public static TradeStatus AnalyseIndeces(int treshold, DateTime now, MacdAnalysisResult macdAnalysisResult, PeakAnalysisResult lastRsiPeak, TradeStatus macdSlow)
{
if (lastRsiPeak == null || macdAnalysisResult.CrossType == null)
{
return(TradeStatus.Unknown);
}
var minutesSincePeak = (now - lastRsiPeak.ExitTrade.DateTime).TotalMinutes;
var minutesSinceCross = (now - macdAnalysisResult.Trade.DateTime).TotalMinutes;
if (minutesSinceCross > treshold || minutesSincePeak > treshold)
{
return(TradeStatus.Unknown);
}
if (macdAnalysisResult.CrossType == CrossType.MacdRises && lastRsiPeak.PeakType == PeakType.Low)
{
// return macdSlow == TradeStatus.Buy ? TradeStatus.Buy : TradeStatus.Return;
return(TradeStatus.Buy);
}
if (macdAnalysisResult.CrossType == CrossType.MacdFalls && lastRsiPeak.PeakType == PeakType.High)
{
//return macdSlow == TradeStatus.Sell ? TradeStatus.Sell : TradeStatus.Borrow;
return(TradeStatus.Sell);
}
return(TradeStatus.Unknown);
}
public static MacdAnalysisResult MacdAnalysis(this IEnumerable <MacdResultItem> macd)
{
var list = macd.OrderByDescending(x => x.DateTime).ToList();
CrossType? currentType = null;
MacdResultItem previous = null;
var result = new MacdAnalysisResult();
foreach (var item in list)
{
if (currentType == null)
{
currentType = item.Macd < item.Signal ? CrossType.MacdFalls : CrossType.MacdRises;
}
if (currentType == CrossType.MacdFalls && item.Macd > item.Signal && previous != null)
{
result.CrossType = CrossType.MacdFalls;
result.Trade = new BaseTrade
{
DateTime = previous.DateTime,
Price = previous.Macd,
Volume = previous.Signal
};
break;
}
if (currentType == CrossType.MacdRises && item.Macd < item.Signal && previous != null)
{
result.CrossType = CrossType.MacdRises;
result.Trade = new BaseTrade
{
DateTime = previous.DateTime,
Price = previous.Macd,
Volume = previous.Signal
};
break;
}
previous = item;
}
return(result);
}
