public override IEnumerable <(ICandle, ITradingAdviceCode)> AllForecasts(IEnumerable <ICandle> candles)
{
if (candles.Count() < MinNumberOfCandles)
{
throw new Exception("Number of candles less then expected");
}
List <(ICandle, ITradingAdviceCode)> result = new List <(ICandle, ITradingAdviceCode)>();
IchimokuItem ichiMoku = candles.Ichimoku();
List <decimal> close = candles.Close();
List <bool> cloudBreakUpA = close.Crossover(ichiMoku.SenkouSpanA);
List <bool> cloudBreakDownA = close.Crossunder(ichiMoku.SenkouSpanA);
List <bool> cloudBreakUpB = close.Crossover(ichiMoku.SenkouSpanB);
List <bool> cloudBreakDownB = close.Crossunder(ichiMoku.SenkouSpanB);
for (int i = 0; i < candles.Count(); i++)
{
if (i == 0)
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
// Upward cloud break from the bottom
else if (ichiMoku.SenkouSpanA[i] > ichiMoku.SenkouSpanB[i] && cloudBreakUpB[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
else if (ichiMoku.SenkouSpanA[i] < ichiMoku.SenkouSpanB[i] && cloudBreakUpA[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.BUY));
}
// Downward cloud break from the top
else if (ichiMoku.SenkouSpanA[i] > ichiMoku.SenkouSpanB[i] && cloudBreakDownA[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else if (ichiMoku.SenkouSpanA[i] < ichiMoku.SenkouSpanB[i] && cloudBreakDownB[i])
{
result.Add((candles.ElementAt(i), TradingAdviceCode.SELL));
}
else
{
result.Add((candles.ElementAt(i), TradingAdviceCode.HOLD));
}
}
return(result);
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
try
{
IchimokuOptions config = options != null ? (IchimokuOptions)options.Options : new IchimokuOptions(20, 60, 120, 30);
List <decimal> highs = source.Select(x => x.High).ToList();
List <decimal> lows = source.Select(x => x.Low).ToList();
List <decimal> closes = source.Select(x => x.Close).ToList();
var ichi = new IchimokuItem
{
TenkanSen = Donchian(source, config.ConversionLinePeriod, highs, lows),
KijunSen = Donchian(source, config.BaseLinePeriod, highs, lows),
SenkouSpanB = Donchian(source, config.LaggingSpanPeriods, highs, lows),
SenkouSpanA = new List <decimal?>()
};
// SenkouSpanA is calculated...
for (int i = 0; i < ichi.TenkanSen.Count; i++)
{
if (ichi.TenkanSen[i].HasValue && ichi.KijunSen[i].HasValue)
{
ichi.SenkouSpanA.Add((ichi.TenkanSen[i].Value + ichi.KijunSen[i].Value) / 2);
}
else
{
ichi.SenkouSpanA.Add(null);
}
}
// Add the displacement for the cloud
for (int i = 0; i < config.Displacement; i++)
{
ichi.SenkouSpanA.Insert(0, null);
ichi.SenkouSpanB.Insert(0, null);
}
// Add the ChikouSpan
ichi.ChikouSpan = new List <decimal?>();
// Add the displacement for the lagging span
var displacedCloses = closes.Skip(config.Displacement).ToList();
for (int i = 0; i < closes.Count; i++)
{
if (i < closes.Count - config.Displacement)
{
ichi.ChikouSpan.Add(displacedCloses[i]);
}
else
{
ichi.ChikouSpan.Add(null);
}
}
return(ichi);
}
catch (Exception ex)
{
throw new Exception("Could not calculate ichimoku cloud");
}
}