public async void TestMACD()
{
TickerBLL bll = new TickerBLL(this.s3_bucket_name, this.tempTickerFolder);
List <TickerEntity> tList = await bll.GetDailyTickerEntityList("ORG", 20181001, 20191101);
double[] inputData = new double[tList.Count];
var i = 0;
foreach (var t in tList)
{
inputData[i] = t.C;
i++;
}
double?[] m = new double?[tList.Count];
double?[] s = new double?[tList.Count];
double?[] h = new double?[tList.Count];
Result res = MACD.Calculate(inputData, 26, 12, 9, m, s, h);
var tArray = tList.ToArray();
for (int j = 0; j < tList.Count; j++)
{
Console.WriteLine($"{tArray[j].T} {tArray[j].P} O: {tArray[j].O} H: {tArray[j].H} L: {tArray[j].L} C: {tArray[j].C} M: {m[j]} S: {s[j]} H: {h[j]} ");
}
}
public void IndicatorsShouldNotChangeTheSourceOhlcList()
{
// read ohlc list from csv file
List <Ohlc> ohlcList = ReadCsvFile(csvPath);
// create a deep clone of the list
List <Ohlc> ohlcListDeepClone = ohlcList.DeepClone();
// run MACD on the ohlcList
MACD macd = new MACD(true);
macd.Load(ohlcList);
MACDSerie serie = macd.Calculate();
// check if the ohlcList is still the same as its deep copy
int i = 0;
foreach (var item in ohlcList)
{
Assert.Equal(item.AdjClose, ohlcListDeepClone[i].AdjClose);
Assert.Equal(item.Close, ohlcListDeepClone[i].Close);
Assert.Equal(item.Date, ohlcListDeepClone[i].Date);
Assert.Equal(item.High, ohlcListDeepClone[i].High);
Assert.Equal(item.Low, ohlcListDeepClone[i].Low);
Assert.Equal(item.Open, ohlcListDeepClone[i].Open);
Assert.Equal(item.Volume, ohlcListDeepClone[i].Volume);
i++;
}
}
public async Task<IndMACDEntity[]> GetMACD(string code, int slow = 26, int fast = 12, int signal = 9, int start = 0, int end = 0, string type = "day")
{
TickerEntity[] tickers = await base.getTickerEntityArray(code, start, end, type);
List<IndMACDEntity> outList = new List<IndMACDEntity>();
int len = tickers.Length;
double[] close = tickers.Select(t => (double)t.C).ToArray();
double?[] outMACD = new double?[len];
double?[] outSignal = new double?[len];
double?[] outHist = new double?[len];
MACD.Calculate(close, slow, fast, signal, outMACD, outSignal, outHist);
for (int i = 0; i < len; i++)
{
outList.Add(new IndMACDEntity
{
T = tickers[i].T,
P = tickers[i].P,
MACD = outMACD[i],
Signal = outSignal[i],
Hist = outHist[i]
});
}
return outList.Where(r => (start == 0 || r.P >= start) && (end == 0 || r.P <= end)).ToArray();
}
public override List <IndicatorResult> Calculate(IIndicatorEntity indicator, List <QuotesModel> quotes)
{
Validate(indicator, quotes);
var macdParams = ExtractMacdParams(indicator.Params);
return(_calculator.Calculate(quotes, macdParams));
}
private static MACDSerie GetMacdSeries(MACD macd, string stockName)
{
string downloadFolderName = ConfigurationManager.AppSettings["downloadLocation"];
macd.Load(downloadFolderName + stockName + ".ax.csv");
MACDSerie serie = macd.Calculate();
//ExcelUtilities.WriteMacdhistogramDataToExcel(serie, stockName);
return(serie);
}
public void MACD()
{
//MACD macd = new MACD();
MACD macd = new MACD(true);
macd.Load(OhlcList);
MACDSerie serie = macd.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.Signal.Count > 0);
Assert.IsTrue(serie.MACDLine.Count > 0);
Assert.IsTrue(serie.MACDHistogram.Count > 0);
}
public void MACD()
{
//MACD macd = new MACD();
MACD macd = new MACD(true);
macd.Load(Directory.GetCurrentDirectory() + "\\table.csv");
MACDSerie serie = macd.Calculate();
Assert.NotNull(serie);
Assert.True(serie.Signal.Count > 0);
Assert.True(serie.MACDLine.Count > 0);
Assert.True(serie.MACDHistogram.Count > 0);
}
public void TestCalculate()
{
TickerBLL tbll = new TickerBLL(_unit);
List <Ticker> tList = tbll.GetTickerListByShareDB(1585, 0, 21100000);
double[] inputData = new double[tList.Count];
var i = 0;
foreach (var t in tList)
{
inputData[i] = t.Close;
i++;
}
double?[] m = new double?[tList.Count];
double?[] s = new double?[tList.Count];
double?[] h = new double?[tList.Count];
Result res = MACD.Calculate(inputData, 26, 12, 9, m, s, h);
}
public void MACD()
{
//File.Delete(@"MacdHData.xlsx");
//MACD macd = new MACD();
MACD macd = new MACD(false);
//https://au.finance.yahoo.com/quote/VAS.AX/
//https://au.finance.yahoo.com/quote/STW.AX/
//https://au.finance.yahoo.com/quote/APT.AX
//MACDSerie serie = GenerateMacdHistogramData(macd, "vas"); q q
//macd = new MACD(false);
//serie = GenerateMacdHistogramData(macd, "stw");
//macd = new MACD(false);
//serie = GenerateMacdHistogramData(macd, "apt");
macd.Load(Directory.GetCurrentDirectory() + "\\" + "table" + ".csv");
MACDSerie serie = macd.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.Signal.Count > 0);
Assert.IsTrue(serie.MACDLine.Count > 0);
Assert.IsTrue(serie.MACDHistogramDataList.Count > 0);
//serie.MACDHistogram.Select((x,i) => new {i, value = x.GetValueOrDefault(),Consider = x != null && x.Value < 0 && x.Value >-1 }).Where(x => x.Consider)
//serie.MACDHistogram.ElementAt(i-1) if its negative and > current negative value between 0 and -1 , good time to buy
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var basePrice = (BasePrice)IndParam.ListParam[2].Index;
