예제 #1
0
        public override Advice GetActionForBuckets(List <TradeBucket> tradeBuckets)
        {
            Advice advice = new Advice();

            advice.AlgorithmName = Name;
            advice.Confidence    = 0;
            advice.Group         = Group;
            advice.Time          = tradeBuckets[tradeBuckets.Count - 1].Time;

            List <TradeBucket> buckets = tradeBuckets;
            MFI rsi = new MFI();

            TIOutput output = rsi.GetCurrentValue(buckets);

            advice.Price      = buckets[buckets.Count - 1].Close;
            advice.Confidence = (decimal)output.Value;

            if (output.Value > 80)
            {
                advice.Action = TradeAction.Sell;
            }
            else if (output.Value < 20)
            {
                advice.Action = TradeAction.Buy;
            }
            else
            {
                advice.Action = TradeAction.Hold;
            }

            return(advice);
        }