = new Neurone(this);
}
public Operation GetOperationDetail(double[] arrayPriceOpen, double[] arrayPriceClose, double[] arrayPriceLow, double[] arrayPriceHigh, double[] arrayVolume)
{
try
{
int atr1 = 0;
int atr2 = 0;
double[] atr3 = new double[arrayPriceClose.Length];
TicTacTec.TA.Library.Core.Atr(0, arrayPriceClose.Length - 1, arrayPriceHigh, arrayPriceLow, arrayPriceClose, 14, out atr1, out atr2, atr3);
double atrVal = atr3[atr2 - 1];
IndicatorMACD macd = new IndicatorMACD();
Operation operationMACD = macd.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorCCI cci = new IndicatorCCI();
Operation operationCCI = cci.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorRSI rsi = new IndicatorRSI();
Operation operationRSI = rsi.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
//TicTacTec.TA.Library.Core.Atr();
MainClass.log("CCI: " + cci.result);
MainClass.log("CCI Tendency: " + cci.getTendency());
MainClass.log("RSI: " + rsi.result);
MainClass.log("RSI Tendency: " + rsi.getTendency());
MainClass.log("MACD: " + macd.result);
if (MainClass.carolatr)
{
MainClass.log("ATR: " + atrVal);
}
if (cci.result > 0 && operationMACD == Operation.buy && rsi.result > 50 && cci.getTendency() == Tendency.high && rsi.getTendency() == Tendency.high && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.buy)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] > arrayresultMA[outNbElement - 1])
{
return(Operation.buy);
}
}
if (cci.result < 0 && operationMACD == Operation.sell && rsi.result < 50 && cci.getTendency() == Tendency.low && rsi.getTendency() == Tendency.low && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.sell)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] < arrayresultMA[outNbElement - 1])
{
return(Operation.sell);
}
}
return(Operation.nothing);
}
catch
{
return(Operation.nothing);
}
}
public Operation GetOperationDetail(double[] arrayPriceOpen, double[] arrayPriceClose, double[] arrayPriceLow, double[] arrayPriceHigh, double[] arrayVolume)
{
try
{
IndicatorMACD macd = new IndicatorMACD();
Operation operationMACD = macd.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorCCI cci = new IndicatorCCI();
Operation operationCCI = cci.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorRSI rsi = new IndicatorRSI();
Operation operationRSI = rsi.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
MainClass.log("CCI " + cci.result);
MainClass.log("RSI " + rsi.result);
if (cci.result > 0 && operationMACD == Operation.buy && rsi.result > 50 && cci.getTendency() == Tendency.high && rsi.getTendency() == Tendency.high)
//if (operationMACD == Operation.buy)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] > arrayresultMA[outNbElement - 1])
{
return(Operation.buy);
}
}
if (cci.result < 0 && operationMACD == Operation.sell && rsi.result < 50 && cci.getTendency() == Tendency.low && rsi.getTendency() == Tendency.low)
//if (operationMACD == Operation.sell)
{
double[] arrayresultMA = new double[arrayPriceClose.Length];
int outBegidx, outNbElement;
TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
if (arrayPriceClose[arrayPriceClose.Length - 1] < arrayresultMA[outNbElement - 1])
{
return(Operation.sell);
}
}
return(Operation.nothing);
}
catch
{
return(Operation.nothing);
}
}
public Operation GetOperationDetail(double[] arrayPriceOpen, double[] arrayPriceClose, double[] arrayPriceLow, double[] arrayPriceHigh, double[] arrayVolume)
{
try
{
int atr1 = 0;
int atr2 = 0;
double[] atr3 = new double[arrayPriceClose.Length];
TicTacTec.TA.Library.Core.Atr(0, arrayPriceClose.Length - 1, arrayPriceHigh, arrayPriceLow, arrayPriceClose, 14, out atr1, out atr2, atr3);
double atrVal = atr3[atr2 - 1];
IndicatorMACD macd = new IndicatorMACD();
Operation operationMACD = macd.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorCCI cci = new IndicatorCCI();
Operation operationCCI = cci.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
IndicatorRSI rsi = new IndicatorRSI();
Operation operationRSI = rsi.GetOperation(arrayPriceOpen, arrayPriceClose, arrayPriceLow, arrayPriceHigh, arrayVolume);
