Exemplo n.º 1
0
 public MacdStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory)
 {
     _options            = options.Value;
     _shortEmaIndicator  = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
     _longEmaIndicator   = indicatorFactory.GetEmaIndicator(_options.LongWeight);
     _signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);
 }
Exemplo n.º 2
0
        public CustomBtcStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory, IExchangeProvider exchangeProvider)
        {
            _exchangeProvider   = exchangeProvider;
            _options            = options.Value;
            _shortEmaIndicator  = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
            _longEmaIndicator   = indicatorFactory.GetEmaIndicator(_options.LongWeight);
            _signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);

            _ichimokuCloudIndicator = indicatorFactory.GetIchimokuCloud();

            _volumenQueue = new FixedSizedQueue <decimal>(100);
        }
Exemplo n.º 3
0
        public EthMacdStrategy(IOptions <MacdStrategyOptions> options, IIndicatorFactory indicatorFactory, IExchangeProvider exchangeProvider)
        {
            _exchangeProvider   = exchangeProvider;
            _options            = options.Value;
            _shortEmaIndicator  = indicatorFactory.GetEmaIndicator(_options.ShortWeight);
            _longEmaIndicator   = indicatorFactory.GetEmaIndicator(_options.LongWeight);
            _signalEmaIndicator = indicatorFactory.GetEmaIndicator(_options.Signal);

            _macdStatistcsQueue      = new FixedSizedQueue <MacdStatistic>(6);
            _macdTempStatisticsQueue = new FixedSizedQueue <MacdStatistic>(200);
            _volumenQueue            = new FixedSizedQueue <decimal>(100);
        }