private void CalculateSymbolTrend(ExtendedSymbol symbol)
{
for (int i = 0; i < symbol.Trends.Length; i++)
{
decimal diff = symbol.Trends[i].Candle.ClosePrice - symbol.Trends[i].Candle.OpenPrice;
decimal trendPercentage = (diff / symbol.Trends[i].Candle.OpenPrice) * 100M;
symbol.Trends[i].TrendRaw = trendPercentage;
}
}
/// <summary>
/// Downloads all symbols from the exchanges and filters out the coins with enough 24hr Volume
/// </summary>
/// <returns></returns>
private void FindCoinsWithEnoughVolume()
{
_symbols = new List <ExtendedSymbol>();
var allSymbolsMeta = _api.GetMarketSymbolsMetadataAsync().Result;
var allTickers = _api.GetTickersAsync().Result;
// for each symbol
foreach (var metadata in allSymbolsMeta)
{
string symbol = metadata.MarketSymbol.ToUpperInvariant();
if (!IsValidCurrency(symbol))
{
// ignore, symbol has wrong currency
continue;
}
// check 24hr volume
var ticker = allTickers.FirstOrDefault(e => e.Key == symbol).Value;
var volume = ticker.Volume.QuoteCurrencyVolume;
if (_api is ExchangeBittrexAPI)
{
// bittrex reports wrong volume :-(
volume = ticker.Volume.BaseCurrencyVolume;
}
if (volume < _settings.Min24HrVolume)
{
// ignore since 24hr volume is too low
continue;
}
if (ticker.Ask < _settings.MinPrice)
{
Trace.WriteLine($"Ignoring because price is too low: {ticker.Ask}");
continue;
}
SymbolTrend fourHourTrend = new SymbolTrend(4);
SymbolTrend oneHourTrend = new SymbolTrend(1);
// add to list
ExtendedSymbol extendedSymbol = new ExtendedSymbol()
{
Symbol = metadata,
Ticker = ticker,
Trends = new SymbolTrend[2]
};
extendedSymbol.Trends[0] = fourHourTrend;
extendedSymbol.Trends[1] = oneHourTrend;
_symbols.Add(extendedSymbol);
}
_symbols = _symbols.OrderBy(e => e.Symbol.MarketSymbol).ToList();
}
public async Task <bool> GetSymbolTrendCandles(ExtendedSymbol symbol)
{
try
{
List <MarketCandle> candles = await GetTrendCandles(symbol.Symbol.MarketSymbol);
symbol.Trends[0].Candle = CalculateFourHourCandle(candles);
symbol.Trends[1].Candle = candles[0];
} catch (Exception ex)
{
Trace.WriteLine(ex);
}
return(symbol.Trends[0].Candle != null && symbol.Trends[1].Candle != null);
}
/// <summary>
/// Performs a scan for all filtered symbols
/// </summary>
/// <returns></returns>
public async Task <Signal> ScanAsync(ExtendedSymbol symbol, int minutes)
{
try
{
// download the new candles
var candles = (await _api.GetCandlesAsync(symbol.Symbol.MarketSymbol, 60 * minutes, DateTime.Now.AddMinutes(-5 * 50))).Reverse().ToList();
candles = AddMissingCandles(candles, minutes);
// scan candles for buy/sell signal
TradeType tradeType = TradeType.Long;
var strategy = new DayTradingStrategy(symbol.Symbol.MarketSymbol, _settings);
if (strategy.IsValidEntry(candles, 0, out tradeType, out decimal bandwitdh))
{
// ignore signals for shorts when not allowed
if (tradeType == TradeType.Short && !_settings.AllowShorts)
{
return(null);
}
// got buy/sell signal.. write to console
int beepFrequency = symbol.Trends[1].Trend > 0 ? 1000 : 500;
Console.Beep(beepFrequency, 200);
return(new Signal()
{
Symbol = symbol.Symbol.MarketSymbol,
Trade = tradeType.ToString(),
Date = $"{candles[0].Timestamp.AddHours(2):dd-MM-yyyy HH:mm}",
TimeFrame = $"{minutes} min",
HyperTraderURI = GetHyperTradeURI(symbol.Symbol, minutes),
Volume = symbol.Ticker.Volume,
FourHourTrend = String.Format("{00:P2}", symbol.Trends[0].Trend),
OneHourTrend = String.Format("{00:P2}", symbol.Trends[1].Trend),
FourHourTrendObject = symbol.Trends[0],
OneHourTrendObject = symbol.Trends[1],
BBBandwidth = String.Format("{0:0.0#}", bandwitdh)
});
}