var referencePeriod = (int)IndParam.NumParam[3].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
// ---------------------------------------------------------
var macd = new MACD();
macd.Initialize(SlotType);
macd.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd.IndParam.ListParam[3].Index = 0;
macd.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
macd.IndParam.NumParam[1].Value = IndParam.NumParam[1].Value;
macd.IndParam.NumParam[2].Value = IndParam.NumParam[2].Value;
macd.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd.Calculate(DataSet);
double[] indicatorMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, macd.Component[0].Value);
double[] marketMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, Price(basePrice));
// ----------------------------------------------------------
int firstBar = macd.Component[0].FirstBar + referencePeriod + 2;
var cd = new double[Bars];
if (IndParam.ListParam[0].Text == "Convergence")
{
for (int bar = firstBar; bar < Bars; bar++)
{
cd[bar] = IsConvergence(indicatorMa, marketMa, bar);
}
}
else if (IndParam.ListParam[0].Text == "Divergence")
{
for (int bar = firstBar; bar < Bars; bar++)
{
cd[bar] = IsDivergence(indicatorMa, marketMa, bar);
}
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp
{
CompName = "MACD Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.RoyalBlue,
FirstBar = firstBar,
Value = macd.Component[0].Value
};
Component[1] = new IndicatorComp
{
CompName = "MACD MA",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = indicatorMa
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
}
}
public Form1()
{
InitializeComponent();
chart1.Series.Clear();
Int32 timeStampStart = (Int32)(DateTime.UtcNow.AddMonths(-12).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 timeStampNow = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
String yahooAPI = $"https://query1.finance.yahoo.com/v7/finance/download/BTC-EUR?period1={timeStampStart}&period2={timeStampNow}&interval=1d&events=history";
using (var client = new WebClient())
{
client.DownloadFile(yahooAPI, "fileLOG");
}
String csvFile = @"fileLOG";
List <Ohlc> ohlcList = new List <Ohlc>();
StreamReader r = new StreamReader(csvFile);
String file = r.ReadToEnd();
String[] pricesClose = file.Split(new String[] { "\r\n", "\n" }, StringSplitOptions.RemoveEmptyEntries);
chart1.Series.Add("Price").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.FastPoint;
// chart1.Series["Price"].Color = Color.Black;
int j = 0;
List <DateTime> dates = new List <DateTime>();
foreach (var s in pricesClose)
{
String[] pricesOscillation = s.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
try
{
int index = 0;
DateTime date = DateTime.Parse(pricesOscillation[index++]);
double open = double.Parse(pricesOscillation[index++]);
double high = double.Parse(pricesOscillation[index++]);
double low = double.Parse(pricesOscillation[index++]);
double close = double.Parse(pricesOscillation[index++]);
double adjClose = double.Parse(pricesOscillation[index++]);
double volume = double.Parse(pricesOscillation[index++]);
Ohlc newOhlc = new Ohlc();
newOhlc.Open = open;
newOhlc.High = high;
newOhlc.Low = low;
newOhlc.Close = close;
newOhlc.AdjClose = adjClose;
newOhlc.Volume = volume;
ohlcList.Add(newOhlc);
dates.Add(date);
chart1.Series["Price"].Points.AddXY(date, close);
}
catch (Exception err)
{
}
}
BollingerBand bollingerBand = new BollingerBand();
bollingerBand.Load(ohlcList);
BollingerBandSerie serie = bollingerBand.Calculate();
MACD macd = new MACD();
macd.Load(ohlcList);
MACDSerie macdserie = macd.Calculate();
EMA ema = new EMA();
ema.Load(ohlcList);
SingleDoubleSerie singleDoubleSerie = ema.Calculate();
RSI rsi = new RSI(14);
rsi.Load(ohlcList);
RSISerie serieRSI = rsi.Calculate();
chart1.Series.Add("bUP").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bDOWN").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bMIDDLE").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("RSI").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("EMA").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACD").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACDHistogram").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
for (int i = 0; i < serie.BandWidth.Count; i++)
{
if (macdserie.MACDLine[i] != null)
{
chart1.Series["MACD"].Points.AddXY(dates[i], macdserie.MACDLine[i]);
}
if (macdserie.MACDHistogram[i] != null)
{
chart1.Series["MACDHistogram"].Points.AddXY(dates[i], macdserie.MACDHistogram[i]);
}
if (singleDoubleSerie.Values[i] != null)
{
chart1.Series["EMA"].Points.AddXY(dates[i], singleDoubleSerie.Values[i]);
}
if (serie.UpperBand[i] != null)
{
chart1.Series["bUP"].Points.AddXY(dates[i], serie.UpperBand[i]);
}
if (serie.MidBand[i] != null)
{
chart1.Series["bMIDDLE"].Points.AddXY(dates[i], serie.MidBand[i]);
}
if (serie.LowerBand[i] != null)
{
chart1.Series["bDOWN"].Points.AddXY(dates[i], serie.LowerBand[i]);
}
if (serieRSI.RSI[i] != null)
{
chart1.Series["RSI"].Points.AddXY(dates[i], serieRSI.RSI[i]);
}
}
}
