public Task <SignalStrength> ProcessSignalAsync(TimePeriod timePeriod, CandleDto[] candles)
{
var cmo = new CMO().Calculate(candles, 9);
var cci = new CCI().Calculate(candles, 20);
var mfi = new MFI().Calculate(candles, 14);
var cmoUnit = TraderUtils.NormaliseAndClamp(cmo.First(), -50, 50);
var cciUnit = TraderUtils.NormaliseAndClamp(cci.First(), -100, 100);
var mfiUnit = TraderUtils.NormaliseAndClamp(mfi.First(), 10, 80);
var avg = (cmoUnit + cciUnit + mfiUnit) / 3;
return(Task.FromResult(TraderUtils.ToSignalStrength(avg)));
}
public double[] Calculate(CandleDto[] candles, int period)
{
var adx = new double[period];
var pdi = new double[period];
var mdi = new double[period];
for (var i = 0; i < adx.Length; i++)
{
var current = candles[i];
var prev = candles[i + 1];
var p = current.High - prev.High;
var m = prev.Low - current.Low;
if (p.AlmostEqual(m))
{
p = m = 0;
}
if (p < 0 || m > p)
{
p = 0;
}
if (m < 0 || p > m)
{
m = 0;
}
pdi[i] = p;
mdi[i] = m;
}
var atr = TraderUtils.WildersSmoothing(new ATR().Calculate(candles, period));
pdi = TraderUtils.WildersSmoothing(pdi);
mdi = TraderUtils.WildersSmoothing(mdi);
for (var i = 0; i < adx.Length; i++)
{
var tr = atr[i];
var p = (pdi[i] / tr) * 100;
var m = (mdi[i] / tr) * 100;
adx[i] = 100 * (Math.Abs(p - m) / (p + m));
}
return(TraderUtils.WildersSmoothing(adx));
}