if (this.maTimegraph != MainClass.timeGraph)
{
MainClass.log("Download candles " + maTimegraph + " para processar MA");
MainClass.getCandles(maTimegraph);
}
IndicatorMA ma = new IndicatorMA();
ma.setLong(this.ilong);
ma.setShort(this.ishort);
Operation operationMA = ma.GetOperation(MainClass.arrayPriceOpen[maTimegraph], MainClass.arrayPriceClose[maTimegraph], MainClass.arrayPriceLow[maTimegraph], MainClass.arrayPriceHigh[maTimegraph], MainClass.arrayPriceVolume[maTimegraph]);
//TicTacTec.TA.Library.Core.Atr();
MainClass.log("CCI: " + cci.result);
MainClass.log("CCI Tendency: " + cci.getTendency());
MainClass.log("RSI: " + rsi.result);
MainClass.log("RSI Tendency: " + rsi.getTendency());
MainClass.log("MACD: " + macd.result);
MainClass.log("MACD Sig: " + macd.result2);
MainClass.log("MACD OP: " + operationMACD.ToString());
MainClass.log("EMA Long 5m: " + ma.getResult());
MainClass.log("EMA Short 5m: " + ma.getResult2());
if (MainClass.carolatr)
{
MainClass.log("ATR: " + atrVal);
}
//return Operation.buy;
if (cci.result > 0 && operationMACD == Operation.buy && rsi.result > 50 /*&& cci.getTendency() == Tendency.high && rsi.getTendency() == Tendency.high*/ && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.buy)
{
/*double[] arrayresultMAHigh = new double[arrayPriceClose.Length];
* int outBegidxHigh, outNbElementHigh;
* TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, Convert.ToInt32(this.high), TicTacTec.TA.Library.Core.MAType.Ema, out outBegidxHigh, out outNbElementHigh, arrayresultMA);
* if (arrayPriceClose[arrayPriceClose.Length - 1] > arrayresultMAHigh[outNbElementHigh - 1])
* return Operation.buy;*/
if (ma.getResult2() > ma.getResult())
{
return(Operation.buy);
}
}
if (cci.result < 0 && operationMACD == Operation.sell && rsi.result < 50 /*&& cci.getTendency() == Tendency.low && rsi.getTendency() == Tendency.low */ && ((MainClass.carolatr && atrVal < MainClass.atrvalue) || !MainClass.carolatr))
//if (operationMACD == Operation.sell)
{
/*double[] arrayresultMA = new double[arrayPriceClose.Length];
* int outBegidx, outNbElement;
* TicTacTec.TA.Library.Core.MovingAverage(0, arrayPriceClose.Length - 1, arrayPriceClose, 100, TicTacTec.TA.Library.Core.MAType.Ema, out outBegidx, out outNbElement, arrayresultMA);
* if (arrayPriceClose[arrayPriceClose.Length - 1] < arrayresultMA[outNbElement - 1])
* return Operation.sell;*/
if (ma.getResult2() < ma.getResult())
{
return(Operation.sell);
}
}
return(Operation.nothing);
}
catch
{
return(Operation.nothing);
}
}
/// <summary>
/// Normalise l'ensemble des données MACD.
/// </summary>
/// <param name="donnees"> Le MACD. </param>
private void NormalisationMACD(IndicatorMACD donnees)
{
listeMACDNormalise = new List <double>(NormaliserDonnees(donnees.MACD));
listeMACDHistNormalise = new List <double>(NormaliserDonnees(donnees.MACDHist));
listeMACDSignalNormalise = new List <double>(NormaliserDonnees(donnees.MACDSignal));
}
/// <summary>
/// 追加MACD指标
/// </summary>
/// <returns></returns>
public IndicatorMACD AddMacd(string macd,string diff,string dea,string close,
int longCycle,int shortCycle,int signalPeriods,int panelID)
{
if (this.dicChartPanel.ContainsKey(panelID))
{
IndicatorMACD indicatorMACD = new IndicatorMACD();
indicatorMACD.LongCycle = longCycle;
indicatorMACD.ShortCycle = shortCycle;
indicatorMACD.SignalPeriods = signalPeriods;
string zeroLine = CommonClass.GetGuid();
indicatorMACD.HsMACD = AddHistogram(macd, macd, null, panelID);
SetHistogramStyle(macd, Color.Red, Color.SkyBlue, 1, true);
indicatorMACD.TlsDiff = AddTrendLine(diff, diff, panelID);
SetTrendLineStyle(diff, Color.White, Color.White, 1, DashStyle.Solid);
indicatorMACD.TlsDea = AddTrendLine(dea, dea, panelID);
SetTrendLineStyle(dea, Color.Yellow, Color.Yellow, 1, DashStyle.Solid);
indicatorMACD.Close = close;
this.dtAllMsg.Columns.Add(indicatorMACD.LongCycleEMA);
this.dtAllMsg.Columns.Add(indicatorMACD.ShortCycleEMA);
indicatorMACD.DataSource = this.dtAllMsg;
this.indMacdList.Add(indicatorMACD);
return indicatorMACD;
}
return null;
}
