public decimal GetStopLossPrice(IList <DataSample> samples, DataSample sample, Position position)
{
var maximums = ExtremumArea.FindLocalMaximums(samples);
var minimums = ExtremumArea.FindLocalMinimums(samples);
ExtremumArea lastExtremum;
decimal stopLossPrice = 0;
if (position.Direction == PositionDirection.Long)
{
lastExtremum = ExtremumArea.GetLastMinimumBeforeAndWithSample(minimums, sample);
if (lastExtremum == null)
{
stopLossPrice = sample.Candle.Low - (position.OpenPrice - sample.Candle.Low) * StopLossAdditionalValuePercentage / 100;
}
else
{
stopLossPrice = lastExtremum.CurrentExtremum.Candle.Low - (position.OpenPrice - lastExtremum.CurrentExtremum.Candle.Low) * StopLossAdditionalValuePercentage / 100;
}
}
else if (position.Direction == PositionDirection.Short)
{
lastExtremum = ExtremumArea.GetLastMaximumBeforeAndWithSample(maximums, sample);
if (lastExtremum == null)
{
stopLossPrice = sample.Candle.High + (sample.Candle.High - position.OpenPrice) * StopLossAdditionalValuePercentage / 100;
}
else
{
stopLossPrice = lastExtremum.CurrentExtremum.Candle.High + (lastExtremum.CurrentExtremum.Candle.High - position.OpenPrice) * StopLossAdditionalValuePercentage / 100;
}
}
return(stopLossPrice);
}
public static IList <Level> DeterminateLevels(IList <DataSample> samples)
{
var result = new List <Level>();
var localMinimums = ExtremumArea.FindLocalMinimums(samples);
var localMaximums = ExtremumArea.FindLocalMaximums(samples);
localMinimums = ExtremumArea.FillMinimumsArea(localMinimums, localMaximums);
localMaximums = ExtremumArea.FillMaximumsArea(localMaximums, localMinimums);
foreach (var extremum in localMinimums)
{
foreach (var nextExtremum in localMinimums)
{
var isNearByLow = IsNear(nextExtremum.CurrentExtremum.Candle.Low,
extremum.CurrentExtremum.Candle.Low);
var isNearByOpen = IsNear(nextExtremum.CurrentExtremum.Candle.Open,
extremum.CurrentExtremum.Candle.Open);
var isNearByClose = IsNear(nextExtremum.CurrentExtremum.Candle.Close,
extremum.CurrentExtremum.Candle.Close);
if (nextExtremum.CurrentExtremum.CandleColor == CandleColor.Green &&
(isNearByLow || isNearByOpen))
{
var levelAlreadyExistingInCollection = result.Where(e =>
(isNearByLow && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Low)) ||
(isNearByOpen && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Open)));
if (levelAlreadyExistingInCollection.Any())
{
var level = levelAlreadyExistingInCollection.Single(lvl =>
lvl.TouchCount == levelAlreadyExistingInCollection.Max(lv => lv.TouchCount));
if (level != null)
{
level.TouchCount++;
}
}
else
{
result.Add(new Level()
{
Price = isNearByLow ? nextExtremum.CurrentExtremum.Candle.Low : isNearByOpen ? nextExtremum.CurrentExtremum.Candle.Open : 0,
TouchCount = 1
});
}
}
else if (nextExtremum.CurrentExtremum.CandleColor == CandleColor.Red &&
(isNearByLow || isNearByClose))
{
var levelAlreadyExistingInCollection = result.Where(e =>
(isNearByLow && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Low)) ||
(isNearByClose && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Close)));
if (levelAlreadyExistingInCollection.Any())
{
var level = levelAlreadyExistingInCollection.Single(lvl =>
lvl.TouchCount == levelAlreadyExistingInCollection.Max(lv => lv.TouchCount));
if (level != null)
{
level.TouchCount++;
}
}
else
{
result.Add(new Level()
{
Price = isNearByLow ? nextExtremum.CurrentExtremum.Candle.Low : isNearByClose ? nextExtremum.CurrentExtremum.Candle.Close : 0,
TouchCount = 1
});
}
}
}
}
foreach (var extremum in localMaximums)
{
foreach (var nextExtremum in localMaximums)
{
var isNearByHigh = IsNear(nextExtremum.CurrentExtremum.Candle.High,
extremum.CurrentExtremum.Candle.High);
var isNearByOpen = IsNear(nextExtremum.CurrentExtremum.Candle.Open,
extremum.CurrentExtremum.Candle.Open);
var isNearByClose = IsNear(nextExtremum.CurrentExtremum.Candle.Close,
extremum.CurrentExtremum.Candle.Close);
if (nextExtremum.CurrentExtremum.CandleColor == CandleColor.Green &&
(isNearByHigh || isNearByClose))
{
var levelAlreadyExistingInCollection = result.Where(e =>
(isNearByHigh && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.High)) ||
(isNearByClose && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Close)));
if (levelAlreadyExistingInCollection.Any())
{
var level = levelAlreadyExistingInCollection.Single(lvl =>
lvl.TouchCount == levelAlreadyExistingInCollection.Max(lv => lv.TouchCount));
if (level != null)
{
level.TouchCount++;
}
}
else
{
result.Add(new Level()
{
Price = isNearByHigh ? nextExtremum.CurrentExtremum.Candle.High : isNearByClose ? nextExtremum.CurrentExtremum.Candle.Close : 0,
TouchCount = 1
});
}
}
else if (nextExtremum.CurrentExtremum.CandleColor == CandleColor.Red &&
(isNearByHigh || isNearByOpen))
{
var levelAlreadyExistingInCollection = result.Where(e =>
(isNearByHigh && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.High)) ||
(isNearByOpen && IsNear(e.Price, nextExtremum.CurrentExtremum.Candle.Open)));
if (levelAlreadyExistingInCollection.Any())
{
var level = levelAlreadyExistingInCollection.Single(lvl =>
lvl.TouchCount == levelAlreadyExistingInCollection.Max(lv => lv.TouchCount));
if (level != null)
{
level.TouchCount++;
}
}
else
{
result.Add(new Level()
{
Price = isNearByHigh ? nextExtremum.CurrentExtremum.Candle.High : isNearByOpen ? nextExtremum.CurrentExtremum.Candle.Open : 0,
TouchCount = 1
});
}
}
}
}
return(result);
}
