public bool selectBySZ(DataStoreHelper dsh) { { var szzf = dsh.SZRef(Info.ZF); if (dsh.SZRef(Info.ZF, dsh.SZLL(Info.ZF, 3)) < -0.03 && szzf < 0.005 && szzf > -0.005 && dsh.SZUpShadow() > 0.005 && dsh.SZDownShadow() < -0.005) { return(false); } } float minSZZF = float.MaxValue; float maxSZZF = float.MinValue; int iSigIndex = -1; for (int i = 1; i <= 3; ++i) { var szzf = dsh.SZRef(Info.ZF, i); if (minSZZF > szzf) { minSZZF = szzf; if (minSZZF < -0.02) { iSigIndex = i; break; } } maxSZZF = Math.Max(maxSZZF, szzf); } if (iSigIndex != -1 && maxSZZF < 0.01) { var acc = dsh.SZAcc(Info.ZF, 3, iSigIndex + 1); if (acc > 0.02) { return(false); } } if (dsh.SZAcc(Info.ZF, 6, 1) < -0.06 && dsh.SZRedCount(6, 1) < 3) { return(false); } return(true); }
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo) { var zf = dsh.Ref(Info.ZF); if (zf > 0.095 || zf < -0.095) { return(null); } if (zf < 0.01) { return(null); } if (dsh.IsLikeSTStop()) { return(null); } var szZF = dsh.SZRef(Info.ZF); if (szZF < 0.01) { return(null); } if (szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03) { return(null); } var recentMaxSZZF = dsh.SZRef(Info.ZF, dsh.SZHH(Info.ZF, 10, 1)); if (recentMaxSZZF < 0.005) { return(null); } var minSZZFIndex = dsh.SZLL(Info.ZF, 8, 1); if (dsh.SZRef(Info.ZF, minSZZFIndex) > -0.005) { return(null); } if (!dsh.IsReal()) { return(null); } if (dsh.UpShadow() > 0.04) { return(null); } if (dsh.DownShadow() < -0.04) { return(null); } var of = dsh.Ref(Info.OF); if (of > 0.02 || of < -0.04) { return(null); } if (dsh.Ref(Info.ZF, 1) > -0.02 || dsh.Ref(Info.ZF, 1) < -0.095) { return(null); } if (dsh.Ref(Info.ZF, 2) < -0.02) { return(null); } if (zf + dsh.Ref(Info.ZF, 1) < 0) { return(null); } if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5) { return(null); } for (int i = 1; i < 8; ++i) { var curZF = dsh.Ref(Info.ZF, i); var curOf = dsh.Ref(Info.OF, i); if (curOf > 0.04 && curZF < 0) { return(null); } if (curOf < -0.02 && curZF < 0) { return(null); } } if (dsh.AccZF(8, 1) < -0.1) { return(null); } if (dsh.Ref(Info.ZF, dsh.HH(Info.CO, 10)) > 0) { return(null); } int iMaxVolIndex = dsh.HH(Info.V, 10); if (dsh.Ref(Info.C, iMaxVolIndex) > dsh.Ref(Info.O, iMaxVolIndex)) { return(null); } if ((dsh.Ref(Info.H, dsh.HH(Info.H, 8)) - dsh.Ref(Info.L, dsh.LL(Info.L, 8))) / dsh.Ref(Info.C, 1) > 0.2) { return(null); } return(EmptyRateItemButSel); }