public static MacdItem Macd(this IEnumerable <ICandle> candles, int?fastPeriod = null, int?slowPeriod = null, int?signalPeriod = null)
{
fastPeriod ??= 12;
slowPeriod ??= 26;
signalPeriod ??= 9;
IIndicatorOptions options = new MacdOptions(fastPeriod.Value, slowPeriod.Value, signalPeriod.Value);
Macd macd = new Macd();
return((MacdItem)macd.Get(candles, options));
}
public override void Execute()
{
var macd = Macd.Get();
if (State.Position.IsFlat)
{
Exchange.CancelAll();
if (!Measurer.IsPriceVolatile)
{
// open position in direction of trend
var side = macd < 0 ? Side.Sell : Side.Buy;
EnterPosition(side);
}
}
else
{
//
}
}
